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 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 
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 
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: 4:00 PM
Location: 1096 East Hall * 
Jan Obloj Oxford 
Financial/Actuarial Mathematics 
Information (datadriven) approach to (robust) pricing and hedging 