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System Noise and Individual Exploration in Learning Large Population Games
Presenter
- Renyuan Xu
May 24, 2022
IMSI
DISTRIBUTIONALLY ROBUST LEARNING OVER DEEP NEURAL NETWORKS AND THEIR ASSOCIATED REGULARIZED RISK
Presenter
- Camilo Garcia Trillos
May 24, 2022
IMSI
Some stories about Brownian interacting systems with absorption
Presenter
- Wenpin Tang
May 24, 2022
IMSI
Market making algorithms: the next success of Reinforcement Learning?
Presenter
- Olivier Gueant
May 24, 2022
IMSI
Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms
Presenter
- Ruimeng Hu
May 23, 2022
IMSI
The Wasserstein-Martingale projection of a Brownian motion given initial and terminal marginals.
Presenter
- Julio Backhoff-Veraguas
May 16, 2022
IMSI
New perspective to capital allocation rules in a dynamic setting
Presenter
- Emanuela Rosazza Gianin
May 12, 2022
IMSI
Convex measures of model risk for option hedging and nonlinear Black Scholes equations
Presenter
- Rüdiger Frey
May 11, 2022
IMSI
Time consistency and set-valued Bellman’s principle: evidence from mean-risk problem and acceptability maximization
Presenter
- Gabriela Kovacova
May 11, 2022
IMSI
Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization
Presenter
- Zachary Feinstein
May 11, 2022
IMSI