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Financial data and the hidden semimartingale model

Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning

Analytical and Numerical Stability of Nonlinear Volterra Delay-integro-differential Equations

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...

Reduced Decompositions and Permutation Patterns

SpeakerBridget Tenner Massachusetts Institute of Technologyhttp://math.depaul.edu/bridget/ Description Billey, Jockusch, and Stanley characterized 321-avoiding permutations by a property of their...

The Majority Decision Function for Trees (Part 2 of 2)

Description Abstract: Kenneth May in 1952 proved a classical theorem characterizing simple majority rule for two alternatives. Surprising recent work has employed this type of axiomatic approach for...