Videos

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Shadow prices and well posedness in the problem of optimal investment and consumption with transaction costs Thumbnail

Shadow prices and well posedness in the problem of optimal investment and consumption with transaction costs

Presenter
  • Mihai Sirbu
May 19, 2012
IMA
PDE Methods for Weak KAM Theory Thumbnail

PDE Methods for Weak KAM Theory

Presenter
  • Lawrence Evans
January 24, 2007
SLMath

A Mean-Field Games Laboratory for Generative Modeling: Implications for Robust Generative Algorithms

Presenter
  • Markos Katsoulakis
September 13, 2024
ICERM

Inverse Lax-Wendroff Procedure for Numerical Boundary Conditions

Presenter
  • Chi-Wang Shu
September 7, 2024
ICERM

Nonlocal approximation of linear and nonlinear diffusion

Presenter
  • Olga Turanova
May 8, 2024
ICERM

Stabilizing particles across scales

Presenter
  • Dante Kalise
May 8, 2024
ICERM

Discretizations of anisotropic PDEs using Voronoi's reduction of quadratic forms.

Presenter
  • Jean-Marie Mirebeau
March 11, 2024
ICERM
An Irregular Deligne–Simpson Problem Thumbnail

An Irregular Deligne–Simpson Problem

Presenter
  • Zhiwei Yun
June 20, 2023
IAS
Carbon prices and forest preservation over space and time in the Brazilian Amazon Thumbnail

Carbon prices and forest preservation over space and time in the Brazilian Amazon

Presenter
  • Jose Scheinkman
March 31, 2023
IMSI
Algebraic Cycles, L-Values, and Euler Systems "Shimura Varieties and L-Functions" Topical Workshop: Level Raising via Unitary Shimura Varieties with Good Reduction and an Ihara Lemma Thumbnail

Algebraic Cycles, L-Values, and Euler Systems "Shimura Varieties and L-Functions" Topical Workshop: Level Raising via Unitary Shimura Varieties with Good Reduction and an Ihara Lemma

Presenter
  • Yifeng Liu
March 14, 2023
SLMath
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach Thumbnail

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 Thumbnail

Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion

Presenter
  • Rama Cont
May 23, 2022
IMSI