Robert Almgren, Courant Institute of Mathematical Sciences at New York University
The Mathematics of Adaptive Execution
Dec 15, 2009, 4:30 pm
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Yang Feng, Princeton University
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models
Dec 15, 2009, 12:30 pm
Location
213 - Sherrerd Hall
Ioannis Karatzas, Columbia University
Arbitrage in Large Equity Markets
Dec 8, 2009, 4:30 pm
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Denis Talay, Ecole Polytechnique Paris and INRIA
Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions, Part II
Dec 2, 2009, 12:30 pm
Location
103 - Bendheim Center for Finance
Probability Seminar
Denis Talay, INRIA Sophia Antipolis Méditerranée
From Technical Analysis to Viscosity Solutions of Optimal Portfolio Allocation Problems in Models with Random Time Changes and Transaction Costs
Dec 1, 2009, 4:30 pm
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Denis Talay, Ecole Polytechnique Paris and INRIA
Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions, Part I
Nov 30, 2009, 12:30 pm
Location
103 - Bendheim Center for Finance
Probability Seminar
Tao Huang, University of Virginia
Model Selection for Gaussian Mixture Models and Mixture of Factor Models
Nov 24, 2009, 4:30 pm
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Marco Cuturi, Princeton University
White Functionals for Anomaly Detection in Dynamical Systems
Nov 24, 2009, 12:00 pm
Location
213 - Sherrerd Hall
Samim Ghamami, Center for Risk and Economic Analysis of Terrorism Events, USC
Efficient Monte Carlo Barrier Option Pricing and Dynamic Scheduling of a Parallel Server Queueing System with Reneging
Nov 19, 2009, 4:30 pm
Location
101 - Sherrerd Hall
ORFE Department Colloquia