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The Euclidean Distance Degree

SpeakerBernd SturmfelsUniversity of California-Berkeleyhttp://math.berkeley.edu/~bernd/ Description The nearest point map of a real algebraic variety with respect to Euclidean distance is an algebraic...

Dimensional Analysis and Its Applications in Statistics

SpeakerDennis LinPennsylvania State Universityhttp://sites.stat.psu.edu/people/faculty/dlin.html Description Dimensional Analysis (DA) is a fundamental method in the engineering and physical sciences...

Nonlinear Evolution Equations Driven by Nonlocal Infinitesimal Generators and Their Probabilistic Interpretations

Speaker Wojbor Woyczynski Case Western Reserve University http://sites.google.com/a/case.edu/waw Description ABSTRACT: One of the motivations of our program was to develop an understanding of the...

Horn formulas and directed hypergraphs

Host Rob Ellis Speaker Gyorgy Turan University of ÐÓ°ÉÔ­´´-Chicago http://www.math.uic.edu/people/profile?netid=gyt Description A Horn formula in propositional logic is a set of rules of the form a,b...

The Majority-rule Paradigm in Supertree Construction

Host Department of Applied Math Speaker F.R. McMorris Professor Emeritus, IIT www.iit.edu/directory/people/fr-mcmorris Description The problem of aggregating the individual preferences of a group of...

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Small-Time Asymptotics and Expansions of Option Prices Under Levy Based Models

SpeakerRuoting GongGeorgia Institute of Technologyhttp://www.math.gatech.edu/users/rgong Description The small-time asymptotic behavior of option prices and implied volatilities for jump-diffusion...

On the Market-Neutrality of Optimal Convergence Trading Strategies

SpeakerBahman AngoshtariOxford Universityhttp://www.maths.ox.ac.uk/people/profiles/bahman.angoshtari Description In this talk, we study the utility maximization problem for assets whose prices are...

Better Than Pre-Commitment Mean-Variance Portfolio Allocation Strategies: Hamilton-Jacobi-Bellman Equations, Viscosity Solutions, and Semi-Self-Financing Strategies

SpeakerDuy-Minh DangUniversity of Torontohttp://utoronto.academia.edu/DuyDang Description Pre-commitment mean-variance (MV) criteria are very popular for portfolio optimization problems, due to their...

Applications of Set Optimization to Finance

SpeakerZachary FeinsteinPrinceton Universityhttp://princeton.academia.edu/zfeinstein Description Abstract: Set optimization is a generalization of vector optimization which can be formulated in a...