Speaker: Andrzej Ruszczyński, Board of Governors Professor of business, Rutgers University Title: A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization Abstract: We...
Speaker Łukasz Stettner, Department of Probability Theory and Mathematics of Finance, Institute of Mathematics, Polish Academy of Sciences Title: On Several Time Inconsistent Stochastic Control...
Speakers: Pavel Kriz and Petr Coupek, Department of Mathematics, Charles University, Prague, Czech Republic Title: Rosenblatt Process - Parameter Estimation and Singularity of Laws Abstract: The...
Speaker: Monique Jeanblanc, professor of mathematics, Université d'Évry Val d'Essonne, France Title: TBA Abstract: TBA Mathematical Finance, Stochastic Analysis, and Machine Learning Seminar
Speaker: Monique Jeanblanc, professor emerita of mathematics, University of Évry Val d'Essonne Title: Projections of Semimartingales and Applications to BSDE Abstract: Given two nested filtrations F...
Speaker: Roger Lee, associate professor of mathematics, University of Chicago Title: All AMMs are CFMMs. All DeFi Markets Have Invariants. A DeFi Market is Arbitrage-Free If and Only If it Has an...
Speaker: Anthony Coache, research associate, Department of Mathematics, Imperial College London. Title: Robust Reinforcement Learning with Dynamic Distortion Risk Measures Abstract: In a reinforcement...
Our next talk in the seminar on Fin. Math., Stochastic Analysis and Machine Learning will be given on Tue, Oct 8, at 12:50-1:50pm, in RE 119. This is an in-person talk. Speaker: Sergey Nadtochiy...
Speaker: Harrison Waldon, post-doctoral researcher, Oxford Man Institute at Oxford University Title: The Deep Adaptive Regulator for Closed-Loop Predictive Control Abstract: Traditional methods in...
Speaker: Gokce Dayanikli, assistant professor of statistics, University of Illinois Urbana-Champaign Title: Utilizing Deep Learning and Game Theory to Find Optimal Policies for Large Number of Agents...
