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Nov
27

Market Impact Models

to Rettaliata Engineering Center, Room 121

Host Department of Applied Mathematics Speaker Sergey Nadtochiy Department of Applied Mathematics, 杏吧原创 Institute of Technology http://www-personal.umich.edu/~sergeyn/ Description Classical models...

Nov
20

Tomasz R. Bielecki

to Rettaliata Engineering Center, Room 121

Host Department of Applied Mathematics Speaker Tomasz R. Bielecki Department of Applied Mathematics, 杏吧原创 Institute of Technology http://math.iit.edu/~bielecki/index.html Description TBA Event...

Nov
13

Uncertainty, Valuations and Filtering

to Rettaliata Engineering Center, Room 121

Host Department of Applied Mathematics Speaker Samuel Cohen Mathematical Institute, Oxford University https://people.maths.ox.ac.uk/cohens/ Description Model uncertainty is often an unconsidered...

Nov
6

Matheus Grasselli

to Rettaliata Engineering Center, Room 121

Host Department of Applied Mathematics Speaker Matheus Grasselli Department of Mathematics and Statistics, McMaster University http://ms.mcmaster.ca/~grasselli/ Description TBA Event Topic...

Oct
30

Multivariate Generalized Hawkes Processes

to Rettaliata Engineering Center, Room 121

Host Department of Applied Mathematics Speaker Tomasz R. Bielecki Department of Applied Mathematics, 杏吧原创 Institute of Technology http://math.iit.edu/~bielecki/index.html Description A very...

Oct
22

The Old General Equilibrium Problem and Some New Mathematics around It

to Rettaliata Engineering Center, Room 104

HostDepartment of Applied Mathematics SpeakerGordan ZitkovicDepartment of Mathematics, University of Texas at Austinhttps://www.ma.utexas.edu/users/gordanz/ Description The general equilibrium problem...

Oct
19

Convergence to the Mean Field Game Limit: A Case Study

to Rettaliata Engineering Center, Room 242

Host Department of Applied Mathematics Speaker Marcel Nutz Department of Statistics and Department of Mathematics, Columbia University http://www.math.columbia.edu/~mnutz/ Description Mean field games...

Oct
16

An Overview of Wiener-Hopf Factorization Theory

to Rettaliata Engineering Center, Room 121

Host Department of Applied Mathematics Speaker Ruoting Gong Department of Applied Mathematics, 杏吧原创 Institute of Technology Description The Wiener-Hopf factorization theory for Markov processes...