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Events Archive

Event Archive

John Birge, Jerry W. and Carol L. Levin Distinguished Service Professor of Operations Management - Graduate School of Business, The University of Chicago
Nov 28, 2016 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering, Room 106
Much of the literature on asset management considers default-free assets with continuously varying prices across time. Most assets are, however, subject to default and jumps in values that are correlated and can lead to cascades. This talk will describe a model of an optimal risk-sensitive... read more
Mon.
11/28/16
Andrzej Ruszczynski, Distinguished Professor - Department of Management Science and Information Systems, Rutgers University
Nov 21, 2016 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering, Room 106
The speaker will focus on modeling risk in dynamical systems and discuss fundamental properties of dynamic measures of risk. Special attention will be paid to the local property and the property of time consistency. Then, the speaker will focus on risk-averse control of discrete-time Markov systems... read more
Mon.
11/21/16
Nov 15, 2016 (All day)
College of Science - Other - Illinois Tech
November 15 marks Illinois Tech’s second annual Giving Day—a 24-hour, university-wide campaign to inspire alumni, parents, students, faculty, staff, and friends of Illinois Tech to make a gift to any area of the university. The event will run all day November 15 and is the perfect opportunity... read more
Tue.
11/15/16

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