Speaker: X. Zhang, Department of Applied Mathematics, 91ÖØ¿Ú Institute of Technology Description: Diffusion-limited aggregations (DLA) are random growth models on the lattice, where a set grows at...
Speaker: Matthew Dixon, Assistant Professor, Department of Applied Math, 91ÖØ¿Ú Institute of Technology Description: A ubiquitous problem in surrogate modeling of dynamical systems is how to...
Speaker: Sergey Nadtochiy, Associate Professor, Department of Applied Math, 91ÖØ¿Ú Institute of Technology Description: Backward stochastic differential equations (BSDEs) are probabilistic analogues...
Speaker: Guillermo Alonso Alvarez, Ph.D. student, Department of Applied Mathematics, 91ÖØ¿Ú Tech Description: The role of the broker in the market is to produce transactions for an Investor charging...
Due to the recent COVID-19 outbreak, this event has been cancelled. Speaker: Ziteng Cheng, PhD Student, Department of Applied Mathematics, 91ÖØ¿Ú Institute of Technology Description: TBD Topic...
Due to the recent COVID-19 outbreak, this event has been cancelled. Speaker: Hyun-Jun Kim, visiting assistant professor of Applied Mathematics, 91ÖØ¿Ú Tech Description: In this talk, we discuss...
Speaker: Igor Cialenco, Associate Professor, Department of Applied Mathematics, 91ÖØ¿Ú Institute of Technology Description: We propose a novel methodology for estimation of risk capital allocation...
Speaker: Sergey Nadtochiy, Associate Professor, Department of Applied Mathematics, 91ÖØ¿Ú Institute of Technology Description: I will present a simple model of market microstructure which explains...
Speaker: Gregory Pasemann, TU Berlin Description: In this talk we consider drift estimation for Stochastic Partial Differential Equations (SPDEs). While Girsanov's theorem implies that the drift of a...
Speaker: Adrien Richou, associate professor, University of Bordeaux Event Topic: Stochastic Analysis
