Videos

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A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies Thumbnail

A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies

Presenter
  • Frank Kelly
June 25, 2015
IMA
High-order Modeling of Parametric Systems in Uncertainty Quantification II Thumbnail

High-order Modeling of Parametric Systems in Uncertainty Quantification II

Presenter
  • Akil Narayan
June 19, 2015
IMA
High-order Modeling of Parametric Systems in Uncertainty Quantification I Thumbnail

High-order Modeling of Parametric Systems in Uncertainty Quantification I

Presenter
  • Akil Narayan
June 18, 2015
IMA
An Enhanced Pseudo-3D Model for Hydraulic Fracturing with Non-local Elasticity Thumbnail

An Enhanced Pseudo-3D Model for Hydraulic Fracturing with Non-local Elasticity

Presenter
  • Egor Dontsov
May 14, 2015
IMA
A structural model for coupled electricity markets Thumbnail

A structural model for coupled electricity markets

Presenter
  • Ruediger Kiesel
May 6, 2015
IPAM
Order Book Model and Related Optimal Liquidation Problem Thumbnail

Order Book Model and Related Optimal Liquidation Problem

Presenter
  • Jin Ma
April 17, 2015
IPAM

An effective model of facets formation

Presenter
  • Dima Ioffe
April 15, 2015
ICERM
An Agent-based Model for Financial Vulnerability Thumbnail

An Agent-based Model for Financial Vulnerability

Presenter
  • Richard Bookstaber
March 26, 2015
IPAM
An Integrated Model of Systemic Risk in Financial Networks Thumbnail

An Integrated Model of Systemic Risk in Financial Networks

March 23, 2015
IPAM

Numerical Methods and Uniqueness for the Canham-Helfrich Model of Biomembranes

Presenter
  • Thomas Yu
March 18, 2015
ICERM

How the Ising crystal grows

Presenter
  • Senya Shlosman
February 11, 2015
ICERM
Quantum computing with noninteracting particles Thumbnail

Quantum computing with noninteracting particles

Presenter
  • Alex Arkhipov
February 9, 2015
IAS