*Date* |
*Speaker* | *Seminar* | *Title* |

Wednesday, September 08, 2021 Start: 4:00 PM
Location: 1324 East Hall |
**Ali Kara**
*UM* |
Financial/Actuarial Mathematics |
Near-Optimality of Finite-Window Policies for POMDPs under Filter Stability and its Q-learning Convergence |

Wednesday, September 22, 2021 Start: 4:00 PM
Location: 1324 East Hall |
**Qi Feng**
*UM* |
Financial/Actuarial Mathematics |
Signature Method for Option Pricing Problem With Path-Dependent Features |

Wednesday, September 29, 2021 Start: 4:00 PM
Location: 1324 EH East Hall * |
**Dominykas Norgilas**
*UM* |
Financial/Actuarial Mathematics |
A Potential-based Construction of the Increasing Spermartingale Coupling |

Wednesday, October 06, 2021 Start: 4:00 PM
Location: 1324 East Hall |
**Donghan Kim**
*UM* |
Financial/Actuarial Mathematics |
Pathwise Generation of Trading Strategies. |

Wednesday, October 13, 2021 Start: 4:00 PM
Location: 1324 EH East Hall * |
**Prakash Chakraborty**
*UM* |
Financial/Actuarial Mathematics |
Mean field control and finite agent approximation for regime-switching jump diffusions |

Wednesday, October 20, 2021 Start: 4:00 PM
Location: 1324 East Hall |
**Shuoqing Deng**
*UM* |
Financial/Actuarial Mathematics |
Entropy martingale optimal transport: general duality in discrete time |

Wednesday, November 10, 2021 Start: 4:00 PM
Location: 1324 East Hall |
**Chuhao Sun**
*UM* |
Financial/Actuarial Mathematics |
Optimal ergodic harvesting under ambiguity |

Wednesday, December 01, 2021 Start: 4:00 PM
Location: 1324 East Hall |
**Ethan Zell**
*UM* |
Financial/Actuarial Mathematics |
Finite-state discounted and ergodic mean field games |

Wednesday, December 15, 2021 Start: 4:00 PM
Location: 1360 East Hall * |
**NIng Ning**
*UM- Stat* |
Financial/Actuarial Mathematics |
High-dimensional Generalized Stochastic Volatility Models |

Wednesday, January 05, 2022 Start: 2:00 PM
Location: Zoom Virtual * |
**Huining Yang**
*Oxford* |
Financial/Actuarial Mathematics |
Learning in Linear Quadratic Framework: From Single-agent to Multi-agent |

Wednesday, January 05, 2022 Start: 4:00 PM
Location: Zoom Virtual * |
**Mehdi Talbi**
*Ecole Poytechnique* |
Financial/Actuarial Mathematics |
Dynamic programming equation for the mean field optimal stopping problem |

Wednesday, January 12, 2022 Start: 3:00 PM
Location: Zoom Virtual * |
**Lorant Nagy**
*Alfred Renyi Institute* |
Financial/Actuarial Mathematics |
Young, Timid, and Risk Takers |

Wednesday, January 12, 2022 Start: 4:00 PM
Location: 1360 East Hall * |
**Purba Das**
*Oxford* |
Financial/Actuarial Mathematics |
Rough volatility: fact or artefact? |

Wednesday, January 19, 2022 Start: 4:00 PM
Location: Zoom Virtual * |
**Paul Zhang**
*UCSD* |
Financial/Actuarial Mathematics |
McKean-Vlasov equations involving hitting times: blow-ups and global solvability |

Wednesday, February 02, 2022 Start: 4:00 PM
Location: Zoom Virtual * |
**Soren Christensen**
*Christian-Albrechts-University Kiel* |
Financial/Actuarial Mathematics |
Learning to reflect - Data-driven solutions to singular control problems |

Wednesday, February 09, 2022 Start: 4:00 PM
Location: On Zoom Virtual * |
**Yan Dolinsky**
*University of Jerusalem* |
Financial/Actuarial Mathematics |
Utility Maximization with Peeking into the Future |

Wednesday, February 16, 2022 Start: 4:00 PM
Location: Zoom Virtual * |
**Christoph Belak**
*TU Berlin* |
Financial/Actuarial Mathematics |
Convergence of Deep Solvers for Semilinear PDEs |

Wednesday, March 09, 2022 Start: 4:00 PM
Location: 1360 East Hall * |
**Johannes Wiesel**
*Columbia University* |
Financial/Actuarial Mathematics |
Measuring association with Wasserstein distances |

Wednesday, March 16, 2022 Start: 3:00 PM
Location: Zoom Virtual * |
**Yufei Zhang**
*LSE* |
Financial/Actuarial Mathematics |
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models |

Wednesday, March 23, 2022 Start: 4:00 PM
Location: Zoom Virtual * |
**David Itkin**
*Carnegie Mellon* |
Financial/Actuarial Mathematics |
Open Markets in Stochastic Portfolio Theory and Hybrid Jacobi Models |

Wednesday, March 30, 2022 Start: 4:00 PM
Location: Zoom Virtual * |
**Philip Ernst**
*Rice University* |
Financial/Actuarial Mathematics |
Quickest real-time detection of a Brownian coordinate drift |

Wednesday, April 06, 2022 Start: 2:30 PM
Location: 2866 East Hall * |
**April Nellis**
*UM* |
Financial/Actuarial Mathematics |
A neural network approach to high-dimensional optimal switching problems with jumps in energy markets |

Monday, April 11, 2022 Start: 4:00 PM
Location: 1360 East Hall * |
**Huyen Pham**
*Universite de Paris* |
Financial/Actuarial Mathematics |
First Van Eenam Lecture: Deep Learning Methods for Stochastic Control And Partial Differential Equations |

Wednesday, April 13, 2022 Start: 4:00 PM
Location: 1360 East Hall * |
**Huyen Pham**
*Universite de Paris* |
Financial/Actuarial Mathematics |
Second Van Eenam Lecture: Mean-Field Markov Decision Processes With Common Noise And Open-Loop Controls |

Thursday, April 14, 2022 Start: 5:30 PM
Location: 1360 East Hall * |
**Huyen Pham**
*Universite de Paris* |
Financial/Actuarial Mathematics |
Third Van Eenam Lecture: Optimal Bidding Strategies for Digital Advertising With Social Interactions |

Monday, April 18, 2022 Start: 4:00 PM
Location: 1360 East Hall * |
**Zhenhua Wang**
*UM* |
Financial/Actuarial Mathematics |
On Equilibrium Concepts of Time-inconsistent Stopping for One-dimensional Diffusion Processes |