Event Archive

Welcome Coffee and Tea
  1. October 7, 2019 - 3:30pm to 4:00pm
Annual board meeting
  1. September 17, 2019 - 10:00am to 12:30pm
PhD Defense by Michael Zhaoyu Zhang
  1. June 13, 2019 - 11:00am to 12:30pm
PhD Defense by Aditya Maheshwari
  1. June 13, 2019 - 9:30am to 10:45am
Advancement to Candidacy: Nicole Yang
  1. May 17, 2019 - 11:00am
UCSB InsurTech Summit
  1. May 3, 2019 - 12:00am
Modeling Risks with Pareto Distributions by Arthur Charpentier (UQAM)
  1. April 29, 2019 - 3:30pm to 4:30pm
Minicourse on "Machine Learning Techniques in Finance" by Yuri Saporito
  1. April 26, 2019 - 2:00pm to 5:00pm
Conditional Optimal Stopping by Yuchong Zhang (U Toronto)
  1. April 22, 2019 - 3:30pm to 4:30pm
Mean field analysis of neural networks: typical behavior and fluctuations by Kostas Spilioupoulos (Boston U)
  1. April 15, 2019 - 3:30pm to 4:30pm
Probabilistic numerical methods for MFC and MFG based on deep learning by Mathieu Lauriere (Princeton)
  1. March 11, 2019 - 3:30pm to 4:30pm
Pricing in an Eisenberg-Noe interbank system under comonotonic endowments by Zach Feinstein (Wash U St Louis)
  1. February 25, 2019 - 3:30pm to 4:30pm
Seminar by Ruoyu Wu (University of Michigan)
  1. February 24, 2019 - 3:30pm to 4:30pm
Public Lecture: "Blackjack and the S&P500: A Forecasting Challenge" by Blair Hull
  1. February 21, 2019 - 5:00pm
PhD Defense by Liangchen Li
  1. January 11, 2019 - 1:00pm to 2:00pm
The Term Structure of Capital Costs by Qiheng Guo (PSTAT)
  1. November 26, 2018 - 3:30pm to 4:30pm
Nonzero-sum stochastic differential games with impulse controls by Matteo Basei (UC Berkeley)
  1. November 19, 2018 - 3:30pm to 4:30pm
Seminar by Fabio Maccheroni (Bocconi)
  1. November 14, 2018 - 3:30pm to 4:30pm
A dynamic Network Model of Interbank Lending: Systemic Risk and Liquidity Provisioning by Agostino Capponi (Columbia)
  1. November 12, 2018 - 3:30pm to 4:30pm
Machine Learning in Quantitative Finance by Sean Han (National Tsing Hua University)
  1. October 29, 2018 - 3:30pm to 4:30pm