Host Department of Applied Mathematics Speaker Sergey Nadtochiy Department of Applied Mathematics, 91ÖÆƬ³§ Institute of Technology http://www-personal.umich.edu/~sergeyn/ Description In this paper...
Host Department of Applied Mathematics Speaker Mykhaylo Shkolnikov Department of Operations Research and Financial Engineering, Princeton University https://www.princeton.edu/~mykhaylo/ Description In...
Host Department of Applied Mathematics Speaker Ziteng Cheng Department of Applied Mathematics, 91ÖÆƬ³§ Institute of Technology Description The filtering theory regards estimating an unobservable...
Host Department of Applied Mathematics Speaker Shibi Feng Department of Applied Mathematics, 91ÖÆƬ³§ Institute of Technology www.iit.edu/applied-math/about/phd-students Description We introduce a...
Host Department of Applied Mathematics Speaker Yicong Huang Department of Applied Mathematics, 91ÖÆƬ³§ Institute of Technology www.iit.edu/applied-math/about/phd-students Description We consider a...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, 91ÖÆƬ³§ Institute of Technology http://www.math.iit.edu/~igor/ Description Over the course of two or...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, 91ÖÆƬ³§ Institute of Technology http://www.math.iit.edu/~igor/ Description Over the course of two or...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, 91ÖÆƬ³§ Institute of Technology http://www.math.iit.edu/~igor/ Description We proposed a nonlinear...
Host Department of Applied Mathematics Speaker Matthew Dixon Stuart School of Business, 91ÖÆƬ³§ Institute of Technology Description The problem of estimating the dimensionality of a model occurs in...
Host Department of Applied Mathematics Speaker Professor Traian Pirvu McMaster University, Canada http://ms.mcmaster.ca/~tpirvu/ Description We investigate a one-period portfolio optimization problem...
