|
June 15, 2018 |
On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate
Hong-Ming Yin (Washington State University) |
Financial and Economic Applications |
|
June 15, 2018 |
Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models
Duy Nguyen (Marist College) |
Financial and Economic Applications |
|
June 15, 2018 |
Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models
Ruihua Liu (University of Dayton) |
Financial and Economic Applications |
|
June 14, 2018 |
Valuing Equity-Linked Insurance Products
Hailiang Yang (University of Hong Kong) |
Financial and Economic Applications |
|
June 14, 2018 |
Derivatives Pricing in Nonlinear Models
Tom Bielecki (Illinois Institute of Technology) |
Financial and Economic Applications |
|
June 14, 2018 |
Nonlinear Valuation in Theory and Practice
Dilip Madan (University of Maryland) |
Financial and Economic Applications |
|
June 13, 2018 |
Viscosity Solutions to Parabolic Master Equations
Jianfeng Zhang (University of Southern California) |
Financial and Economic Applications |
|
June 13, 2018 |
Large tournament games
Jaksa Cvitanic (California Institute of Technology) |
Financial and Economic Applications |
|
June 13, 2018 |
Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
Huyen Pham (Université de Paris VII (Denis Diderot)) |
Financial and Economic Applications |
|
June 13, 2018 |
Stopping Behaviors of Naive and Non-Committed Sophisticated Agents
Xunyu Zhou (Columbia University) |
Financial and Economic Applications |
|
June 12, 2018 |
Exit problem driven by alpha-stable process and its PDE characterization
Qingshuo Song (City University of Hong Kong) |
Financial and Economic Applications |
|
June 12, 2018 |
Optimal Extraction and Taxation of Strategic Natural Resources: A Differential Game Approach
Moustapha Pemy (Towson State University) |
Financial and Economic Applications |
|
June 12, 2018 |
Variance Swaps on Time-Changed Markov Processes
Roger Lee (University of Chicago) |
Financial and Economic Applications |
|
June 12, 2018 |
Model Uncertainty Stochastic Mean-Field Control with Applications to Finance
Bernt Oksendal (University of Oslo) |
Financial and Economic Applications |
|
June 11, 2018 |
Stock Loan Valuation Under Brownian Motion-Based and Markov Chain Stock Models
David Prager (Anderson University) |
Financial and Economic Applications |
|
June 11, 2018 |
The value of foresight
Philip Ernst (Rice University) |
Financial and Economic Applications |
|
June 11, 2018 |
Portfolio Optimization Problems for Models with Delays
Tao Pang (North Carolina State University) |
Financial and Economic Applications |
|
June 11, 2018 |
Optimal Execution Problem under McKean-Vlasov Liquidity Dynamics
Jin Ma (University of Southern California) |
Financial and Economic Applications |
|
June 11, 2018 |
Predictable forward performance processes: The binomial case
Thaleia Zariphopoulou (The University of Texas at Austin) |
Financial and Economic Applications |
|
June 08, 2018 |
SDEs and SDDEs in population dynamics
Chenggui Yuan (Swansea University) |
Ecological and Biological Systems |
|
June 08, 2018 |
Multi-scale Dynamics and Information: Data Driven and Random Dynamical Systems
Navaratnam Sri Namachivaya (University of Illinois at Urbana-Champaign) |
Ecological and Biological Systems |
|
June 08, 2018 |
Parallel in time steady state averaging of multi-scale biochemical reaction kinetics
Ting Wang (University of Delaware) |
Ecological and Biological Systems |
|
June 07, 2018 |
Population Systems: Stochastic versus Deterministic
Xuerong Mao (University of Strathclyde) |
Ecological and Biological Systems |
|
June 07, 2018 |
Coexistence and extinction for stochastic difference equations
Sebastian Schreiber (University of California, Davis) |
Ecological and Biological Systems |
|
June 07, 2018 |
The Insulin Signaling Pathway and Growth Regulation
Peter Bates (Michigan State University) |
Ecological and Biological Systems |
|
June 07, 2018 |
Chronic Hepatitis B virus and Liver fibrosis
Avner Friedman (The Ohio State University) |
Ecological and Biological Systems |
|
June 06, 2018 |
Role of epigenetics in cancer drug resistance
Jasmine Foo (University of Minnesota, Twin Cities) |
Ecological and Biological Systems |
|
June 06, 2018 |
The Probability and Duration of Epidemics in Stochastic Multistage or Multigroup Models
Linda Allen (Texas Tech University) |
Ecological and Biological Systems |
|
June 06, 2018 |
