Videos

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Learning Efficiency under Ambiguous Information Thumbnail

Learning Efficiency under Ambiguous Information

Presenter
  • Mira Frick
May 2, 2022
IMSI
Time-Constrained Sequential Neural Decision Procedures in Multialternative Choice Problems Thumbnail

Time-Constrained Sequential Neural Decision Procedures in Multialternative Choice Problems

Presenter
  • Fabio Maccheroni
May 2, 2022
IMSI
Learning from Black Boxes Thumbnail

Learning from Black Boxes

Presenter
  • Shaowei Ke
May 2, 2022
IMSI
Risk optimization under What-If constraints Thumbnail

Risk optimization under What-If constraints

Presenter
  • Paul Embrechts
March 30, 2022
IMSI
Computing EVPPI and EVSI for decision making under uncertainty Thumbnail

Computing EVPPI and EVSI for decision making under uncertainty

Presenter
  • Mike Giles
May 20, 2021
IMSI
Bartolomeo Stellato - Learning for Decision-Making Under Uncertainty - IPAM at UCLA Thumbnail

Bartolomeo Stellato - Learning for Decision-Making Under Uncertainty - IPAM at UCLA

Presenter
  • Bartolomeo Stellato
March 1, 2023
IPAM
Market fragmentation and strategic avoidance of price impact Thumbnail

Market fragmentation and strategic avoidance of price impact

Presenter
  • Darrell Duffie
April 1, 2022
IMSI
Optimal brokerage contracts in Almgren-Chriss model Thumbnail

Optimal brokerage contracts in Almgren-Chriss model

Presenter
  • Sergey Nadotchiy
April 1, 2022
IMSI
Predictable Forward Performance Processes: Infrequent Evaluation and Robo-Advising Applications Thumbnail

Predictable Forward Performance Processes: Infrequent Evaluation and Robo-Advising Applications

Presenter
  • Moris Strub
April 1, 2022
IMSI
Robo-Advising Thumbnail

Robo-Advising

Presenter
  • Alberto Rossi
April 1, 2022
IMSI
Goal-Based Portfolio Investing Thumbnail

Goal-Based Portfolio Investing

Presenter
  • Agostino Capponi
April 1, 2022
IMSI
Wasserstein distributionally robust decision problems Thumbnail

Wasserstein distributionally robust decision problems

Presenter
  • Jan Obloj
March 31, 2022
IMSI