Start date cannot be after end date.
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
Presenter
- Frank Kelly
June 25, 2015
IMA
Validating Computational Predictions of Unobserved Quantities
Presenter
- Robert Moser
June 24, 2015
IMA
Designing Optimal Spectral Filters and Low-Rank Matrices for Inverse Problems
Presenter
- Julianne Chung
June 24, 2015
IMA
Modeling Challenges for Credit Risk and Economic Forecasting
Presenter
- Bill Morokoff
May 21, 2015
IPAM
Modeling Hydraulic Fracture Propagation Using a Coupled Extended Finite Element Method
Presenter
- Elizaveta Gordeliy
May 12, 2015
IMA
Stochastic models of stem cell dedifferentiation in cancer
Presenter
- Alexandra Jilkine
April 15, 2015
MBI
Dynamics of order positions and related queues in limit order books
Presenter
- Xin Guo
April 14, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part 3)
Presenter
- Rama Cont
March 12, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part2)
Presenter
- Rama Cont
March 12, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part 1)
Presenter
- Rama Cont
March 12, 2015
IPAM