Close Menu

Events Archive

Event Archive

Lulu Kang - Department of Applied Mathematics, Illinois Institute of Technology
Oct 23, 2018 - 12:45pm to 1:45pm
Center for Interdisciplinary Scientific Computation (CISC) - Seminar - Rettaliata Engineering Center, Room 102
Statistical Design and Modeling for Physical and Computer Experiments New challenges are rising in the traditional statistical design and modeling for experimental data areas. When the experiments have complex structure, including quantitive and qualitative data type, or functional data output, new... read more
Tue.
10/23/18
Matthew Dixon - Department of Applied Mathematics, Illinois Institute of Technology
Oct 23, 2018 - 11:25am to 12:40pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
We propose a simple non-equilibrium model of a financial market as an open system with a possible exchange of money with an outside world and market frictions (trade impacts) incorporated into asset price dynamics via a feedback mechanism. Using a linear market impact model, this produces a non-... read more
Tue.
10/23/18
Gordan Zitkovic - Department of Mathematics, University of Texas at Austin
Oct 22, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
The general equilibrium problem lies at the very foundation of neoclassical economics, and has been extensively studied since 1870s and the work of Leon Walras. The original problem in various formulations inspired a tremendous amount of mathematical theory in areas as diverse as game theory,... read more
Mon.
10/22/18

Pages