Host Department of Applied Mathematics Speaker Matthew Dixon Stuart School of Business, Illinois Institute of Technology Description The problem of estimating the dimensionality of a model occurs in...
Host Department of Applied Mathematics Speaker Professor Traian Pirvu McMaster University, Canada http://ms.mcmaster.ca/~tpirvu/ Description We investigate a one-period portfolio optimization problem...
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Host Applied Mathematics Description Abstract: The Laplace operator appears in the Navier-Stokes equations, the geophysical flow equations, and the equation for substance transport in fluids. It comes...
Description Mr. Tao Chen will present his research on Dynamic Conic Finance via g-Expectations. Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss the idea of no arbitrage pricing through g-expectation. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin...
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang...
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang will report...
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will report the paper 鈥漁n Consistent Valuations Based on Distorted Expectations: from Multinomial Random Walks to...
