Past Events
May
15
Operations Research and Financial Engineering
Paulo Silva, University of Sao Paulo
Efficient Curve Detection using the Gauss-Newton Method
May
08
Operations Research and Financial Engineering
Jean Michel Lasry, Universite Paris - Dauphine
Competition, Human Capital, and Growth: a MFG stylized model
May
06
Operations Research and Financial Engineering
Ashkan Nikeghbali, Eidgenössische Technische Hochschule Zürich (ETH)
From an analogue of Ewens' measure on the unitary group to the circular Jacobi ensemble
May
05
Operations Research and Financial Engineering
Yuri Kifer, Hebrew University
Game Options, Risk and their Binomial Approximations
Apr
30
Operations Research and Financial Engineering
Xunyu Zhou, University of Oxford
Behavioral Portfolio Choice in Continuous Time
Apr
29
Operations Research and Financial Engineering
Farid AitSahlia, University of Florida
Efficient pricing of American options in models with stochastic volatility and jumps
Apr
22
Operations Research and Financial Engineering
Jonathan Eckstein, Rutgers University
Stochastic programming, progressive hedging, and projective splitting methods
Apr
15
Apr
08
Operations Research and Financial Engineering
Mustafa Pinar, Bilkent University
Pricing American Contingent Claims by Stochastic Linear Programming
Apr
01
Operations Research and Financial Engineering
Qiwei Yao, London School of Economics
Modelling high dimensional daily volatilities based on high-frequency data
Mar
27
Operations Research and Financial Engineering
Eckhard Platen, University of Technology, Sydney
On dimensionality of mean structure from a single data matrix
Mar
25
Operations Research and Financial Engineering
Xuming He, University of Illinois, Urbana-Champaign
On dimensionality of mean structure from a single data matrix
Feb
28
Operations Research and Financial Engineering
Philippe Rigollet, Georgia Institute of Technology
Stochastic convex optimization using mirror averaging algorithms
Feb
27
Operations Research and Financial Engineering
Elvezio Ronchetti, University of Geneva
Robust statistical techniques for financial modeling
Feb
26
Operations Research and Financial Engineering
Inderjit Dhillon, University of Texas
Metric and kernel learning
Feb
22
Operations Research and Financial Engineering
Melanie Schienle, University of Mannheim
Nonparametric nonstationary regression
Feb
20
Operations Research and Financial Engineering
David Matteson, University of Chicago
High dimensional volatility models
Feb
12
Operations Research and Financial Engineering
Dimitris Bertsimas, MIT
Prediction of health care costs via data-mining and algorithmic discovery of medical knowledge
Feb
06
Operations Research and Financial Engineering
Ramon van Handel, California Institute of Technology
Hidden Markov models, Markov chains in random environments, and systems theory
Dec
10
Operations Research and Financial Engineering
Tony Cai, University of Pennsylvania
Optimality in Large-Scale Multiple Testing