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Events

Upcoming Events

Dashun Wang - Department of Industrial Engineering and Management Sciences, Northwestern University
Feb 18, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
The hot streak — loosely defined as `winning begets more winnings' — highlights a specific period during which an individual’s performance is substantially better than his or her typical performance. Although hot streaks have been widely debated in sports, gambling and financial... read more
Mon.
Feb 18
Nils-Christian Detering - Department of Statistics and Applied Probability, University of California at Santa Barbara
Mar 4, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
TBA
Mon.
Mar 4
Chang-Han Rhee - Department of Industrial Engineering and Management Sciences, Northwestern University
Mar 14, 2019 - 12:45pm to 1:45pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
TBA
Thu.
Mar 14

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Guillaume Bal - Department of Statistics & Department of Mathematics, University of Chicago
Feb 11, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Topological insulators (TIs) are materials characterized by topological invariants. One of their remarkable features is the asymmetric transport observed at the interface between materials in different topological phases. Such transport is itself described by a topological invariant, and therefore... read more
Mon.
2/11/19
Jinchao Xu - Department of Mathematics, The Pennsylvania State University
Feb 8, 2019 - 3:00pm to 4:00pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 242
In this talk, I will address several issues related to numerical and mathematical aspects of phase-field models and their numerical simulations. For the two-phase Allen-Cahn and Cahn Hilliard model, I will demonstrate that (1) the popular convex splitting schemes are fully... read more
Fri.
2/8/19
Matthew Dixon - Department of Applied Mathematics, Illinois Institute of Technology
Feb 5, 2019 - 11:25am to 12:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all the trades with each counterparty under both market and credit risk. We present a multi-Gaussian process regression approach, which is well suited for OTC derivative portfolio valuation... read more
Tue.
2/5/19

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