Past Events
2007-2008
May
15
Paulo Silva, University of Sao Paulo
Efficient Curve Detection using the Gauss-Newton Method
EQuad - E219 /
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May
08
Jean Michel Lasry, Universite Paris - Dauphine
Competition, Human Capital, and Growth: a MFG stylized model
EQuad - E219 /
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May
06
Ashkan Nikeghbali, Eidgenössische Technische Hochschule Zürich (ETH)
From an analogue of Ewens' measure on the unitary group to the circular Jacobi ensemble
EQuad - E219 /
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May
05
Yuri Kifer, Hebrew University
Game Options, Risk and their Binomial Approximations
Friends Center, Bowl 004 /
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Apr
30
Xunyu Zhou, University of Oxford
Behavioral Portfolio Choice in Continuous Time
EQuad - E219 /
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Apr
29
Farid AitSahlia, University of Florida
Efficient pricing of American options in models with stochastic volatility and jumps
EQuad - E219 /
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Apr
22
Jonathan Eckstein, Rutgers University
Stochastic programming, progressive hedging, and projective splitting methods
EQuad - E219 /
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Apr
15
Lisa Goldberg, MSCI Barra
Beyond value at risk
EQuad - E219 /
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Apr
08
Mustafa Pinar, Bilkent University
Pricing American Contingent Claims by Stochastic Linear Programming
EQuad - E219 /
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Apr
01
Qiwei Yao, London School of Economics
Modelling high dimensional daily volatilities based on high-frequency data
EQuad - E219 /
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Mar
27
Eckhard Platen, University of Technology, Sydney
On dimensionality of mean structure from a single data matrix
EQuad - E219 /
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Mar
25
Xuming He, University of Illinois, Urbana-Champaign
On dimensionality of mean structure from a single data matrix
EQuad - E219 /
-
Feb
28
Philippe Rigollet, Georgia Institute of Technology
Stochastic convex optimization using mirror averaging algorithms
EQuad - E219 /
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Feb
27
Elvezio Ronchetti, University of Geneva
Robust statistical techniques for financial modeling
BCF 106 /
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Feb
26
Inderjit Dhillon, University of Texas
Metric and kernel learning
EQuad - E219 /
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Feb
22
Melanie Schienle, University of Mannheim
Nonparametric nonstationary regression
EQuad - E219 /
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Feb
20
David Matteson, University of Chicago
High dimensional volatility models
EQuad - E219 /
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Feb
12
Dimitris Bertsimas, MIT
Prediction of health care costs via data-mining and algorithmic discovery of medical knowledge
EQuad - E219 /
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Feb
06
Ramon van Handel, California Institute of Technology
Hidden Markov models, Markov chains in random environments, and systems theory
EQuad - E219 /
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Dec
10
Tony Cai, University of Pennsylvania
Optimality in Large-Scale Multiple Testing
Friends Center 008 /
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