Seminar Event

Results for Financial/Actuarial Mathematics events from 2022-07-01 to 2023-06-30
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 07, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Bingyan Han
UM
Financial/Actuarial Mathematics Distributionally robust risk evaluation with causality constraint and structural information

Wednesday, September 21, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Purba Das
UM
Financial/Actuarial Mathematics On pathwise quadratic variation

Wednesday, September 28, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Dominykas Norgilas
UM
Financial/Actuarial Mathematics Supermartingale shadow couplings: the decreasing case

Wednesday, October 05, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Tao Chen
UM
Financial/Actuarial Mathematics Data-Driven Nonparametric Robust Control under Dependence Uncertainty

Wednesday, October 12, 2022
Start: 4:00 PM
Location: 3866 East Hall *
Qi Feng
UM
Financial/Actuarial Mathematics Exponential Entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations.

Wednesday, October 19, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Donghan Kim
UM
Financial/Actuarial Mathematics Portfolio theory in a market of stochastic dimension

Wednesday, October 26, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Ali Kara
UM
Financial/Actuarial Mathematics Finite Approximations and Q learning for Mean Field Type Multi-Agent Control Problems

Wednesday, November 02, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Zhenhua Wang
UM
Financial/Actuarial Mathematics Stability of Equilibria in Time-inconsistent Stopping Problems

Wednesday, November 09, 2022
Start: 3:00 PM
Location: 296 Weiser Hall *
Ibrahim Ekren
Florida State University
Financial/Actuarial Mathematics Monge-Kantorovich Duality, Informed Trading, and Risk Aversion

Wednesday, November 16, 2022
Start: 4:00 PM
Location: 1360 East Hall *
April Nellis
UM
Financial/Actuarial Mathematics A neural network approach to high-dimensional optimal switching problems with jumps

Wednesday, November 30, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Joseph Jackson
UT Austin
Financial/Actuarial Mathematics Approximately distributed stochastic control beyond the mean field setting

Wednesday, December 07, 2022
Start: 4:00 PM
Location: 1324 East Hall
Lane Yeung
Columbia University
Financial/Actuarial Mathematics Mean field approximations via log-concavity, and a non-asymptotic perspective on mean field control

Wednesday, December 14, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Melih Iseri
USC
Financial/Actuarial Mathematics Set Valued HJB Equations

Wednesday, February 15, 2023
Start: 4:00 PM
Location: 1360 East Hall *
Florian Gunsulius
UM Econ
Financial/Actuarial Mathematics TBA

Wednesday, March 08, 2023
Start: 4:00 PM
Location: 1360 East Hall *
Martin Larsson
Carnegie Mellon
Financial/Actuarial Mathematics TBA

Wednesday, March 22, 2023
Start: 4:00 PM
Location: 1360 East Hall *
Thaleia Zariphopoulou
University of Texas at Austin
Financial/Actuarial Mathematics Van Eenam Lecture II

Thursday, March 23, 2023
Start: 5:30 PM
Location: 1360 East Hall *
Thaleia Zariphopolou
University of Texas at Austin
Financial/Actuarial Mathematics Van Eenam Lecture III

Wednesday, April 12, 2023
Start: 4:00 PM
Location: 1324 East Hall
Hao Xing
Boston University
Financial/Actuarial Mathematics TBA

Seminar List

 

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