Techniques for Model Comparison for Stochastic Models: CTMC,SDE, RDE
H.T. Banks (North Carolina State University) |
Ecological and Biological Systems |
|
June 05, 2018 |
Multiscale stochastic reaction-diffusion algorithms for biochemical networks
Hye-Won Kang (University of Maryland Baltimore County) |
Ecological and Biological Systems |
|
June 05, 2018 |
Large deviations for models in Systems Biology
Lea Popovic (Concordia University) |
Ecological and Biological Systems |
|
June 05, 2018 |
Mathematical Modeling of Urban Air Quality: A Case Study for Medellin, Colombia
Olga Lucia Quintero Montoya (Universidad EAFIT) |
Data Science Seminar |
|
June 05, 2018 |
Matrix models for the Darwinian dynamics of structured populations and some applications to the threat of extinction from climate change
Jim Cushing (University of Arizona) |
Ecological and Biological Systems |
|
June 05, 2018 |
From Signaling to Movement -- Mathematical and Computational Problems in Cell Motility
Hans Othmer (University of Minnesota, Twin Cities) |
Ecological and Biological Systems |
|
June 05, 2018 |
Population models as partial observations of genealogical models
Thomas Kurtz (University of Wisconsin, Madison) |
Ecological and Biological Systems |
|
June 04, 2018 |
Persistence and extinction of some stochastic Kolmogorov systems
Dang Hai Nguyen (Wayne State University) |
Ecological and Biological Systems |
|
June 04, 2018 |
Asymptotic harvesting of populations in random environments
Alexandru Hening (Tufts University) |
Ecological and Biological Systems |
|
June 04, 2018 |
Lattice Models with complex interaction structures
Xiaoying (Maggie) Han (Auburn University) |
Ecological and Biological Systems |
|
June 04, 2018 |
Asymptotic behaviour of a neural field lattice model with a Heaviside operator
Peter Kloeden (Johann Wolfgang Goethe-Universität Frankfurt) |
Ecological and Biological Systems |
|
June 04, 2018 |
Optimal control techniques for management strategies in biological models
Suzanne Lenhart (University of Tennessee) |
Ecological and Biological Systems |
|
June 04, 2018 |
Dynamic bifurcations in smooth and non-smooth systems with forcing and delays
Rachel Kuske (Georgia Institute of Technology) |
Ecological and Biological Systems |
|
May 31, 2018 |
Flagellated micro-swimmers in a viscous fluid
Sookkyung Lim (University of Cincinnati) |
Workshop for Women in Mathematical Biology |
|
May 31, 2018 |
A Mathematical Model of the Bivalent Binding of Thrombin to Fibrin
Karin Leiderman (Colorado School of Mines) |
Workshop for Women in Mathematical Biology |
|
May 31, 2018 |
Embracing complexity of the tumor microenvironment for personalized medicine
Katarzyna Rejniak (Moffitt Cancer Center) |
Workshop for Women in Mathematical Biology |
|
May 30, 2018 |
Cytoskeletal mechanics of asymmetrically dividing cells: a mathematical modelling perspective
Blerta Shtylla (Pomona College) |
Workshop for Women in Mathematical Biology |
|
May 30, 2018 |
Multiscale Modeling of Axonal Cytoskeleton Dynamics in Diseases
Chuan Xue (The Ohio State University) |
Workshop for Women in Mathematical Biology |
|
May 30, 2018 |
Glioblastoma recurrence and the role of MGMT promoter methylation
Katie Storey (University of Minnesota, Twin Cities) |
Workshop for Women in Mathematical Biology |
|
May 30, 2018 |
Direct and indirect effects of species interactions in disease systems
Zoi Rapti (University of Illinois at Urbana-Champaign) |
Workshop for Women in Mathematical Biology |
|
May 30, 2018 |
Piecewise smooth maps for the circadian modulation of sleep-wake dynamics
Victoria Booth (University of Michigan) |
Workshop for Women in Mathematical Biology |
|
May 30, 2018 |
Variability of Calcium Dynamics in Brain Astrocyte Cells
Alla Borisyuk (The University of Utah) |
Workshop for Women in Mathematical Biology |
|
May 29, 2018 |
A Mathematical Model for Enzyme Clustering in Glucose Metabolism
Hye-Won Kang (University of Maryland Baltimore County) |
Workshop for Women in Mathematical Biology |
|
May 29, 2018 |
Modeling Prion Replication within a Growing Yeast Population
Suzanne Sindi (University of California, Merced) |
Workshop for Women in Mathematical Biology |
|
May 29, 2018 |
Identifying robust cancer treatment protocols from small experimental datasets
Jana Gevertz (The College of New Jersey) |
Workshop for Women in Mathematical Biology |
|
May 29, 2018 |
Parameter uncertainty quantification using surrogate models applied to a spatial model of yeast mating polarization
