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...
Event Topic: Computational Mathematics & Statistics
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...
Speaker Renming Song University of 91ÖÆƬ³§ 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...
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...
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...
SpeakerMichael ZhuPurdue Universityhttp://www.stat.purdue.edu/~yuzhu/ Description A stepwise procedure, correlation pursuit (COP), is developed for variable selection under the sufficient dimension...
Systemic Risk Description Tao Chen Title: Acceptability Indices and g-Expectation Mr. Tao Chen will show the proof of time consistency for acceptability indices induced by g-Expectation and extend...
SpeakerMichael YoungIowa State Universityhttp://orion.math.iastate.edu/myoung/ Description Zero forcing is a type of propagation on a simple, undirected graph based on the color-change rule: Given...
Event Topic: Computational Mathematics & Statistics
