Aug
30
On Malliavin Calculus and Chaos Expansions
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
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Aug
30
On Canonical Construction of Stochastic Processes
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Oct
8
Local Diffusion vs. Nonlocal Diffusion--- A Tale of Two Laplacians
Host Applied Mathematics Description Abstract: The Laplace operator appears in the Navier-Stokes equations, the geophysical flow equations, and the equation for substance transport in fluids. It comes...
Feb
10
Systemic Risk
Description Mr. Tao Chen will present his research on Dynamic Conic Finance via g-Expectations. Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Mar
25
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss the idea of no arbitrage pricing through g-expectation. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin...
Feb
25
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang...
Feb
18
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang will report...
Feb
11
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will report the paper 鈥漁n Consistent Valuations Based on Distorted Expectations: from Multinomial Random Walks to...
Feb
4
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case and verify each argument in detail. Yu-Sin Chang Title...
Nov
26
Backward Stochastic Di铿erential Equation
Dynamic Acceptability Indices and Risk Measures Description Mariusz Neieweglowski Title: Backward Stochastic Di铿erential Equation Dr. Neieweglowski will start give a presentation about BSDE for...