Events Archive

Find an Event

Currently selected filters

  • College of Science
  • Applied Mathematics
Apr
21

Time

to

Locations

RE 121

Locations

Due to the recent COVID-19 outbreak, this event has been cancelled. Speaker: Tomasz R. Bielecki, Professor, Department of Applied Mathematics, Illinois Institute of Technology Description: TBD Topic...

Mar
31

Time

to

Locations

RE 121

Locations

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...

Mar
24

Time

to

Locations

RE 121

Locations

Due to the recent COVID-19 outbreak, this event has been cancelled. Speaker: Ruoting Gong, Assistant Professor, Department of Applied Mathematics, Illinois Institute of Technology Description: TBD...

Mar
3

Time

to

Locations

RE 121

Locations

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...

Feb
18

Time

to

Locations

RE 121

Locations

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...

Feb
4

Time

to

Locations

RE 124

Locations

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...

Jan
21

Time

to

Locations

RE 121

Locations

Speaker: Adrien Richou, associate professor, University of Bordeaux Event Topic: Stochastic Analysis