Videos

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Optimal brokerage contracts in Almgren-Chriss model Thumbnail

Optimal brokerage contracts in Almgren-Chriss model

Presenter
  • Sergey Nadotchiy
April 1, 2022
IMSI
Consistency of MLE for partially observed diffusions: application to market microstructure modeling Thumbnail

Consistency of MLE for partially observed diffusions: application to market microstructure modeling

Presenter
  • Sergey Nadtochiy
December 9, 2021
IMSI
A mean-field game for default contagion in dense financial networks Thumbnail

A mean-field game for default contagion in dense financial networks

Presenter
  • Sergey Nadtochiy
November 18, 2021
IMSI
Probabilistic Solutions to 3D Stefan-Gibbs-Thomson Problems under Radial Symmetry: Regularity and Uniqueness Thumbnail

Probabilistic Solutions to 3D Stefan-Gibbs-Thomson Problems under Radial Symmetry: Regularity and Uniqueness

Presenter
  • Yucheng Guo
June 30, 2023
IMSI

Wave packet decomposition for Schrodinger evolution with rough potential and generic value of parameter.

Presenter
  • Sergey Denisov
August 20, 2024
ICERM
Sergey Fomin - Incidences and tilings - IPAM at UCLA Thumbnail

Sergey Fomin - Incidences and tilings - IPAM at UCLA

Presenter
  • Sergey Fomin
March 26, 2024
IPAM
New Four-Dimensional Gauge Theories Workshop: All Gravitational Instantons from Monopole Moduli Spaces Thumbnail

New Four-Dimensional Gauge Theories Workshop: All Gravitational Instantons from Monopole Moduli Spaces

Presenter
  • Sergey Cherkis
October 25, 2022
SLMath

Upper bounds for the Fisher information

Presenter
  • Sergey Bobkov
October 17, 2022
ICERM
Yang-Mills Instantons, Quivers and Bows Thumbnail

Yang-Mills Instantons, Quivers and Bows

Presenter
  • Sergey Cherkis
April 5, 2021
IAS
Deep Reinforcement Learning in the Real World Thumbnail

Deep Reinforcement Learning in the Real World

Presenter
  • Sergey Levine
November 8, 2019
IAS
Renyi divergence and the central limit theorem Thumbnail

Renyi divergence and the central limit theorem

Presenter
  • Sergey Bobkov
November 13, 2017
SLMath

Instability of Steep Ocean Waves and Whitecapping

Presenter
  • Sergey Dyachenko
April 25, 2017
ICERM