Event Archive

"A Generalized Kyle-Back Insider Trading Model with Dynamic Information" by Ying Tan (USC)
  1. October 24, 2022 - 3:30pm to 4:30pm
``Sequential statistics by trading: e-processes and competing traders" by Martin Larsson (CMU)
  1. October 17, 2022 - 3:30pm to 4:30pm
Graduate Students Research Showcase
  1. October 10, 2022 - 3:30pm to 4:30pm
CFMAR Workshop
  1. September 29, 2022 - 12:00am to September 30, 2022 - 12:00am
CANCELLED + POSTPONED TO FALL 2022: "Dynamic Set Values for Nonzero Sum Games" by Zhaoyu Zhang (USC)
  1. May 16, 2022 - 3:30pm to 4:30pm
"Trading with the crowd" by Moritz Voss (UCLA)
  1. May 9, 2022 - 3:30pm to 4:30pm
Blockchain miners’ risk management by Pierre-Olivier Goffard (ISFA, University of Lyon, UCSB)
  1. April 25, 2022 - 3:30pm to 4:30pm
Stationary solutions and local equations for interacting diffusions on regular trees by Jiacheng Zhang (UC Berkeley)
  1. April 18, 2022 - 3:30pm to 4:30pm
Epidemic Models and Their Insurance Applications by Sooie-Hoe Loke (Central Washington University)
  1. April 11, 2022 - 3:30pm to 4:30pm
Gathering with Graduate Students
  1. March 28, 2022 - 3:30pm to 4:30pm
Accuracy of deep learning in calibrating HJM forward curves by Silvia Lavagnini (University of Verona)
  1. March 14, 2022 - 3:30pm to 4:30pm
Intertemporal cost-efficient consumption by Mauricio Elizalde (Autonomous University of Madrid, Spain)
  1. February 28, 2022 - 3:30pm to 4:30pm
Stackelberg Differential Game for Insurance under Model Ambiguity by Jenny Young (U of Michigan)
  1. January 31, 2022 - 12:30pm to 1:30pm
No seminar
  1. January 10, 2022 - 3:30pm
No seminar
  1. December 6, 2021 - 4:30pm
" Convergence of Empirical Measures, Mean-Field Games and Signatures" by Ruimeng Hu (UCSB)
  1. November 29, 2021 - 3:30pm to 4:30pm
"On optimal execution strategy of a portfolio of options under market impact" by Saad Mouti (UCSB)
  1. November 22, 2021 - 3:30pm to 4:30pm
"Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading" by Bin Zou (UConn)
  1. November 15, 2021 - 3:30pm to 4:30pm
"Exploration and Entropy-Regularization in LQG Mean Field Games" by Dena Firoozi (HEC Montreal)
  1. November 8, 2021 - 3:30pm to 4:30pm
No seminar
  1. November 1, 2021 - 3:30pm to 4:30pm