## Summary

Almut Veraart's personal webpage can be found here.

## Teaching

I currently teach the following courses:

- MATH40005 Probability and Statistics (for 1st year undergraduate students in mathematics)
- MATH97083/MATH96052 Applied Probability (for 3rd/4th year undergraduate students in mathematics)

Please enrole for my courses on Blackboard Learn in order to view the course material.

In addition, I give tutorials for first year undergraduate students and supervise second year, third year and fourth year undergraduate projects and MSc and PhD theses.

## Publications

### Journals

Lucchese L, Pakkanen M, Veraart A, 2024, The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective, *International Journal of Forecasting*, ISSN:0169-2070

Leonte D, Veraart A, 2024, Simulation methods and error analysis for trawl processes and ambit fields, *Mathematics and Computers in Simulation*, Vol:215, ISSN:0378-4754, Pages:518-542

Nguyen M, Veraart A, Taisne B, et al. , 2023, A dynamic extreme value model with applications to volcanic eruption forecasting, *Mathematical Geosciences*, ISSN:1573-8868

Bennedsen M, Shephard N, Lunde A, et al. , 2023, Inference and forecasting for continuous-time integer-valued trawl processes, *Journal of Econometrics*, Vol:236, ISSN:0304-4076

Benth FE, Schroers D, Veraart A, 2023, A feasible central limit theorem for realised covariation of SPDEs in the context of functional data, *Annals of Applied Probability*, ISSN:1050-5164