Event Archive

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
Financial default contagion in a generalized block model by Thilo Meyer-Brandis (LMU Munich, visiting UCSB)
  1. March 12, 2018 - 3:30pm to 4:30pm
Afsheen Afshar (Chief AI Officer and Senior Managing Director, Cerberus)
  1. March 7, 2018 - 3:30pm
Distinguished Lecture Series in Data Sciences
Interest Rate and Corporate Bond Models from a Practitioner’s Perspective by Hal Pedersen (Conning)
  1. February 12, 2018 - 3:30pm to 4:30pm
Learning Physics with Deep Neural Networks by Stephane Mallat (ENS France)
  1. February 9, 2018 - 2:00pm to 3:00pm
Data Science
CANCELLED: Competitive Equilibria in a Comonotone Market by Fangda Liu (Vrije Universiteit Brussel)
  1. January 22, 2018 - 3:30pm to 4:30pm
Optimal Portfolio Liquidation in Target Zone Models by Eyal Neuman (Imperial College)
  1. January 18, 2018 - 2:00pm to 3:00pm
Robust Pricing and Hedging around the Globe by Sebastian Herrmann (U Michigan)
  1. January 11, 2018 - 3:30pm to 4:30pm
Compactness Approaches for Importance Sampling by Alex Shkolnik (UC Berkeley)
  1. January 9, 2018 - 2:00pm to 3:00pm
Southern California Probability Symposium at UC Irvine
  1. December 2, 2017 - 12:00am
Numerical Solution of Jump-Diffusion SDEs by Kay Giesecke (Stanford)
  1. November 27, 2017 - 3:30pm to 4:30pm
Orthonormal polynomial expansions and lognormal densities by Pierre-Olivier Goffard (PSTAT)
  1. November 20, 2017 - 3:30pm to 4:30pm