Past Events

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Guy Bresler, Massachusetts Institute of Technology
Algorithmic Decorrelation and Planted Clique in Dependent Random Graphs
Dec 5, 2022, 12:25 pm
Location
101 - Sherrerd Hall
S. S. Wilks Memorial Seminar in Statistics
Stefanie Jegelka, Massachusetts Institute of Technology
Graph Neural Networks for learning in combinatorial optimization
Dec 2, 2022, 11:00 am
Location
101 - Sherrerd Hall
Optimization Seminar
Nina Holden, New York University
Conformal welding in Liouville quantum gravity: recent results and applications
Dec 1, 2022, 4:30 pm
Location
224 - Fine Hall
Probability Seminar
Kevin Webster *14, Visiting Reader at Imperial College London
Closed-Form Formulas for Trading with Price Impact
Nov 30, 2022, 4:30 pm
Location
Sherrerd 101
Financial Mathematics Seminar
Tengyuan Liang, University of Chicago
Universal Prediction Band and Variance Interpolation via Semi-Definite Programming
Nov 28, 2022, 12:30 pm
Location
101 - Sherrerd Hall
S. S. Wilks Memorial Seminar in Statistics
Alper Atamturk, University of California, Berkeley
Sparse Estimation: Closing the Gap Between L0 and L1 Models
Nov 17, 2022, 4:30 pm
Location
101 - Sherrerd Hall
Optimization Seminar
Xiaofei Shi, University of Toronto
Equilibrium with Limited Liquidity
Nov 16, 2022, 4:30 pm
Location
101 - Sherrerd Hall
Financial Mathematics Seminar
Ivan Corwin, Columbia University
TBA
Nov 10, 2022, 4:30 pm
Location
224 - Fine Hall
Probability Seminar
Amal Moussa, Goldman Sachs
Overview of the structured products business on US stocks: structuring, pricing and hedging
Nov 9, 2022, 5:30 pm
Location
Virtual
Financial Mathematics Seminar