Event Archive

Seminar ``Consistency of MLE in partially observed diffusion models." by Sergey Nadtochiy (Illinois Institute of Technology)
  1. April 14, 2025 - 3:30pm to 4:30pm
CFMAR Undergraduate Poster Showcase
  1. April 4, 2025 - 2:00pm to 3:00pm
"A Dynamic Equilibrium Model of Liquidity Risks" by Xiaofei Shi (U Toronto)
  1. March 31, 2025 - 3:30pm to 4:30pm
"Spanning Multi-Asset Payoffs with ReLUs" by Sébastien Bossu (UNC-Charlotte)
  1. March 10, 2025 - 3:30pm to 4:30pm
"Interacting Particles, Systemic Failure, and Blow-Up Times" by Graeme Baker (Columbia)
  1. February 24, 2025 - 3:30pm to 4:30pm
Graduate Student Talks
  1. February 10, 2025 - 3:30pm to 4:30pm
"The mean field Schrödinger problem: a mean field control perspective" by Camilo Hernandez (USC)
  1. January 13, 2025 - 3:30pm to 4:30pm
"Inference of Utilities and Time Preference in Sequential Decision-Making" by Haoyang Cao (Johns Hopkins)
  1. November 25, 2024 - 3:30pm to 4:30pm
"Aggregation of financial markets" by Georg Menz (UCLA)
  1. October 28, 2024 - 3:30pm to 4:30pm
"Cooperation, Competition, and Common Pool Resources in Mean Field Games" by Gokce Dayanikli (UIUC)
  1. October 14, 2024 - 3:30pm to 4:30pm
CFMAR Undergraduate Lab welcome day
  1. September 30, 2024 - 3:30pm to 4:45pm
"Market-based insurance ratemaking" by Pierre-Olivier Goffard (U Strasbourg, France)
  1. May 20, 2024 - 3:30pm to 4:30pm
"Model modification and combination using Kullback-Leibler divergence and barycentre" by Silvana Pesenti (U of Toronto)
  1. May 13, 2024 - 3:30pm to 4:30pm
"Towards the set-valued Bellman's principle under model uncertainty" by Gabriela Kovacova (UCLA)
  1. April 22, 2024 - 3:30pm to 4:30pm
"Deep Signature Algorithm for Multi-Dimensional Path-Dependent Options" by Zhaoyu Zhang (UCLA)
  1. April 15, 2024 - 3:30pm to 4:30pm
UG Lab Poster Showcase
  1. April 8, 2024 - 3:30pm to 4:30pm
"Preparing for the Storm: Firm Policies and Time-varying Recession Risk" by A. Max Reppen (Boston U)
  1. March 11, 2024 - 3:30pm to 4:30pm
"Deep Learning for Finite State Master Equations in Mean Field Games" by Mathieu Laurière (NYU Shanghai)
  1. March 5, 2024 - 3:30pm to 4:30pm
"Occupied Processes: Going with the Flow" by Valentin Tissot-Daguette (Princeton University)
  1. February 26, 2024 - 3:30pm to 4:30pm
"Quantum Monte Carlo Continued, VQA for Feynman-Kac Formula" by Xiang Fang (UCSB)
  1. January 29, 2024 - 3:30pm to 4:30pm