Past Events

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Yong Zeng, Princeton University
Bayesian Inference via Filtering Equations for Financial Ultra-High Frequency Data
Dec 12, 2014
Location
101 - Sherrerd Hall
S. S. Wilks Memorial Seminar in Statistics
Marcel Nutz, Columbia University
Robust Finance and Martingale Optimal Transport
Dec 11, 2014
Location
101 - Sherrerd Hall
Financial Mathematics Seminar
Jelena Bradic, University of California, San Diego
Support Recovery Via Randomized Maximum-Contrast Subagging
Dec 10, 2014
Location
101 - Sherrerd Hall
S. S. Wilks Memorial Seminar in Statistics
Bernd Sturmfels, Berkeley
The Euclidean Distance Degree
Dec 9, 2014
Location
101 - Sherrerd Hall
Optimization Seminar
Manuel Gomez Rodriguez, Max Planck Institute
Shaping Social Activity by Incentivizing Users
Dec 4, 2014
Location
001 - Sherrerd Hall
Optimization Seminar
Tim Leung, Columbia University
Optimal Mean Reversion Trading with Transaction Costs
Dec 4, 2014
Location
101 - Sherrerd Hall
Financial Mathematics Seminar
Joel Lebowitz, Rutgers University
Central Limit Theorems and Lee-Yang Zeros
Dec 3, 2014
Location
322 - Fine Hall
Probability Seminar
Nizar Touzi, CMAP, Ecole Polytechnique
Path-dependent PDEs and Control of Non-Markovian Systems
Dec 2, 2014
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Pablo Parrilo, MIT
Semidefinite descriptions of the convex hull of rotation matrices
Nov 26, 2014
Location
101 - Sherrerd Hall
Optimization Seminar
Pablo A. Parrilo, Massachusetts Institute of Technology
Equivariant Semidefinite Lifts and Sum-of-squares Hierarchies
Nov 25, 2014
Location
101 - Sherrerd Hall
ORFE Department Colloquia