Oct
18
Quasi-Monte Carlo Methods in Finance
Event Topic: Computational Mathematics & Statistics
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Oct
17
Open Problems
Description Chris Mitillos : Ore's Conjecture - edge bounds on k-critical graphs Gergely Balint : Extremal problems on Graph Homomorphisms - fix a graph H, what graphs G maximize the number of...
Oct
17
Optimal Derivatives of Noisy Simulations
SpeakerStefan WildArgonne National Laboratoryhttp://www.mcs.anl.gov/~wild/ Description Computational noise in deterministic simulations is as ill-defined a concept as can be found in scientific...
Oct
15
Weak Reflection Principle for Diffusions, with Applications in Finance and Physics
Speaker Sergey Nadtochiy University of Michigan http://www.lsa.umich.edu/math/people?uniqname=sergeyn Description Consider a regular diffusion on a real line, with the transition semigroup (P t). We...
Oct
10
Acceptability Indices, g-Expectation and G-Expectation
CDS Pricing Description Tao Chen Title: Acceptability Indices, g-Expectation and G-Expectation Mr. Tao Chen will 铿乶ish proving the properties of dynamic acceptability indices induced by g-expectation...
Oct
4
A Numerical Method for Computing the Forces on Spherical Particles
Event Topic: Computational Mathematics & Statistics
Oct
4
Who We are and What We Do - Part IV
Description Are you curious about the cutting-edge research conducted at the computer science department? Are you interested in working with the computer science faculty? Find out what we are doing by...
Oct
3
Multi-Dimensional Polynomial Interpolation on Arbitrary Nodes
SpeakerDongbin XiuPurdue Universityhttp://www.sci.utah.edu/~dxiu/ Description Polynomial interpolation is well understood on the real line. And many techniques in multi-dimensional space employs the...
Oct
3
Crossing Numbers
Open Problems Description Crossing Numbers : Introduction to topological graph theory - how to distinguish between the 'independent odd crossing number' and the 'odd crossing number'. Open Problems...
Oct
3
Who We are and What We Do - Part III
Description Are you curious about the cutting-edge research conducted at the computer science department? Are you interested in working with the computer science faculty? Find out what we are doing by...