SpeakerViktor TodorovNorthwestern Universityhttp://www.kellogg.northwestern.edu/faculty/todorov/htm/ Description We introduce a new measure constructed from high-frequency financial data which we call...
Description We will discuss the Kirchhoff rod model and the incorporation of a first approximation of viscous drag. This model is examined through the most simple case applicable to short segments of...
SpeakerStephen YauUniversity of Illinois - Chicagohttp://www.math.uic.edu/people/profile?mscsid=yau Description It is well known that the filtering theory has important applications in both military...
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
SpeakerKarl SigmundUniversity of Viennahttp://homepage.univie.ac.at/Karl.Sigmund/ Description Presentation of the IIT Karl Menger Award for exceptional scholarship by a student
Description Menger Week activities
