Event Archive

"Percolation in Random Graphs of Infinite Rank" by Jimin Lin (UCSB)
  1. November 23, 2020 - 3:30pm to 4:30pm
"Analytical Solutions to the Constrained Markowitz Problem via Fixed Point Theory" by Alex Bernstein (UCSB)
  1. November 16, 2020 - 3:30pm to 4:30pm
"Bridging the gap of reinforcement learning for Mean Field Games and Mean Field control problems" by Andrea Angiuli (UCSB)
  1. November 9, 2020 - 3:30pm to 4:30pm
"Multi-Output Gaussian Processes for Multi-Population Longevity Modeling" by Nhan Huynh (PSTAT)
  1. October 26, 2020 - 3:30pm to 4:30pm
"Relative Arbitrage Opportunities in N Investors and Mean-Field Regimes" by Nicole Yang (PSTAT)
  1. October 19, 2020 - 3:30pm to 4:30pm
"Linear-Quadratic Stochastic Differential Games On Directed Networks" by Yichen Feng (PSTAT)
  1. October 12, 2020 - 3:30pm to 4:30pm
Seminar by Hao Xing (Boston U) - CANCELLED DUE TO COVID-19
  1. May 18, 2020 - 3:30pm to 4:30pm
Mean-Field Games Of Finite-Fuel Capacity Expansion With Singular Controls by Luciano Campi (LSE)
  1. May 11, 2020 - 11:00am to 12:00pm
Seminar by Christa Cuchiero (University of Vienna)
  1. April 27, 2020 - 11:00am to 12:00pm
Seminar by Maarten van Oordt (Bank of Canada)
  1. April 20, 2020 - 3:30pm to 4:30pm
Obfuscation and Honesty: Experimental Evidence on Insurance Demand with Multiple Distribution Channels by Claire Mouminoux (UCSB)
  1. March 9, 2020 - 3:30pm to 4:30pm
Mean field interaction on random graphs with dynamically changing multi-color edges by Ruoyu Wu (University of Michigan)
  1. February 24, 2020 - 3:30pm to 4:30pm
Semi-Coherent Multi-Population Mortality Modeling: The Impact on Longevity Risk Securitization by Wai-Sum Chan (CUHK)
  1. February 12, 2020 - 3:30pm to 4:30pm
Numerical analysis of a McKean--Vlasov equation with feedback through hitting the boundary by Vadim Kaushanskii (UCLA)
  1. November 25, 2019 - 4:00pm to 5:00pm
On the asymptotic optimality of the comb strategy for prediction with expert advice by Erhan Bayraktar (UMich)
  1. November 18, 2019 - 3:30pm to 4:30pm
Self-excited Black-Scholes models for option pricing by Alec Kercheval (Florida State University)
  1. November 11, 2019 - 3:30pm to 4:30pm
A two-player price impact game by Moritz Voss (UCSB)
  1. October 28, 2019 - 3:30pm to 4:30pm
The Social Cost of Carbon in a Non-Cooperative World by Holger Kraft
  1. October 18, 2019 - 2:00pm to 3:00pm
Correlators of Polynomial Processes by Silvia Lavagnini
  1. October 14, 2019 - 3:30pm to 4:30pm
Welcome Coffee and Tea
  1. October 7, 2019 - 3:30pm to 4:00pm