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A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
Presenter
- Frank Kelly
June 25, 2015
IMA
A Discontinuous Galerkin AMR Model for Geophysical Fluid Dynamics: Application to the Coastal Ocean
Presenter
- Frank Giraldo
October 15, 2014
IMA
Semidefinite optimization for geometric packing problems
Presenter
- Frank Vallentin
June 2, 2014
ICERM
The Bloch Kato Conjecture for some Adjoint Selmer Groups
Presenter
- Frank Calegari
April 12, 2014
SLMath
Semidefinite programming bounds for codes and anticodes in Cayley graphs
Presenter
- Frank Vallentin
February 12, 2014
ICERM