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Events

Upcoming Events

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.
Mon.
May 8

Event Archive

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
Thu.
4/27/17
Persi Diaconis - Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University
Apr 25, 2017 - 12:30pm
Applied Mathematics - Other - Siegel Hall Auditorium, Room 118
View Remembering Karl Menger Events »
Tue.
4/25/17
Persi Diaconis - Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University
Apr 25, 2017 - 10:10am
Applied Mathematics - Seminar - Siegel Hall Auditorium, Room 118
When numbers are added in the usual way, "carries" occur. These carries form a Markov chain with an "amazing" transition matrix. Strangely, this same matrix occurs in analyzing the usual method of shuffling cards and in the mathematical analysis of fractals. Diaconis will explain all of this in "... read more
Tue.
4/25/17

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