Seminar Event

Results for Financial/Actuarial Mathematics events from 2018-08-01 to 2019-12-31
Future or past events may be found by using the Search tab above.

This seminar is funded by the by Curtis E. Huntington Honorary Fund.

Seminar List

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Date Speaker Seminar Title
Monday, August 27, 2018
Start: 3:00 PM
Location: 1360 East Hall *
Asaf Cohen
University of Haifa
Financial/Actuarial Mathematics Fluctuations in finite state many player games

Wednesday, September 05, 2018
Start: 4:00 PM
Location: 1360 East Hall
Ruoyu Wu
UM
Financial/Actuarial Mathematics Weakly Interacting Particle Systems on Graphs: from Dense to Sparse

Wednesday, September 12, 2018
Start: 4:00 PM
Location: 1360 East Hall
Julio Backhoff
TU Wien
Financial/Actuarial Mathematics Sanov-Type Limit Theorems on Wiener Space: Schrodinger Problems, BSDEs, and Control

Wednesday, September 19, 2018
Start: 4:00 PM
Location: 1360 East Hall
Martin Herdegen
Warwick
Financial/Actuarial Mathematics Equilibrium asset pricing with transaction costs

Wednesday, September 26, 2018
Start: 4:00 PM
Location: 1360 East Hall
Xiaolu Tan
Paris Dauphine
Financial/Actuarial Mathematics From Martingale Optimal Transport problem to the McKean-Vlasov control problem

Wednesday, October 03, 2018
Start: 4:00 PM
Location: 1360 East Hall
Walter Schachermayer
University of Vienna
Financial/Actuarial Mathematics Van Eenam Lecture 2: Cover's Universal Portfolio, Stochastic Portfolio Theory and the Numeraire Portfolio

Thursday, October 04, 2018
Start: 4:00 PM
Location: 1360 East Hall
Walter Schachermayer
University of Vienna
Financial/Actuarial Mathematics Van Eenam Lecture 3: A Trajectorial Interpretation of Doob's Martingale Inequalities.

Wednesday, October 17, 2018
Start: 4:00 PM
Location: 1360 East Hall
Ibrahim Ekren
Florida State University
Financial/Actuarial Mathematics Equilibrium option price with competing market makers

Wednesday, October 24, 2018
Start: 4:00 PM
Location: 1360 East Hall
Martin Larsson
ETH
Financial/Actuarial Mathematics Short- and long-term relative arbitrage in stochastic portfolio theory

Wednesday, November 07, 2018
Start: 4:00 PM
Location: 1360 East Hall
Suman Chakraborty
UM
Financial/Actuarial Mathematics Site percolation on pseudo-random graphs and chromatic number of random subgraphs

Wednesday, November 14, 2018
Start: 4:00 PM
Location: 1360 East Hall
Xin Zhang
UM
Financial/Actuarial Mathematics Transport plans with domain constraints

Wednesday, November 28, 2018
Start: 4:00 PM
Location: 1360 East Hall
Sebastian Hermann
UM
Financial/Actuarial Mathematics Inventory Management for High-Frequency Trading with Imperfect Competition

Wednesday, December 05, 2018
Start: 4:00 PM
Location: 1360 East Hall
Ludovic Tangpi
Princeton University
Financial/Actuarial Mathematics FBSDEs with discontinuous coefficients

Wednesday, December 12, 2018
Start: 3:00 PM
Location: 1360 East Hall *
Gaoyue Guo
UM
Financial/Actuarial Mathematics TBA

Wednesday, January 16, 2019
Start: 4:00 PM
Location: 1360 East Hall
Kasper Larsen
Rutgers
Financial/Actuarial Mathematics TBA

Wednesday, February 06, 2019
Start: 4:00 PM
Location: 1360 East Hall
Oleksii Mostovyi
UConn
Financial/Actuarial Mathematics Optimal consumption from investment and labor income in a unifying framework of admissibility

Wednesday, February 13, 2019
Start: 4:00 PM
Location: 1360 East Hall
Nils Detering
UCSB
Financial/Actuarial Mathematics TBA

Wednesday, February 27, 2019
Start: 4:00 PM
Location: 1360 East Hall
Jose Figueroa-Lopez
Washington University
Financial/Actuarial Mathematics TBA

Wednesday, March 13, 2019
Start: 4:00 PM
Location: 1360 East Hall
Hamed Amini
Georgia State University
Financial/Actuarial Mathematics TBA

Wednesday, March 20, 2019
Start: 4:00 PM
Location: 1360 East Hall
Jiequn Han
Princeton
Financial/Actuarial Mathematics TBA

Wednesday, April 03, 2019
Start: 4:00 PM
Location: 1360 East Hall
Justin Sirignano
UIUC
Financial/Actuarial Mathematics Mean Field Analysis of Neural Networks in Machine Learning

Wednesday, April 17, 2019
Start: 4:00 PM
Location: 1360 East Hall
Matteo Basei
Berkeley
Financial/Actuarial Mathematics TBA

Wednesday, September 25, 2019
Start: 4:00 PM
Location: 1360 East Hall
Ioannis Karatzas
Columbia University
Financial/Actuarial Mathematics Van Eenam Lecture Series

Thursday, September 26, 2019
Start: 4:00 PM
Location: 1360 East Hall
Ioannis Karatzas
Columbia University
Financial/Actuarial Mathematics Van Eenam Lecture Series

Seminar List

 

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