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Event Archive

Aron Culotta - Department of Computer Science, Illinois Institute of Technology
Sep 18, 2018 - 12:45pm to 1:45pm
Center for Interdisciplinary Scientific Computation (CISC) - Seminar - Rettaliata Engineering Center, Room 102
Analyzing Online Social Networks for Interdisciplinary Science Our lab uses machine learning, natural language processing, and social network analysis to study text and graph data in online social networks like Twitter, Instagram, and Facebook. Applications we have investigated include: estimating... read more
Matthew Dixon - Department of Applied Mathematics, Illinois Institute of Technology
Sep 18, 2018 - 11:25am to 12:40pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all the trades with each counterparty under both market and credit simulation. In particular, CVA estimation requires pricing each counterparty portfolio as an option on the portfolio under... read more
Mike Ludkovski - Department of Statistics and Applied Probability, University of California at Santa Barbara
Sep 17, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Simulation-based strategies bring the machine learning toolbox to numerical resolution of stochastic control models. I will begin by reviewing the history of this idea, starting with the seminal work by Longstaff-Schwartz and through the popularized Regression Monte Carlo framework. I will then... read more