Nov
19
Events Archive
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Nov
19
Dynamic Acceptability Indices and Risk Measures
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices and Risk Measures Mr. Tao Chen will investigate the dynamical consistency properties of dynamic acceptability index and dynamic...
Nov
15
AMPL/PATH tutorial introduction to solving complementarity problems
Event Topic: Computational Mathematics & Statistics
Nov
12
Variational Implicit Solvation of Biomolecules
SpeakerBo LiUCSDhttp://math.ucsd.edu/people/faculty/Bo-Li/ Description The structure and dynamics of biomolecules such as DNA and proteins determine the functions of underlying biological systems...
Nov
12
g-Expectation and Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: g-Expectation and Dynamic Acceptability Indices Mr. Tao Chen will present the left continuity of conditional risk measures via g-expectation and discuss the...
Nov
8
Tapered Correlation Matrix Preconditioning for Fast Approximate Kriging
Event Topic: Computational Mathematics & Statistics
Nov
7
Eigenvalues, Matroids and Graphs: Part II
Description The nontrivial lower bounds of the spectral gap for discrete Laplacian of the basis-exchange graph of a Matroid have algorithmic importance. In the first part of this presentation, we will...
Nov
5
Sharp Estimates on the Dirichlet Heat Kernels of Subordinate Brownian Motions
Speaker Renming Song University of Illinois at Urbana-Champaign http://www.math.uiuc.edu/~rsong/ Description A subordinate Brownian motion can be obtained by replacing the time parameter of a Brownian...
Nov
5
G-Expectation, g-Expectation and Acceptability Indices
Systemic Risk Description Tao Chen Title: G-Expectation, g-Expectation and Acceptability Indices Mr. Tao Chen will start to talk about G-expectation. He would also present the progress on dynamic AIs...
Oct
31
Eigenvalues, Matroids and Graphs: Part I
Description The nontrivial lower bounds of the spectral gap for discrete Laplacian of the basis-exchange graph of a Matroid have algorithmic importance. In the first part of this presentation, we will...