CRM: Centro De Giorgi
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Summer School of Mathematics for Economic and Social Sciences

Mathematical Methods for Time Series Analysis

10 September 2018 - 14 September 2018


IMPORTANT NOTICE: The deadline for application has been postponed to 31st July 2018.

The “Summer School of Mathematics for Economic and Social Sciences” aims to improve the knowledge of mathematical methods among graduate students in economics and social sciences, with a focus on those techniques which albeit widespread in use are not properly covered in typical graduate programs. The School is an interdisciplinary venue intended to foster the interaction of people coming from the too often separated communities of mathematical and social scientists.
It is funded and organized by the Mathematics Research Center “Ennio De Giorgi” and partially supported by the International Doctoral Program in Economics of the Scuola Superiore Sant'Anna.

Research Directions

The course has an introductory part on Stationary Stochastic Processes, including the Wold decomposition and the Spectral representation . The second part deals with Dynamic Factor Models both in the time and the frequency domain.

Marco Lippi, Einaudi Institute for Economics and Finance, Rome

Stationary Stochastic Processes
Wold decomposition
Spectral representation
Dynamic Factor Models

Please view Planned activities and the Syllabus for more details.

Fondazione Conservatorio Santa Chiara, San Miniato, Italy

Participation is subject to selection. Only 20-25 positions are available. Financial support for board and accommodation will be provided.

On-line application should be made through the Financial support section if support is requested, or through the Registration section if support is NOT requested.
All applications must include a CV that shall be sent by e-mail to
Applications without a CV will not be considered.

Deadline for application: 31st July 2018

The list of selected candidates will be published on this website as soon as the selection is completed. Selected candidates will also receive individual confirmation.