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  SanovType 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 McKeanVlasov 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 longterm 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 pseudorandom 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 HighFrequency 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  Robust hedging with local time and Skorokhod embedding 
Wednesday, January 16, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Kasper Larsen Rutgers  Financial/Actuarial Mathematics  Smart TWAP trading in continuoustime equilibria 
Tuesday, January 22, 2019 Start: 12:00 PM
Location: 1866 East Hall * 
Moumanti Podder University of Washington  Financial/Actuarial Mathematics  Sofic and percolative entropies of Gibbs measures on regular infinite trees 
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  Managing Default Contagion in Inhomogeneous Financial Networks 
Wednesday, February 27, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Jose FigueroaLopez Washington University  Financial/Actuarial Mathematics  CANCELED Utility Maximization in Hidden RegimeSwitching Markets with Default Risk 
Wednesday, March 13, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Hamed Amini Georgia State University  Financial/Actuarial Mathematics  Contagion risks and security investment in largescale directed networks 
Wednesday, March 13, 2019 Start: 5:00 PM
Location: 1360 East Hall * 
Christian Keller University of Central Florida  Financial/Actuarial Mathematics  On pathdependent PDEs 
Wednesday, March 20, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Jiequn Han Princeton  Financial/Actuarial Mathematics  Deep LearningBased Numerical Methods for HighDimensional Parabolic PDEs and ForwardBackward SDEs 
Wednesday, March 27, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Dylan Possamai Columbia University  Financial/Actuarial Mathematics  A general approach to nonMarkovian timeinconsistent stochastic control for sophisticated players 
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  Nonzerosum stochastic games with impulse controls 
Wednesday, April 24, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Antonis Papapantaleon National Technical University of Athens  Financial/Actuarial Mathematics  Improved FréchetHoeffding bounds, optimal transport and modelfree finance

Monday, April 29, 2019 Start: 3:00 PM
Location: 1360 East Hall * 
Jan Obloj Oxford  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 