Videos

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Entropy as performance measure: long-run risk sensitive stochastic control in discrete time Thumbnail

Entropy as performance measure: long-run risk sensitive stochastic control in discrete time

Presenter
  • Marcin Pitera
May 9, 2022
IMSI
Machine Learning and Dynamical Systems meet in Reproducing Kernel Hilbert Spaces Thumbnail

Machine Learning and Dynamical Systems meet in Reproducing Kernel Hilbert Spaces

Presenter
  • Boumediene Hamzi
October 28, 2019
IPAM
Relevant parameter changes in structural break models Thumbnail

Relevant parameter changes in structural break models

Presenter
  • Arnaud Dufays
April 27, 2018
IMA
Semi-parametric Dynamic Max-copula Model for Multivariate Time Series Thumbnail

Semi-parametric Dynamic Max-copula Model for Multivariate Time Series

Presenter
  • Zhengjun Zhang
February 21, 2018
IMA
New directions in machine learning - Part II Thumbnail

New directions in machine learning - Part II

Presenter
  • Terry Lyons
May 15, 2015
IPAM
New directions in machine learning - Part I Thumbnail

New directions in machine learning - Part I

Presenter
  • Terry Lyons
May 15, 2015
IPAM
Regularized Estimation in High-dimensional Time Series Models Thumbnail

Regularized Estimation in High-dimensional Time Series Models

Presenter
  • Sumanta Basu
April 27, 2018
IMA
Introduction to the calculus of expectation functionals Thumbnail

Introduction to the calculus of expectation functionals

Presenter
  • Roger Wets
October 17, 2010
IMA
An analytical framework for assessing climate transition risks Thumbnail

An analytical framework for assessing climate transition risks

Presenter
  • Laurent Clerc
April 7, 2022
IMSI
Stress Testing and Calibration of Macroprudential Policy Tools Thumbnail

Stress Testing and Calibration of Macroprudential Policy Tools

Presenter
  • Laura Valderrama
April 8, 2022
IMSI
Volatility is rough Thumbnail

Volatility is rough

Presenter
  • Mathieu Rosenbaum
April 16, 2015
IPAM
Trading Frictions in High Frequency Markets Thumbnail

Trading Frictions in High Frequency Markets

Presenter
  • RenĂ© Carmona
April 17, 2015
IPAM