Event Archive

"Filtration Reduction and Market Completeness" by Karen Grigorian (PSTAT)
  1. November 20, 2023 - 3:30pm to 4:30pm
Graduate student research lightning presentations
  1. November 13, 2023 - 3:30pm to 4:30pm
Schonfeld Virtual Info Session
  1. November 7, 2023 - 9:00am to 11:00pm
Citadel | Citadel Securities PhD Information Session
  1. November 6, 2023 - 3:30pm to 5:30pm
"Large deviations of the KPZ equation" by Yier Lin (University of Chicago)
  1. October 30, 2023 - 3:30pm to 4:30pm
Susquehanna International Group LLP (SIG) Information Session
  1. October 24, 2023 - 2:00pm to 4:00pm
"Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces" by Alan Raydan (UCSB)
  1. October 23, 2023 - 3:30pm to 4:30pm
"Portfolio Selection via Strategy-Specific Eigenvector Shrinkage" by Alec Kercheval (FSU)
  1. October 9, 2023 - 3:30pm to 4:30pm
Seminar by Cagin Ararat (USC and Bilkent U)
  1. May 15, 2023 - 3:30pm to 4:30pm
"Integration of Traditional and Telematics data for Efficient Insurance Claims Prediction" by Himchan Jeong (Simon Fraser U)
  1. April 24, 2023 - 3:30pm to 4:30pm
"A bias-corrected Least-Squares Monte Carlo and optimal decisions in retirement" by Pavel Shevchenko (Macquarie University, Australia)
  1. April 17, 2023 - 3:30pm to 4:30pm
2023 UCSB InsurTech Summit
  1. April 14, 2023 - 9:15am to 5:00pm
CANCELLED: "Risk Filtering and Risk-Averse Control of Systems with Model Uncertainty" by Igor Cialenco (Illinois Tech)
  1. April 10, 2023 - 3:30pm to 4:30pm
"Performance Fees with Stochastic Benchmark" by Prof. Gu Wang (WPI and PSTAT)
  1. March 13, 2023 - 3:30pm to 4:30pm
"Robust Financial Networks" by Stathis Tompaidis (UT Austin)
  1. February 27, 2023 - 3:30pm to 4:30pm
"Stochastic and deterministic simulation with applications in economics and finance" by Giray Okten (Florida State University)
  1. November 28, 2022 - 3:30pm to 4:30pm
CFMAR co-organizes the "Machine Learning and Monte Carlo Methods meet Economics and Finance" Mini-Conference with UCSB Economics Dept
  1. November 28, 2022 - 1:30pm to 4:30pm
"Detecting asset price bubbles using deep learning" by Andrea Mazzon (Postdoc at LM University of Munich)
  1. November 21, 2022 - 3:30pm to 4:30pm
"Conditional Systemic Risk Measures and related equilibrium concepts" by Alessandro Doldi (University of Milano)
  1. October 31, 2022 - 3:30pm to 4:30pm
"A Generalized Kyle-Back Insider Trading Model with Dynamic Information" by Ying Tan (USC)
  1. October 24, 2022 - 3:30pm to 4:30pm