Videos

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Perfect sampling algorithm for Schur processes

Presenter
  • Mirjana Vuletic
April 14, 2015
ICERM

The Shape of Ice

Presenter
  • Kari Eloranta
April 14, 2015
ICERM
International Evidence on Algorithmic Trading Thumbnail

International Evidence on Algorithmic Trading

Presenter
  • Juan (Julie) Wu
April 14, 2015
IPAM

SIR epidemics on random graphs with a given degree sequence

Presenter
  • Malwina Luczak
April 14, 2015
ICERM

Small-particle limits in a regularized Laplacian random growth model

Presenter
  • Amanda Turner
April 14, 2015
ICERM
A Closed-Form Execution Strategy to Target VWAP Thumbnail

A Closed-Form Execution Strategy to Target VWAP

Presenter
  • Alvaro Cartea
April 14, 2015
IPAM
Optimal Execution and Sochastic Approximation : Learning by Trading Thumbnail

Optimal Execution and Sochastic Approximation : Learning by Trading

Presenter
  • Sophie Laruelle
April 14, 2015
IPAM

The limit shape of the Abelian Sandpile identity

Presenter
  • Andrea Sportiello
April 14, 2015
ICERM

New open source tools for simulating large 3-D multicellular systems on the desktop

Presenter
  • Paul Macklin
April 14, 2015
MBI
Logarithmic Sobolev Inequalities in Discrete Product Spaces: A Proof by a Transportation Cost Distance Thumbnail

Logarithmic Sobolev Inequalities in Discrete Product Spaces: A Proof by a Transportation Cost Distance

Presenter
  • Katalin Marton
April 14, 2015
IMA
Mathematical properties of limit order books modelled by Hawkes processes Thumbnail

Mathematical properties of limit order books modelled by Hawkes processes

Presenter
  • Frederic Abergel
April 14, 2015
IPAM
Dynamics of order positions and related queues in limit order books Thumbnail

Dynamics of order positions and related queues in limit order books

Presenter
  • Xin Guo
April 14, 2015
IPAM