Illinois Tech’s academic and administrative departments host events that are open to the university community and/or the Chicago community at large. University faculty and staff who would like to submit an event for promotion should complete an events post form. For a list of upcoming student events, visit the Office of Campus Life website.
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- Multiscale Modeling and Computation
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Stochastic & Multiscale Modeling and Computation Seminaar by Pei Liu: Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
Speaker: Pei Liu, College of Science and Engineering, University of Minnesota Title: Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations Abstract: We study...
Mathematical Finance, Stochastic Analysis, and Machine Learning Seminar by Thorsten Schmidt: Affine models under uncertainty and robust deep hedging
Speaker: Thorsten Schmidt, Department of Mathematical Stochastics, University of Freiburg Title: Affine models under uncertainty and robust deep hedging Abstract: Model uncertainty is certainly...
Speaker: Silvana Pesenti, University of Toronto Description: TBA Stochastic & Multiscale Modeling and Computation