Videos

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Large Scale Subspace Clustering Thumbnail

Large Scale Subspace Clustering

Presenter
  • René Vidal
September 16, 2016
IMA
Global Optimality in Matrix and Tensor Factorization, Deep Learning, and Beyond Thumbnail

Global Optimality in Matrix and Tensor Factorization, Deep Learning, and Beyond

Presenter
  • René Vidal
January 27, 2016
IMA
Trading Frictions in High Frequency Markets Thumbnail

Trading Frictions in High Frequency Markets

Presenter
  • René Carmona
April 17, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 3) Thumbnail

High Frequency Markets and Optimal Execution (Part 3)

Presenter
  • René Carmona
March 12, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 2) Thumbnail

High Frequency Markets and Optimal Execution (Part 2)

Presenter
  • René Carmona
March 11, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 1) Thumbnail

High Frequency Markets and Optimal Execution (Part 1)

Presenter
  • Rene Carmona
March 10, 2015
IPAM
Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics Thumbnail

Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics

Presenter
  • Rene Carmona
November 12, 2012
IMA
Examples of linear-quadratic stochastic games in environmental finance Thumbnail

Examples of linear-quadratic stochastic games in environmental finance

Presenter
  • Rene Carmona
June 18, 2010
IMA
Stochastic games: Pontryagin maximum principle and the Isaacs conditions Thumbnail

Stochastic games: Pontryagin maximum principle and the Isaacs conditions

Presenter
  • Rene Carmona
June 17, 2010
IMA
Game theory, Nash equilibrium, and electricity prices with strategic market players Thumbnail

Game theory, Nash equilibrium, and electricity prices with strategic market players

Presenter
  • Rene Carmona
June 16, 2010
IMA
Singular BSDEs appearing in cap-and-trade models Thumbnail

Singular BSDEs appearing in cap-and-trade models

Presenter
  • Rene Carmona
June 15, 2010
IMA
Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods Thumbnail

Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods

Presenter
  • Rene Carmona
June 14, 2010
IMA