Event Archive

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
Dispersion Bias by Lisa Goldberg (UC Berkeley)
  1. November 15, 2017 - 3:30pm to 4:30pm
No Seminar: Faculty Meeting
  1. November 6, 2017 - 3:30pm to 4:30pm
Financial Asset Price Bubbles under Model Uncertainty by Francesca Biagini (U of Munich, Visiting UCSB)
  1. October 30, 2017 - 3:30pm to 4:30pm
Creating Software with Machine Learning: Challenges and Promise by Peter Norvig (Google)
  1. October 25, 2017 - 3:30pm to 4:30pm
Data Science
Probabilistic Approach to Mean Field Games by Andrea Angiuli (PSTAT)
  1. October 23, 2017 - 3:30pm to 4:30pm
PhD Defense by Xuwei Yang
  1. October 20, 2017 - 2:00pm to 3:00pm
Market Making via Sub-scale Invariant Dynamic Acceptability Indices by Tao Chen (PSTAT)
  1. October 16, 2017 - 3:30pm to 4:30pm
seminar
Dynamic hedging in illiquid financial markets by Moritz Voss (PSTAT)
  1. October 9, 2017 - 3:30pm to 4:30pm
No Seminar: Faculty Meeting
  1. October 2, 2017 - 3:30pm to 5:00pm