Dynamic Acceptability Indices

Tao Chen
Title: Dynamic Acceptability Indices
Mr. Tao Chen will continue to discuss concave distortions in dynamic case.

Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin Chang will finish the illustrate a case of a trivariate process on systemic risk.

Marcin Pitera
Title: Multiperiod Portfolio Optimization
Mr. Marcin Pitera will continue the topic of the existence and uniqueness of the solution. He will also show that computations could be simplified into single-period problems and computed recursively.

Event Topic

Mathematical Finance, Stochastic Analysis, and Machine Learning