Seminar Event

Results for Financial/Actuarial Mathematics events from 2019-01-01 to 2019-06-30
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
Wednesday, January 16, 2019
Start: 4:00 PM
Location: 1360 East Hall
Kasper Larsen
Rutgers
Financial/Actuarial Mathematics Smart TWAP trading in continuous-time 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 Figueroa-Lopez
Washington University
Financial/Actuarial Mathematics CANCELED---- Utility Maximization in Hidden Regime-Switching 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 large-scale directed networks

Wednesday, March 13, 2019
Start: 5:00 PM
Location: 1360 East Hall *
Christian Keller
University of Central Florida
Financial/Actuarial Mathematics On path-dependent PDEs

Wednesday, March 20, 2019
Start: 4:00 PM
Location: 1360 East Hall
Jiequn Han
Princeton
Financial/Actuarial Mathematics Deep Learning-Based Numerical Methods for High-Dimensional Parabolic PDEs and Forward-Backward SDEs

Wednesday, March 27, 2019
Start: 4:00 PM
Location: 1360 East Hall
Dylan Possamai
Columbia University
Financial/Actuarial Mathematics A general approach to non-Markovian time-inconsistent stochastic control for sophisticated players

Monday, April 01, 2019
Start: 3:00 PM
Location: 3088 East Hall *
Yili Zhang
UM
Financial/Actuarial Mathematics On the asymptotic optimality of the comb strategy for prediction with expert advice

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

Wednesday, April 17, 2019
Start: 5:00 PM
Location: 1360 East Hall *
Matteo Basei
Berkeley
Financial/Actuarial Mathematics Nonzero-sum 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 Fr├ęchet-Hoeffding bounds, optimal transport and model-free finance

Monday, April 29, 2019
Start: 4:00 PM
Location: 1096 East Hall *
Jan Obloj
Oxford
Financial/Actuarial Mathematics Information (data-driven) approach to (robust) pricing and hedging

Seminar List

 

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