News

Announcements

Positions Available: CFMAR Research Fellows

We are looking for qualified candidates for two visiting faculty positions in the Department of Statistics and Applied Probability and affiliated with the CFMAR.

Events

10th Western Conference on Mathematical Finance

CFMAR together with UCLA are organizing the 10th (virtual this year) Western Conference in Mathematical Finance during January 15-18, 2021.

  1. January 15, 2021 to January 18, 2021
"Multi-Output Gaussian Processes for Multi-Population Longevity Modeling" by Nhan Huynh (PSTAT)

Title: Multi-Output Gaussian Processes for Multi-Population Longevity Modeling

Abstract...

  1. October 26, 2020 - 3:30pm to 4:30pm
"Bridging the gap of reinforcement learning for Mean Field Games and Mean Field control problems" by Andrea Angiuli (UCSB)

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  1. November 9, 2020 - 3:30pm to 4:30pm
"Analytical Solutions to the Constrained Markowitz Problem via Fixed Point Theory" by Alex Bernstein (UCSB)

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  1. November 16, 2020 - 3:30pm to 4:30pm
"Percolation in Random Graphs of Infinite Rank" by Jimin Lin (UCSB)

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  1. November 23, 2020 - 3:30pm to 4:30pm
"Error Estimates for the Longstaff-Schwartz Least-Squares Monte Carlo Algorithm" by Daniel Zanger (UCSB)

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  1. November 30, 2020 - 3:30pm to 4:30pm
"On Learning in Mean-Field Games" by Mathieu Laurière (Princeton University)

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  1. January 11, 2021 - 3:30pm to 4:30pm
"Kriging the Local Volatility Surface" by Matthew Dixon (Illinois Institute of Technology)

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  1. January 25, 2021 - 3:30pm to 4:30pm
2nd UCSB InsurTech Summit

Virtual Research Workshop on the interface of AI/ML and Actuarial Science

  1. January 29, 2021
" Large population games in the weak formulation and their mean field game limits" by Ludovic Tangpi (Princeton University)

...

  1. February 8, 2021 - 3:30pm to 4:30pm

January 2021

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"On Learning in Mean-Field Games" by Mathieu Laurière (Princeton University)
01/11/2021 - 15:30 to 16:30
 
 
 
 
10th Western Conference on Mathematical Finance 01/15/2021 to 01/18/2021
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10th Western Conference on Mathematical Finance 01/15/2021 to 01/18/2021
 
 
 
 
 
 
 
 
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"Kriging the Local Volatility Surface" by Matthew Dixon (Illinois Institute of Technology)
01/25/2021 - 15:30 to 16:30
 
 
 
 
2nd UCSB InsurTech Summit 01/29/2021
 
 
 
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