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

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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

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