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Journey of a thousand miles: how an algorithm gets from your street to Wall Street

Speaker Rob Meyer Numerical Algorithms Group, Inc.http://www.nag.com/about/rmeyer.asp Description Joint with IIT Computer Science

Stochastic PDE's with space-time white noise and their applications to fixed income market

Mathematical modeling and simulation of texture evolution

Diffuse Interfaces and Gamma-Convergence For Segmentation

An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

Sequential Monte Carlo Methods and Their Applications: An Overview and Recent Developments

Description The sequential Monte Carlo (SMC) methodology recently emerged in the fields of statistics and engineering has shown a great promise in solving a large class of highly complex inference and...

Compatibility-Based Clustering of Phylogenetic Data Sets

SpeakerDavid Fernandez-BacaIowa State Universityhttp://www.cs.iastate.edu/~fernande/ Description The treatment of conflict within data sets is among the most debated questions in phylogenetics, and it...

Spline Confidence Bands and Testing the Trend of Leaf Area Index of East Africa

Description Asymptotically exact and conservative confidence bands are obtained for the nonparametric regression function based on piecewise constant and piecewise linear spline estimation...

Crossing Numbers and Graphs with Rotation Systems

Speaker Michael Pelsmajer IIT Applied Mathematics Description Graph drawing considers ways to nicely embed graphs on the plane or other surfaces. The first thing that one tries to avoid is having two...

Consistent Calibration of CDO Tranches with the Generalized-Poisson Loss dynamical model

SpeakerDamiano BrigoBanca IMI and Bocconi Universityhttp://www.damianobrigo.it/ Description We consider a dynamical model for the loss distribution of a pool of names. The model is based on the notion...