Larry Shepp, The Wharton School, University of Pennsylvania
Mathematical Models in Finance and Economics
Dec 13, 2011
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Prof. Siegfried Hormann, ULB, Brussels
Functional principal component analysis for sequential and spatial data
Dec 13, 2011
Location
213 - Sherrerd Hall
Marcel Nutz, Columbia University
Duality and Superreplication under Model Uncertainty
Dec 12, 2011
Location
103 - Bendheim Center for Finance
Probability Seminar
Kavita Ramanan, Brown University
Directional Derivatives of Reflection Maps and their Applications
Dec 6, 2011
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Prof. Tong Zhang, Rutgers University
Structured Sparsity: theory and practice
Dec 2, 2011
Location
213 - Sherrerd Hall
Alexander Schied, University of Mannheim
Stochastic Solutions of Some Optimization Problems Arising in Finance
Nov 29, 2011
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Tony Cai, University of Pennsylvania
Adaptive Estimation of Large Covariance Matrices
Nov 22, 2011
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Prof. Runze Li, Penn State
Feature Screening via Distance Correlation Learning
Nov 22, 2011
Location
213 - Sherrerd Hall
Lionel Martellini, EDHEC Risk Institute
Hedging versus Insurance: Long-Horizon Investing with Short-Term Constraints
Nov 15, 2011
Location
101 - Sherrerd Hall
ORFE Department Colloquia