Videos

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Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models Thumbnail

Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models

Presenter
  • Ruihua Liu
June 15, 2018
IMA
Portfolio Optimization Problems for Models with Delays Thumbnail

Portfolio Optimization Problems for Models with Delays

Presenter
  • Tao Pang
June 11, 2018
IMA
Optimal Execution Problem under McKean-Vlasov Liquidity Dynamics Thumbnail

Optimal Execution Problem under McKean-Vlasov Liquidity Dynamics

Presenter
  • Jin Ma
June 11, 2018
IMA
The Value of Price Discrimination in Large Random Networks Thumbnail

The Value of Price Discrimination in Large Random Networks

Presenter
  • Ankur Mani
May 18, 2018
IMA
Seminar: Data Recovery, Information Revealing, Tensor Completion and Optimization Thumbnail

Seminar: Data Recovery, Information Revealing, Tensor Completion and Optimization

Presenter
  • Shuzhong Zhang
May 17, 2018
IMA
Hedging with friction Thumbnail

Hedging with friction

Presenter
  • H. Mete Soner
May 8, 2018
IMA
Fast spike train inference via l0 optimization Thumbnail

Fast spike train inference via l0 optimization

Presenter
  • Daniela Witten
April 23, 2018
IMA
High-dimensional Linear Regression for Dependent Observations with Application to Nowcasting Thumbnail

High-dimensional Linear Regression for Dependent Observations with Application to Nowcasting

Presenter
  • Ruey Tsay
April 23, 2018
IMA
Explicit Binary Tree Codes with Polylogarithmic Size Alphabet Thumbnail

Explicit Binary Tree Codes with Polylogarithmic Size Alphabet

Presenter
  • Gil Cohen
April 10, 2018
IAS
Characters and Sylow 2-subgroups of maximal class Thumbnail

Characters and Sylow 2-subgroups of maximal class

Presenter
  • Benjamin Sambale
April 9, 2018
SLMath
Exceptional holonomy and related geometric structures: Basic theory Thumbnail

Exceptional holonomy and related geometric structures: Basic theory

Presenter
  • Simon Donaldson
April 3, 2018
IAS

Forced wetting transition and bubble pinch-off in a capillary tube

Presenter
  • Amir Pahlavan
March 28, 2018
IMA