Videos

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Large deviation control and an optimal investment model Thumbnail

Large deviation control and an optimal investment model

Presenter
  • Hideo Nagai
May 7, 2018
IMA
Differential Games Thumbnail

Differential Games

Presenter
  • Wendell Fleming
May 7, 2018
IMA
Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians Thumbnail

Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians

Presenter
  • Daniel Hernandez-Hernandez
May 7, 2018
IMA
A Weak Convergence Approach to Inventory Control Using a Long-term Average Criterion Thumbnail

A Weak Convergence Approach to Inventory Control Using a Long-term Average Criterion

Presenter
  • Chao Zhu
May 7, 2018
IMA
On Merton Portfolio Optimization Problems Thumbnail

On Merton Portfolio Optimization Problems

Presenter
  • Shuenn-jyi Sheu
May 7, 2018
IMA
Relevant parameter changes in structural break models Thumbnail

Relevant parameter changes in structural break models

Presenter
  • Arnaud Dufays
April 27, 2018
IMA
Regularized Estimation in High-dimensional Time Series Models Thumbnail

Regularized Estimation in High-dimensional Time Series Models

Presenter
  • Sumanta Basu
April 27, 2018
IMA
Optimal Dimension Reduction for Vector and Functional Time Series Thumbnail

Optimal Dimension Reduction for Vector and Functional Time Series

Presenter
  • Marc Hallin
April 27, 2018
IMA
Non-parametric Sparse Additive Auto-regressive Network Models Thumbnail

Non-parametric Sparse Additive Auto-regressive Network Models

Presenter
  • Garvesh Raskutti
April 26, 2018
IMA
Stochastic Simulation of Predictive Space-Time Scenarios of Wind Speed Using Observations and Physical Models Thumbnail

Stochastic Simulation of Predictive Space-Time Scenarios of Wind Speed Using Observations and Physical Models

Presenter
  • Mihai Anitescu
April 26, 2018
IMA
Inference for Spatio-Temporal Changes of Arctic Sea Ice Thumbnail

Inference for Spatio-Temporal Changes of Arctic Sea Ice

Presenter
  • Noel Cressie
April 26, 2018
IMA
Geometric Statistics for High-Dimensional Data Analysis Thumbnail

Geometric Statistics for High-Dimensional Data Analysis

Presenter
  • Singdhansu (Ansu) Chatterjee
April 26, 2018
IMA