Seminar Event

Results for Financial/Actuarial Mathematics events from 2021-07-01 to 2022-06-30
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

pdf version

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, November 17, 2021
Start: 4:00 PM
Location: 1324 East Hall
Philip Ernst
Rice University
Financial/Actuarial Mathematics TBA

Wednesday, December 01, 2021
Start: 4:00 PM
Location: 1324 East Hall
Ethan Zell
UM
Financial/Actuarial Mathematics TBA

Wednesday, January 05, 2022
Start: 4:00 PM
Location: On Zoom East Hall *
Yan Dolinsky
University of Jerusalem
Financial/Actuarial Mathematics TBA

Seminar List

 

* non-standard time or location

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