Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices and Risk Measures Mr. Tao Chen will investigate the dynamical consistency properties of dynamic acceptability index and dynamic...
Event Topic: Computational Mathematics & Statistics
SpeakerBo LiUCSDhttp://math.ucsd.edu/people/faculty/Bo-Li/ Description The structure and dynamics of biomolecules such as DNA and proteins determine the functions of underlying biological systems...
Systemic Risk Description Tao Chen Title: g-Expectation and Dynamic Acceptability Indices Mr. Tao Chen will present the left continuity of conditional risk measures via g-expectation and discuss the...
Event Topic: Computational Mathematics & Statistics
Description The nontrivial lower bounds of the spectral gap for discrete Laplacian of the basis-exchange graph of a Matroid have algorithmic importance. In the first part of this presentation, we will...
Speaker Renming Song University of Illinois at Urbana-Champaign http://www.math.uiuc.edu/~rsong/ Description A subordinate Brownian motion can be obtained by replacing the time parameter of a Brownian...
Systemic Risk Description Tao Chen Title: G-Expectation, g-Expectation and Acceptability Indices Mr. Tao Chen will start to talk about G-expectation. He would also present the progress on dynamic AIs...
Description The nontrivial lower bounds of the spectral gap for discrete Laplacian of the basis-exchange graph of a Matroid have algorithmic importance. In the first part of this presentation, we will...
SpeakerMichael ZhuPurdue Universityhttp://www.stat.purdue.edu/~yuzhu/ Description A stepwise procedure, correlation pursuit (COP), is developed for variable selection under the sufficient dimension...
