On progressive hedging algorithm and Douglas-Rachford operator splitting method for multistage stochastic variational inequalities

Speaker: YANG Junfeng (Nanjing University)

Time: Dec 28, 2017, 15:00-16:00

Location: Conference Room 518, Wisdom Valley 3#

Alternating Direction Multiplier Method for Linearly Separable SVM

Speaker: XU Shengjie

Time: Dec 26, 2017, 16:10-17:10

Location: Conference Room 518, Huiyuan 3#

Maximal $L^p$-regularity of time discretization and finite element methods

Speaker: Li Buyang (Hong Kong Polytechnic University)

Time: Dec 22, 2017, 15:30-16:00

Location: Conference Room 415, Wisdom Valley 3#

Convergence of numerical solutions of stochastic time-fractional PDEs

Speaker: Wang Jilu (Florida State University)

Time: Dec 22, 2017, 15:00-15:30

Location: Conference Room 415, Wisdom Valley 3#

Systemic Risk and Optimal Design of Central Clearing Counterparty (CCP)

Speaker: Dr. Zou Bin (University of Connecticut)

Time: Dec 21, 2017, 14:30-15:30

Location: Conference Room 415, Wisdom Valley 3#

Billiard models, averaging, and transport problems

Speaker: Alexander Grigo (University of Oklahoma)

Time: Dec 19, 2017, 10:00-11:00

Location: Conference Room 415, Wisdom Valley 3#

Mathematical Analysis and Numerical Methods for an Underground Oil Recovery Model

Speaker: Ying WANG (University of Oklahoma)

Time: Dec 19, 2017, 09:00-10:00

Location: Conference Room 415, Wisdom Valley 3#

Evolution of Portfolio Optimization

Speaker: SHU Lianjie (University of Macau)

Time: Dec 18, 2017, 16:30-17:30

Location: Conference Room 415, Wisdom Valley 3#

Modeling the changing dependence of multivariate time series: with an application in financial econometrics

Speaker: Wenjiang JIANG (Yunnan Normal University)

Time: Dec 18, 2017, 15:30-16:30

Location: Conference Room 415, Wisdom Valley 3#

Agent-based models exhibiting spatial aggregation

Speaker: Theodore Kolokolnikov(Dalhousie University)

Time: Dec 15, 2017, 09:00-10:00

Location: Conference Room 415, Wisdom Valley 3#