Event Archive

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
Optimal investment with probability distortion and non-concave utility? by Zhenyu Cui (Stevens)
  1. October 22, 2018 - 3:30pm to 4:30pm
Credit rating migration processes based on economic-state-dependent transition matrices by Natalie Packham (HWR Berlin)
  1. October 15, 2018 - 3:30pm to 4:30pm
Incorporating Confidence into Systemic Risk by Maxim Bichuch (Johns Hopkins)
  1. October 8, 2018 - 3:30pm to 4:30pm
CFMAR Welcome Day
  1. October 5, 2018 - 12:00pm to 1:00pm
The stability property under Mémin's framework by Alexandros Saplaouras (Michigan)
  1. May 21, 2018 - 3:30pm to 4:30pm
Cost Efficiency in Incomplete Markets by Stephan Sturm (WPI)
  1. May 14, 2018 - 3:30pm to 4:30pm
Stochastic Games and MFGs for Fuel Follower Problems: NE and PO by Xin Guo (UC Berkeley)
  1. April 30, 2018 - 3:30pm to 4:30pm
Dynamic Contagion In A Banking System With Births And Defaults by Andrey Sarantsev (PSTAT)
  1. April 23, 2018 - 3:30pm to 4:30pm