Speaker: Wilhelm Stannat, professor of mathematics, Technische Universit盲t Berlin, Germany Title: The Lions Derivative in Infinite Dimensions Abstract: We present a new interpretation of the Lions...
Speaker: Jianfeng Zhang, professor of mathematics, University of Southern California Title: Some New Perspectives on Kyle-Back Insider Trading Problems Abstract: A Kyle-Back model consists of three...
Speaker: Lane Chun Yeung, assistant professor of applied mathematics, Illinois Institute of Technology Title: Large-Scale Limits of Interacting Particle Systems Abstract: Interacting particle systems...
Speaker: Andrzej Ruszczy艅ski, Board of Governors Professor of business, Rutgers University Title: A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization Abstract: We...
Speaker 艁ukasz Stettner, Department of Probability Theory and Mathematics of Finance, Institute of Mathematics, Polish Academy of Sciences Title: On Several Time Inconsistent Stochastic Control...
Speakers: Pavel Kriz and Petr Coupek, Department of Mathematics, Charles University, Prague, Czech Republic Title: Rosenblatt Process - Parameter Estimation and Singularity of Laws Abstract: The...
Speaker: Monique Jeanblanc, professor of mathematics, Universit茅 d'脡vry Val d'Essonne, France Title: TBA Abstract: TBA Mathematical Finance, Stochastic Analysis, and Machine Learning Seminar
Speaker: Monique Jeanblanc, professor emerita of mathematics, University of 脡vry Val d'Essonne Title: Projections of Semimartingales and Applications to BSDE Abstract: Given two nested filtrations F...
Speaker: Roger Lee, associate professor of mathematics, University of Chicago Title: All AMMs are CFMMs. All DeFi Markets Have Invariants. A DeFi Market is Arbitrage-Free If and Only If it Has an...
Speaker: Anthony Coache, research associate, Department of Mathematics, Imperial College London. Title: Robust Reinforcement Learning with Dynamic Distortion Risk Measures Abstract: In a reinforcement...
