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, 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

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