Description This talk concentrates on the model-robust design problem for multiresponse model with possible bias. We assume that the fitted model for each response is first-degree or second-degree...
Speaker Mihai AnitescuArgonne National Laboratory, Division of Mathematical and Computer Scienceshttp://www.mcs.anl.gov/~anitescu/ Description Complementarity constraints are a very versatile modeling...
Description Archimedean copulas have proven to be remarkably useful for modeling dependence in a variety of settings. In this talk we will survey important aspects of the theory of Archimedean copulas...
Speaker Joe Tribbia Institute for Mathematics Applied to Geosciences, NCAR http://www.cgd.ucar.edu/cdp/gdsstaffwebs/tribbia.htm Description The problem of predicting the future state of the weather...
Description The paper presents an overview of methods of hedging defaultable derivatives under the assumption that there exist tradeable assets with dynamics allowing for elimination of default risk...
SpeakerErhan BayraktarUniversity of Michiganhttp://www.math.lsa.umich.edu/~erhan/ Description We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a...
