SpeakerDennis LinPennsylvania State Universityhttp://sites.stat.psu.edu/people/faculty/dlin.html Description Dimensional Analysis (DA) is a fundamental method in the engineering and physical sciences...
Speaker Wojbor Woyczynski Case Western Reserve University http://sites.google.com/a/case.edu/waw Description ABSTRACT: One of the motivations of our program was to develop an understanding of the...
Host Rob Ellis Speaker Gyorgy Turan University of Illinois-Chicago http://www.math.uic.edu/people/profile?netid=gyt Description A Horn formula in propositional logic is a set of rules of the form a,b...
Host Department of Applied Math Speaker F.R. McMorris Professor Emeritus, IIT www.iit.edu/directory/people/fr-mcmorris Description The problem of aggregating the individual preferences of a group of...
SpeakerRuoting GongGeorgia Institute of Technologyhttp://www.math.gatech.edu/users/rgong Description The small-time asymptotic behavior of option prices and implied volatilities for jump-diffusion...
SpeakerBahman AngoshtariOxford Universityhttp://www.maths.ox.ac.uk/people/profiles/bahman.angoshtari Description In this talk, we study the utility maximization problem for assets whose prices are...
SpeakerDuy-Minh DangUniversity of Torontohttp://utoronto.academia.edu/DuyDang Description Pre-commitment mean-variance (MV) criteria are very popular for portfolio optimization problems, due to their...
SpeakerZachary FeinsteinPrinceton Universityhttp://princeton.academia.edu/zfeinstein Description Abstract: Set optimization is a generalization of vector optimization which can be formulated in a...
