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This is a video about On Merton Portfolio Optimization Problems

On Merton Portfolio Optimization Problems

May 7, 2018
IMA
Presenters: Shuenn-jyi Sheu

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This is a video about Large deviation control and an optimal investment model

Large deviation control and an optimal investment model

May 7, 2018
IMA
Presenters: Hideo Nagai

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This is a video about Differential Games

Differential Games

May 7, 2018
IMA
Presenters: Wendell Fleming

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This is a video about Optimal Harvesting Strategies for a Predator-Prey System in Fluctuating Environments.

Optimal Harvesting Strategies for a Predator-Prey System in Fluctuating Environments.

May 10, 2018
IMA
Presenters: Dang Hai Nguyen

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This is a video about Mean Field Games on Infinite Networks and the Graphon-MFG Equations

Mean Field Games on Infinite Networks and the Graphon-MFG Equations

May 11, 2018
IMA
Presenters: Peter Caines

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This is a video about A variational formula for risk-sensitive control

A variational formula for risk-sensitive control

May 9, 2018
IMA
Presenters: Vivek Borkar

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This is a video about High-dimensional Linear Regression for Dependent Observations with Application to Nowcasting

High-dimensional Linear Regression for Dependent Observations with Application to Nowcasting

April 23, 2018
IMA
Presenters: Ruey Tsay

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This is a video about Fast Simulation based Estimation for Complex Models

Fast Simulation based Estimation for Complex Models

April 26, 2018
IMA
Presenters: Maria-Pia Victoria-Feser

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This is a video about Optimal Dimension Reduction for Vector and Functional Time Series

Optimal Dimension Reduction for Vector and Functional Time Series

April 27, 2018
IMA
Presenters: Marc Hallin

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