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Discretizations of anisotropic PDEs using Voronoi's reduction of quadratic forms.
Presenter
- Jean-Marie Mirebeau
March 11, 2024
ICERM
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach
Presenter
- Mathieu Rosenbaum
May 23, 2022
IMSI
Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
Presenter
- Rama Cont
May 23, 2022
IMSI
Symplectic geometry of surface group representations
Presenter
- William Goldman
February 28, 2022
IAS
Differential operators for Schur and Schubert polynomials
Presenter
- Gleb Nenashev
March 24, 2021
ICERM
A Machine Learning Framework for Optimal Transport of High-Dimensional Densities
Presenter
- Lars Ruthotto
January 27, 2020
IPAM