UC Santa Barbara

News

Announcements

Hull Family Foundation PhD Fellow and the Second ERP Prediction Contest

The Department of Statistics and Applied Probability and the...

Nhan Huynh receives Honorable Mention for her presentation at the 2019 Actuarial Research Conference

4th year PhD student NhanHuynh earned a Honorable Mention for her presentation on "Multi-...

Nhan Huynh and Mike Ludkovski talk about their longevity research with SOA Podcast

PhD student Nhan Huynh and Professor Mike Ludkovski were interviewed this month in a podcast by...

Events

A two-player price impact game by Moritz Voss (UCSB)

Title: A two-player price impact game

Abstract:

We study...

October 28, 2019 - 3:30pm to 4:30pm

Self-excited Black-Scholes models for option pricing by Alec Kercheval (Florida State University)

Title: Self-excited Black-Scholes models for option pricing

Alec Kercheval (Florida State...

November 11, 2019 - 3:30pm to 4:30pm

On the asymptotic optimality of the comb strategy for prediction with expert advice by Erhan Bayraktar (UMich)

On the asymptotic optimality of the comb strategy for prediction with expert advice by Prof....

November 18, 2019 - 3:30pm to 4:30pm

Numerical analysis of a McKean--Vlasov equation with feedback through hitting the boundary by Vadim Kaushanskii (UCLA)

Numerical analysis of a McKean--Vlasov equation with feedback through hitting the boundary by...

November 25, 2019 - 4:00pm to 5:00pm

Seminar by Rod Garratt (Maxwell C. and Mary Pellish Chair, Econ, UCSB)

CFMAR Seminar

February 10, 2020 - 3:30pm to 4:30pm

Seminar by Ruoyu Wu (University of Michigan)

Seminar by Ruoyu Wu (University of Michigan)

February 24, 2020 - 3:30pm to 4:30pm

Seminar by Hao Xing (Boston U)

Seminar by Prof. Hao Xing (Boston University)

May 18, 2020 - 3:30pm to 4:30pm

January 2020