Description The prudence of an investment and its return vs. risk are two concepts that are clearly related. However, formal links between the two are hard to find. By adapting a capability measure...
Systemic Risk Description Tao Chen Title: Acceptability Indices and g-Expectation Mr. Tao Chen will continue investigating the properties of dynamic acceptability indices induced by g-expectation. Yu...
Event Topic: Computational Mathematics & Statistics
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...
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...
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...
CDS Pricing Description Tao Chen Title: Acceptability Indices, g-Expectation and G-Expectation Mr. Tao Chen will finish proving the properties of dynamic acceptability indices induced by g-expectation...
Event Topic: Computational Mathematics & Statistics
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...
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...
