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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.
Oct 23
Derrick Mancini - Department of Physics, Illinois Institute of Technology
Oct 23, 2018 - 12:45pm to 1:45pm
Center for Interdisciplinary Scientific Computation (CISC) - Seminar - Rettaliata Engineering Center, Room 102
TBA
Tue.
Oct 23
Xiaoguang Hao - Staff Scientist, Albemarle Company
Oct 24, 2018 - 3:15pm
Department of Chemistry - Colloquia - PS 111
A battery is a phenomenal test vehicle to study interesting topics in Solid State Ionics, such as crystals’ point defects, materials interface stabilities and reaction kinetics, mixed ionic-electronic conduction behaviors and so forth. To explore these subjects, I synthesized a group of spinels and... read more
Wed.
Oct 24
Andrew Papanicolaou - Department of Finance and Risk Engineering, New York University
Oct 25, 2018 - 11:25am to 12:40pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
This talk addresses the following question: if a stochastic model is specified for the curve of VIX futures, what are the restrictions in order for it to be consistent with a stochastic volatility model? In other words, assuming that a stochastic volatility model is in place, a so-called market... read more
Thu.
Oct 25
Anita Nikolich - Division of Advanced Cyberinfrastructure, National Science Foundation
Oct 25, 2018 - 12:15pm to 1:15pm
Center for Interdisciplinary Scientific Computation (CISC) - Seminar - Robert A. Pritzker Science Center, Room 240
Scientific discovery has become more interdisciplinary and collaborative, necessitating cooperation within and between universities and partner organizations. The priorities of Federal funding agencies and the rationale behind grant decision-making is sometimes confusing or mysterious. I'll offer... read more
Thu.
Oct 25
Bernhard Adams - Senior Research Scientist at Incom, Inc.
Oct 25, 2018 - 3:30pm
Department of Physics - Colloquia - PS 111
The 2018 Nobel Prize in Physics was given to innovations in laser optics and how they can be applied in the bio-medical field. The prize was split between two innovations that, at first sight, have little in common: optical tweezers and chirped-pulse amplification. There is, nonetheless, a deeper... read more
Thu.
Oct 25
Jeffrey Larson - Argonne National Laboratory
Oct 29, 2018 - 12:45pm to 1:45pm
Center for Interdisciplinary Scientific Computation (CISC) - Seminar - Rettaliata Engineering Center, Room 106
The increase in computational resources in the past decades has resulted in computationally expensive numerical simulations appearing in nearly all scientific domains. Often times, domain scientists wish to identify inputs to the simulation that produce some form of optimal behavior. In this talk,... read more
Mon.
Oct 29
Maxim Bichuch - Department of Applied Mathematics and Statistics, Johns Hopkins University
Oct 29, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
In a crisis when faced with insolvency, banks can issue shares/sell their treasury stock in the stock market and borrow money in order to raise funds. We propose a simple model to find the maximum amount of new funds the bank can raise in this way. To do this we incorporate market confidence of the... read more
Mon.
Oct 29
Oct 31, 2018 - 3:15pm
Department of Chemistry - Other - PS 111
Panelists: Rong Wang, Professor of Chemistry; Nick Menhart, Associate Professor of Biology; Oscar Juarez, Assistant Professor of Biology Moderator: M. Ishaque Khan, Professor of Chemistry This year’s Nobel Prize in Chemistry was awarded to Caltech Professor Frances H. Arnold and Professor... read more
Wed.
Oct 31
Aram Apyan - MIT
Nov 1, 2018 - 3:30pm
Department of Physics - Colloquia - PS 111
The electroweak sector of the Standard Model (SM) of particles can be tested either with precision measurements of fundamental observables or with direct tests of its underlying non-Abelian gauge structure. Precise measurements of the weak mixing angle and the mass of the W boson probe the... read more
Thu.
Nov 1

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