Event Archive

"Towards the set-valued Bellman's principle under model uncertainty" by Gabriela Kovacova (UCLA)
  1. April 22, 2024 - 3:30pm to 4:30pm
"Deep Signature Algorithm for Multi-Dimensional Path-Dependent Options" by Zhaoyu Zhang (UCLA)
  1. April 15, 2024 - 3:30pm to 4:30pm
UG Lab Poster Showcase
  1. April 8, 2024 - 3:30pm to 4:30pm
"Preparing for the Storm: Firm Policies and Time-varying Recession Risk" by A. Max Reppen (Boston U)
  1. March 11, 2024 - 3:30pm to 4:30pm
"Deep Learning for Finite State Master Equations in Mean Field Games" by Mathieu Laurière (NYU Shanghai)
  1. March 5, 2024 - 3:30pm to 4:30pm
"Occupied Processes: Going with the Flow" by Valentin Tissot-Daguette (Princeton University)
  1. February 26, 2024 - 3:30pm to 4:30pm
"Quantum Monte Carlo Continued, VQA for Feynman-Kac Formula" by Xiang Fang (UCSB)
  1. January 29, 2024 - 3:30pm to 4:30pm
Talk on Quantum Computing by Xiang Fang (UCSB): Quantum Monte Carlo (QMC)
  1. January 22, 2024 - 3:30pm to 4:30pm
CFMAR UG Lab Student Presentations
  1. December 8, 2023 - 2:00pm to 3:30pm
"Filtration Reduction and Market Completeness" by Karen Grigorian (PSTAT)
  1. November 20, 2023 - 3:30pm to 4:30pm
Graduate student research lightning presentations
  1. November 13, 2023 - 3:30pm to 4:30pm
Schonfeld Virtual Info Session
  1. November 7, 2023 - 9:00am to 11:00pm
Citadel | Citadel Securities PhD Information Session
  1. November 6, 2023 - 3:30pm to 5:30pm
"Large deviations of the KPZ equation" by Yier Lin (University of Chicago)
  1. October 30, 2023 - 3:30pm to 4:30pm
Susquehanna International Group LLP (SIG) Information Session
  1. October 24, 2023 - 2:00pm to 4:00pm
"Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces" by Alan Raydan (UCSB)
  1. October 23, 2023 - 3:30pm to 4:30pm
"Portfolio Selection via Strategy-Specific Eigenvector Shrinkage" by Alec Kercheval (FSU)
  1. October 9, 2023 - 3:30pm to 4:30pm
Seminar by Cagin Ararat (USC and Bilkent U)
  1. May 15, 2023 - 3:30pm to 4:30pm
"Integration of Traditional and Telematics data for Efficient Insurance Claims Prediction" by Himchan Jeong (Simon Fraser U)
  1. April 24, 2023 - 3:30pm to 4:30pm
"A bias-corrected Least-Squares Monte Carlo and optimal decisions in retirement" by Pavel Shevchenko (Macquarie University, Australia)
  1. April 17, 2023 - 3:30pm to 4:30pm