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  • Applied Mathematics
Nov
5

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RE 119

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Speaker: Mark Cerenzia, Dickson Instructor, Department of Mathematics, University of Chicago Description: Random matrix statistics emerge in a broad class of strongly correlated systems, with evidence...

Oct
29

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Rettaliata Engineering Center, Room 119

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Host Department of Applied Mathematics Speaker Andrew Papanicolau Tandon School of Engineering, New York University Description Principal component analysis (PCA) is a useful tool when trying to...

Oct
22

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RE 119

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Speaker: Xiling Zhang Illinois Institute of Technology Description: This project aims at finding a good approximation for the distribution of the iterated stochastic integrals of length 3. Iterated...

Oct
22

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RE 119

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Speaker: Xiling Zhang, Postdoc, Department of Applied Mathematics, Illinois Institute of Technology Description: This project aims at finding a good approximation for the distribution of the iterated...

Oct
15

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TBD

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Host Department of Applied Mathematics Speaker Jaksa Cvitanic Division of The Humanities and Social Sciences, California Institute of Technology https://jaksacvitanic.com/ Description We study the...

Oct
10

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RE 119

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Speaker Jianfeng Zhang University of Southern California Professor, Department of Mathematics Description: In this talk we consider master equations arising from mean field game problems, under the...

Sep
23

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Rettaliata Engineering Center, Room 119

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Host Department of Applied Mathematics Speaker Michail Anthropelos Department of Banking and Financial Management, University of Piraeus http://bankfin.unipi.gr/faculty/anthropelos/ Description This...

Sep
17

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TBD

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Host Department of Applied Mathematics Speaker Kevin Webster Citadel LLC https://www.linkedin.com/in/kevin-webster-17a98421 Description We study two new applications of the Obizhaeva and Wang model...

Aug
20

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Rettaliata Engineering Center, Room 119

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Host Department of Applied Mathematics Speaker Randolf Altmeyer Institut für Mathematik, Humboldt-Universität zu Berlin https://www.mathematik.hu-berlin.de/de/forschung/forschungsgebiete/stochastik...