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Events

Upcoming Events

Yichao Wu - Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago
Mar 9, 2020 - 1:50pm to 2:55pm
undefined - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Mar 9
Sebastian Jaimungal - Department of Statistical Sciences, University of Toronto
Apr 6, 2020 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Apr 6

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Event Archive

Sara Jamshidi Zelenberg - Illinois Tech
Nov 13, 2019 - 12:45pm to 1:15pm
Department of Applied Mathematics - Seminar - RE 106
Work by Tversky and others in psychology have shown that humans utilize a number of cognitive biases and heuristics to simplify their decision-making processes under conditions of uncertainty. Here, we develop a model inspired by the representative heuristic, which we call cognitive probabilities.... read more
Wed.
11/13/19
Albina Danilova, Visiting Associate Professor, Questrom School of Business, Boston University
Nov 12, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - RE 119
The folk result in Kyle-Back models states that the value function of the insider remains unchanged when her admissible strategies are restricted to absolutely continuous ones.  In this talk I will show that,  for a large class of pricing rules used in current literature, the value... read more
Tue.
11/12/19
Samy Tindel - Department of Mathematics, Purdue University
Nov 11, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Siegal Hall, Room 118
In this talk I will first introduce and recall some basic facts about the parabolic Anderson model. This model can simply be seen as a linear heat equation in a random environment. I will spend some time describing a couple of manifestations of what is usually called localization, which is the main... read more
Mon.
11/11/19

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