Speaker: Sebastian Jaimungal, University of Toronto Title: Time Consistent Risk-Aware Reinforcement Learning Abstract: Reinforcement learning (RL) is a model agnostic approach for “learning” optimal...
Speaker: Dennis Lin, Purdue University Title: Ghost Data Abstract: As natural as the real data, ghost data is everywhere—it is just data that you cannot see. We need to learn how to handle it, how to...
Speaker: Tim Sheng, Baylor University Title: From Decomposition to Combination – A Continuing Endeavor of the Splitting Methods. Abstract: Splitting methods, with representative examples such as ADI...
Speaker: Yichao Wu, Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago Description: Interaction selection has gained much interest recently. Yet most of the...
Speaker: Michael Tait Assistant Professor Department of Mathematics & Statistics, Villanova University Description: In this talk we will discuss the connection between the card game SET and one of the...
Speaker: Roman Shvydkoy Department of Mathematics, Statistics, and Computer Science; University of Illinois at Chicago– Professor Description: Systems governed by laws of self-organization arise in...
Host Department of Applied Mathematics Speaker Scott Robertson Questrom School of Business, Boston University https://www.bu.edu/questrom/profile/scott-robertson/ Description In this talk, we will...
Speaker: Alexey Cheskidov Department of Mathematics, University of Illinois at Chicago Professor Description: We prove that there exists a nontrivial finite energy periodic stationary weak solution to...
Speaker: Adrien Richou, Associate Professor at the University of Bordeaux ( https://www.math.u-bordeaux. fr/~arichou/) Description: Backward Stochastic Differential Equations (BSDEs) were introduced...
Host Department of Applied Mathematics Speaker: Wenrui Hao Department of Mathematics, Pennsylvania State University Description: In this talk, I will start a recent mathematical model that predicts...
