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Sep
17

Revisiting the Obizhaeva and Wang Model

to TBD

Host Department of Applied Mathematics Speaker Kevin Webster Citadel LLC https://www.linkedin.com/in/kevin-webster-17a98421 Description We study two new applications of the Obizhaeva and Wang model...

Aug
20

Nonparametric Estimation for Linear SPDEs From Local Measurements

to Rettaliata Engineering Center, Room 119

Host Department of Applied Mathematics Speaker Randolf Altmeyer Institut für Mathematik, Humboldt-Universität zu Berlin https://www.mathematik.hu-berlin.de/de/forschung/forschungsgebiete/stochastik...

Apr
30

Endogenous Price Impact for Derivatives’ Markets

to Rettaliata Engineering Center, Room 103

Host Department of Applied Mathematics Speaker Sergey Nadtochiy Department of Applied Mathematics, Illinois Institute of Technology http://www-personal.umich.edu/~sergeyn/ Description TBA Event Topic...

Apr
23

Statistical Analysis of Evolution Equations Driven by Space-Only Noise

to Rettaliata Engineering Center, Room 103

Host Department of Applied Mathematics Speaker Hyun-Jung Kim Department of Applied Mathematics, Illinois Institute of Technology https://sites.google.com/view/hyun-jungkim Description In this talk...

Apr
2

Zachary Feinstein

to Rettaliata Engineering Center, Room 103

Host Department of Applied Mathematics Speaker Zachary Feinstein McKelvey School of Engineering, Washington University in St. Louis https://engineering.wustl.edu/Profiles/Pages/Zachary-Feinstein.aspx...

Mar
26

Wasserstein Convergence Rates for the EMCEL and Perturbed EMCEL Algorithms

to Rettaliata Engineering Center, Room 103

Host Department of Applied Mathematics Speaker Mikhail Urusov Department of Mathematics, University of Duisburg-Essen http://homepage.alice.de/murusov/ Description We discuss the convergence rates in...

Mar
25

Mean-Field Models for Systemic Risk with Common Exposures and Contagion

to Rettaliata Engineering Center, Room 119

Host Department of Applied Mathematics Speaker Andreas Sojmark Mathematical Institute, University of Oxford https://www.maths.ox.ac.uk/people/andreas.sojmark Description In this talk I will present a...

Mar
12

Global Solution to Stefan’s Problem with Blow-Ups

to Rettaliata Engineering Center, Room 103

Host Department of Applied Mathematics Speaker Sergey Nadtochiy Department of Applied Mathematics, Illinois Institute of Technology http://www-personal.umich.edu/~sergeyn/ Description TBA Event Topic...