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May 13, 2017 (All day)
Illinois Tech - Other - Illinois Tech Mies Campus
Please visit the following links for current information and updates pertaining to commencement day events. » Academic Unit Ceremonies » Commencement Speaker » President's Message FAQ » Families and Guests » Severe Weather Plan » Live Streams The Commencement 2016-2017 Opening Ceremony is held on... read more
May 8, 2017 (All day) to May 11, 2017 (All day)
Department of Applied Mathematics - Workshop - TBD
The workshop, organized by Alessandro Rinaldo (Carnegie Mellon statistics) and Sonja Petrovic, will honor the legacy that Stephen E. Fienberg left on the field of algebraic statistics for networks. Participation is by invitation.
Professor Traian Pirvu - McMaster University, Canada
Apr 27, 2017 - 11:00am to 12:00pm
Department of Applied Mathematics - Seminar - RE 102
We investigate a one-period portfolio optimization problem of a cumulative prospect theory (CPT) investor with multiple risky assets and one risk-free asset. The returns of the multiple risky assets follow a multivariate generalized hyperbolic (GH) skewed t distribution. We obtain a three-fund... read more