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System Noise and Individual Exploration in Learning Large Population Games
Presenter
- Renyuan Xu
May 24, 2022
IMSI
Market making algorithms: the next success of Reinforcement Learning?
Presenter
- Olivier Gueant
May 24, 2022
IMSI
New perspective to capital allocation rules in a dynamic setting
Presenter
- Emanuela Rosazza Gianin
May 12, 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
Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria
Presenter
- Thilo Meyer-Brandis
May 10, 2022
IMSI
Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs
Presenter
- Giulia Di Nunno
May 9, 2022
IMSI
Fire Sales and Default Cascades in Complex Financial Networks
Presenter
- Hamed Amini
April 7, 2022
IMSI
Critical Liouville Quantum Gravity and Brownian Half-Plane Excursions
Presenter
- Ellen Powell
March 29, 2022
SLMath
