Videos

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Generalized fast multipole method Thumbnail

Generalized fast multipole method

Presenter
  • Eric Darve
August 2, 2010
IMA
Optimal brokerage contracts in Almgren-Chriss model Thumbnail

Optimal brokerage contracts in Almgren-Chriss model

Presenter
  • Sergey Nadotchiy
April 1, 2022
IMSI
Radon-like operators of intermediate dimension Thumbnail

Radon-like operators of intermediate dimension

Presenter
  • Philip Gressman
May 15, 2017
SLMath
Karoly Boroczky - Equality in the Reverse Brascamp Lieb Inequality Thumbnail

Karoly Boroczky - Equality in the Reverse Brascamp Lieb Inequality

Presenter
  • Karoly Boroczky
February 7, 2022
IPAM

Signatures, tensor decompositions, and nonlinear algebra

Presenter
  • Anna Seigal
July 9, 2021
ICERM
The Kikuchi Hierarchy and Tensor PCA Thumbnail

The Kikuchi Hierarchy and Tensor PCA

Presenter
  • Alex Wein
May 3, 2021
IPAM
Connecting Order Flow with Execution Costs Thumbnail

Connecting Order Flow with Execution Costs

Presenter
  • Michael Ludkovski
April 14, 2015
IPAM
A Closed-Form Execution Strategy to Target VWAP Thumbnail

A Closed-Form Execution Strategy to Target VWAP

Presenter
  • Alvaro Cartea
April 14, 2015
IPAM