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Solving Heterogeneous Agent Models with the Master Equation
Presenter
- Adrien Bilal
October 28, 2021
IMSI
A multi-population traffic flow model on networks accounting for vehicle automation
Presenter
- Paola Goatin
November 20, 2020
IPAM
Multilevel Monte Carlo methods for discontinuous payoffs in the Heston model
Presenter
- Andreas Neuenkirch
September 16, 2014
ICERM
Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
Presenter
- Huyen Pham
June 13, 2018
IMA
Data-Driven Discovery of Geophysical Dynamics with Uncertainty Quantification
Presenter
- Chris Wikle
September 23, 2022
IMSI
Leakage in the Cell Probe Model - Lower Bounds for Response Hiding Encrypted Multi-Maps
Presenter
- Giuseppe Persiano
June 10, 2019
ICERM
Multi-name default intensity models under stochastic time-change
Presenter
- Michael Gordy
March 25, 2015
IPAM
Coprime Factorizations and Reduction of Linear Parameter-varying Systems
Presenter
- Carolyn Beck
January 17, 2007
IMA
Treatment Allocations Based on Multi-Armed Bandit Strategies
Presenter
- Yuhong Yang
September 15, 2017
IMA
Multi-physics inversion approaches for reservoir characterization and monitoring
Presenter
- Aria Abubakar
May 4, 2017
IPAM