Due to the recent COVID-19 outbreak, this event has been cancelled. Speaker: Andrei Lyashenko, Adjunct Faculty, Department of Applied Mathematics, Illinois Institute of Technology & Head of...
Due to the recent COVID-19 outbreak, this event has been cancelled. Speaker: Hyun-Jun Kim, visiting assistant professor of Applied Mathematics, Illinois Tech Description: In this talk, we discuss...
Speaker: Igor Cialenco, Associate Professor, Department of Applied Mathematics, Illinois Institute of Technology Description: We propose a novel methodology for estimation of risk capital allocation...
Speaker: Sergey Nadtochiy, Associate Professor, Department of Applied Mathematics, Illinois 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: Jean-Francois Chassagneux, Paris-Diderot University Event topic: Stochastic Analysis
Speaker: Adrien Richou, associate professor, University of Bordeaux Event Topic: Stochastic Analysis
Speaker: Konstantin Makarychev, Associate Professor, Department of Computer Science, Northwestern University Description: We investigate dimensionality reduction for Euclidean kk-means and kk-medians...
Speaker: Konstantin Makarychev Department of Computer Science, Northwestern University Associate Professor Description: We investigate dimensionality reduction for Euclidean /k(/)-means and /k(/)...
Speaker: Albina Danilova, Visiting Associate Professor, Questrom School of Business, Boston University Description: The folk result in Kyle-Back models states that the value function of the insider...
