Videos

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Wasserstein distributionally robust decision problems Thumbnail

Wasserstein distributionally robust decision problems

Presenter
  • Jan Obloj
March 31, 2022
IMSI
The Growth-Optimal Portfolio in Fund Models Thumbnail

The Growth-Optimal Portfolio in Fund Models

Presenter
  • Johannes Ruf
March 31, 2022
IMSI
A Malliavin calculus approach to volatility modelling Thumbnail

A Malliavin calculus approach to volatility modelling

Presenter
  • Elisa Alòs
March 31, 2022
IMSI
Risk optimization under What-If constraints Thumbnail

Risk optimization under What-If constraints

Presenter
  • Paul Embrechts
March 30, 2022
IMSI
Optimal ratcheting of dividends in insurance Thumbnail

Optimal ratcheting of dividends in insurance

Presenter
  • Hansjoerg Albrecher
March 30, 2022
IMSI
https://www.imsi.institute/videos/optimization-for-natural-catastrophe-reinsurance-underwriting-practice-and-theory/ Thumbnail

https://www.imsi.institute/videos/optimization-for-natural-catastrophe-reinsurance-underwriting-practice-and-theory/

Presenter
  • Morton Lane
March 30, 2022
IMSI
Bitcoin Mining and Electricity Consumption Thumbnail

Bitcoin Mining and Electricity Consumption

Presenter
  • Steven Kou
March 30, 2022
IMSI
Mean Field Game and Mean Field Control Q-Learning Thumbnail

Mean Field Game and Mean Field Control Q-Learning

Presenter
  • Jean-Pierre Fouque
March 30, 2022
IMSI
Differential learning methods for solving fully nonlinear PDEs Thumbnail

Differential learning methods for solving fully nonlinear PDEs

Presenter
  • Huyen Pham
March 29, 2022
IMSI
Analysis and implementation of policy gradient methods for continuous-time stochastic control Thumbnail

Analysis and implementation of policy gradient methods for continuous-time stochastic control

Presenter
  • Christoph Reisinger
March 29, 2022
IMSI
Policy Evaluation, Policy Gradient, and Actor-Critic Learning in Continuous Time and Space Thumbnail

Policy Evaluation, Policy Gradient, and Actor-Critic Learning in Continuous Time and Space

Presenter
  • Xunyu Zhou
March 29, 2022
IMSI
Optimal investment in a large population of competitive and heterogeneous agents Thumbnail

Optimal investment in a large population of competitive and heterogeneous agents

Presenter
  • Ludovic Tangpi
March 29, 2022
IMSI