Financial Math Seminar

Dynamic Programming Approach for Optimal Control Problems with State Constraints

演讲者:雍炯敏 (中佛罗里达大学)

时间: 2020-06-18 09:00-10:00

地点:Tencent meeting ID: 470155086

Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights

演讲者:魏庆萌(东北师范大学)

时间: 2020-06-04 14:00-15:00

地点:腾讯会议 ID 758726766

Controllability, Observability and Stabilization for Stochastic Partial Differential Equations

演讲者:吕琦(四川大学)

时间: 2020-06-03 15:00-16:00

地点:腾讯会议 ID 936572188

Path-dependent Partial Differential Equations

演讲者:Christian Keller(中佛罗里达大学)

时间: 2019-12-30 16:00-17:00

地点:慧园3栋 415报告厅

Random Sampling and Reconstruction in Some Signal Spaces

演讲者:冼军(中山大学)

时间: 2019-12-28 10:45-11:30

地点:慧园3栋 415报告厅

The Tail-null-space-property and the Stability of the Tail-minimization Approach in Compressed Sensing with or without Frames

演讲者:李世东(旧金山州立大学)

时间: 2019-12-28 10:00-10:45

地点:慧园3栋 415报告厅

用简单的数学发现谬误

演讲者:楼红卫(复旦大学)

时间: 2019-12-14 16:00-17:00

地点:慧园3栋 415报告厅

FinTech: from blockchain to machine learning, and beyond

演讲者:Xin Guo(加利福尼亚大学)

时间: 2019-12-14 09:00-11:00

地点:慧园3栋 415报告厅

Some optimization problems for the risk models with or without dependence structure

演讲者:梁志彬(南京师范大学)

时间: 2019-09-18 14:00-15:00

地点:慧园3栋 415报告厅

The Rise of Peer-to-Peer Insurance and Its Mathematical Modeling

演讲者:Runhuan Feng(伊利诺伊大学香槟分校)

时间: 2019-09-18 11:00-12:00

地点:慧园3栋 415报告厅

Portfolio selection under Partial Information and relative performance concerns

演讲者:周超(新加坡国立大学)

时间: 2019-08-22 16:00-17:00

地点:慧园3栋 415报告厅

Variable Volatility and Financial Failure

演讲者:Lingjiong Zhu(佛罗里达州立大学)

时间: 2019-06-11 09:30-11:00

地点:慧园3栋 415报告厅

Mean-Variance Portfolio Selection for Partially-Observed Point Processes

演讲者:Yong Zeng(密苏里大学堪萨斯城分校)

时间: 2019-06-05 10:00-12:00

地点:慧园3栋 415报告厅

Mathematics behind volatility index and trading on volatility

演讲者:Yue Kuen KWOK(香港科技大学)

时间: 2018-12-20 14:30-15:50

地点:荔园二栋 201

Implied Stochastic Volatility Models

演讲者:Chen Xu Li(北大光华管理学院)

时间: 2018-12-13 16:30-17:30

地点:慧园3栋 518报告厅

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