Event Archive

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
"A mean field perspective for multi-agent reinforcement learning" by Xin Guo (UC Berkeley)
  1. October 25, 2021 - 3:30pm to 4:30pm
" Asymptotics and Approximation of Quasi-Stationary Distributions" by Adam Waterbury (UCSB)
  1. October 18, 2021 - 3:30pm to 4:30pm
" Neural networks in Frechet space and some applications to finance " by Nils Detering (UCSB)
  1. October 11, 2021 - 3:30pm to 4:30pm
No seminar
  1. October 4, 2021 - 3:30pm to 4:30pm
"Some Topics on Principal Agent Problem and Optimal Portfolio Problem" by Zimu Zhu (UCSB)
  1. September 27, 2021 - 3:30pm to 4:30pm
"Non-zero-sum optimal stopping game with continuous versus periodic observations" by Kazutoshi Yamazaki (Kansai University, Japan)
  1. May 24, 2021 - 3:30pm to 4:30pm