SpeakerAgostino CapponiPurdue Universityhttps://engineering.purdue.edu/Engr/People/NewFaculty/New_Faculty_2010 Description We consider a portfolio optimization problem in a defaultable market with...
SpeakerDaniel Stefankovic University of Rochesterhttp://www.cs.rochester.edu/~stefanko/ Description Counting problems arise in a wide variety of areas, for example, enumerative combinatorics...
Description We shall give a brief overview of basic concepts in network flows and the two classical problems of min cost and max flow. Our main focus will be the min-cost network flow with convex cost...
SpeakerDr. Samuel DrapeauHumboldt University, Germanyhttp://www2.mathematik.hu-berlin.de/~drapeau/ Description We study minimal supersolutions of convex BSDEs - related to Peng's g-expectation - which...
Description This talk will survey my efforts with coworkers to develop and analyze Monte Carlo sampling algorithms for complex (usually high dimensional) probability distributions. The algorithms can...
Event Topic: Computational Mathematics & Statistics
Speaker Marcus Schaefer DePaul University http://ovid.cs.depaul.edu/ Description We study the complexity of several geometric graph drawing problems, including the recognition problem for intersection...
Description NAG invites you to join an innovative presentation hosted at the Illinois Institute of Technology that includes a selection of software demonstrations, as well as a detailed discussion...
SpeakerDr. Alexander HerbertssonUniversity of Gothenburg, Swedenhttp://www.economics.handels.gu.se/english/staff/senior_lecturers-lecturers-_researchers/alexander_herbertsson/ Description We derive...
