SpeakerRoger LeeUniversity of Chicagohttp://www.math.uchicago.edu/~rl/ Description Variance swaps, which pay the realized variance of [the returns on] an underlying price process, have become a...
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...
Description Given a set F of graphs, a graph G is F-free if G does not contain any member of F as an induced subgraph. We say that F is a degree-sequence-forcing set if, for each graph G in the class...
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...
Speaker Damiano Brigo Banca IMI and Bocconi University http://www.damianobrigo.it Description We consider a dynamical model for the loss distribution of a pool of names. The model is based on the...
Description Inpainting, or image interpolation, has broad applications in visual perception, digital media, and information technology. Compared with other classical interpolation problems (such as...
Speaker Tito Homem-de-Mello https://users.iems.northwestern.edu/~tito/ Description Joint colloquium with IIT ECE Dept.
Description Abstract: Recently, there have been papers indicating that the maximal ratio combiner device can result in energy savings in wireless ad hoc networks by using Hitch-hiking. We study the...
Description We consider a financial market where the discounted prices of the assets available for trading are modeled by a semimartingale that is not assumed to be locally bounded. In this case, the...
Description Finding a bipartite subgraph with maximum number of edges in a given graph is a classical problem in combinatorial optimization and extremal graph theory. It has been studied in computer...