Ching-Shan Chou (The Ohio State University) |
Workshop for Women in Mathematical Biology |
|
May 29, 2018 |
Parameter identifiability and uncertainty in modeling infectious disease interventions
Marisa Eisenberg (University of Michigan) |
Workshop for Women in Mathematical Biology |
|
May 25, 2018 |
Lecture
Vin de Silva (Pomona College) |
Bridging Statistics and Sheaves |
|
May 24, 2018 |
Connecting Measures with Sheaves
Anthea Monod (Columbia University) |
Bridging Statistics and Sheaves |
|
May 24, 2018 |
Measuring and exploiting data-model fit with sheaves
Michael Robinson (American University) |
Bridging Statistics and Sheaves |
|
May 24, 2018 |
Synchronization Problems: From Geometry to Learning
Tingran Gao (University of Chicago) |
Bridging Statistics and Sheaves |
|
May 24, 2018 |
Connectivity and Coverage in Multilayer Networks
Prithwish Basu (Bolt Beranek and Newman (BBN) Laboratories, Inc.) |
Bridging Statistics and Sheaves |
|
May 23, 2018 |
Multiparameter Persistence via Geometric Topology
Michael Catanzaro (University of Florida) |
Bridging Statistics and Sheaves |
|
May 23, 2018 |
Cellular cosheaves for distributed computation of persistent homology
Hee Rhang (Iris) Yoon (University of Pennsylvania) |
Bridging Statistics and Sheaves |
|
May 23, 2018 |
Local-to-global in random topology
Omer Bobrowski (Technion-Israel Institute of Technology) |
Bridging Statistics and Sheaves |
|
May 23, 2018 |
Lecture
Robert Ghrist (University of Pennsylvania) |
Bridging Statistics and Sheaves |
|
May 22, 2018 |
Stratification Learning with Computational Topology: Overview, Challenges, and Opportunities
Bei Wang (The University of Utah) |
Bridging Statistics and Sheaves |
|
May 22, 2018 |
Persistent Local Systems
Amit Patel (Colorado State University) |
Bridging Statistics and Sheaves |
|
May 22, 2018 |
Persistent homology and microlocal sheaf theory
Pierre Schapira (Université de Paris VI (Pierre et Marie Curie)) |
Bridging Statistics and Sheaves |
|
May 21, 2018 |
Open Problems in Sheaves of Measured Data
Emilie Purvine (Pacific Northwest National Laboratory) |
Bridging Statistics and Sheaves |
|
May 21, 2018 |
How many directions determine shape and other sufficiency results for topological transforms
Katharine Turner (Australian National University) |
Bridging Statistics and Sheaves |
|
May 21, 2018 |
Statistical models and sheaves
Sayan Mukherjee (Duke University) |
Bridging Statistics and Sheaves |
|
May 21, 2018 |
Reeb graphs, Mapper graphs, and Metrics
Elizabeth Munch (Michigan State University) |
Bridging Statistics and Sheaves |
|
May 21, 2018 |
Introduction to (Co)Sheaves and Open Problems
Justin Curry (University at Albany (SUNY)) |
Bridging Statistics and Sheaves |
|
May 18, 2018 |
The Value of Price Discrimination in Large Random Networks
Ankur Mani (University of Minnesota, Twin Cities) |
Queueing and Networks |
|
May 18, 2018 |
Fluid Models of Parallel Service Systems under FCFS
Hanqin Zhang (National University of Singapore) |
Queueing and Networks |
|
May 18, 2018 |
The Electric Power Grid: Potential Problems with Renewable Sources and New Types of Loads
Michael Polis (Oakland University) |
Queueing and Networks |
|
May 17, 2018 |
Seminar: Data Recovery, Information Revealing, Tensor Completion and Optimization
Shuzhong Zhang (University of Minnesota, Twin Cities) |
Queueing and Networks |
|
May 17, 2018 |
The Method of Chaining for Many Server Queues
Guodong Pang (The Pennsylvania State University) |
Queueing and Networks |
|
May 17, 2018 |
An Averaging Principle for Two-Time-Scale Functional Diffusions
Fuke Wu (Huazhong University of Science and Technology) |
Queueing and Networks |
|
May 17, 2018 |
Ergodic properties of Lévy-driven SDEs arising from multiclass many-server networks, and ergodic control of a related class of jump diffusions
Aristotle Arapostathis (The University of Texas at Austin) |
Queueing and Networks |
|
May 16, 2018 |
We are on the Way: Analysis of On-Demand Ride-Hailing Systems
Guangwen Kong (University of Minnesota, Twin Cities) |
Queueing and Networks |
|
May 16, 2018 |
Dynamic Market Prices for Call Centers with Co-Sourcing Subject to Non-stationary Demand
Sherwin Doroudi (University of Minnesota, Twin Cities) |
Queueing and Networks |
|
May 16, 2018 |
Asymptotically Optimal Inventory Control for Assemble-to-Order Systems
Martin Reiman (Columbia University) |
Queueing and Networks |
|
May 16, 2018 |
Sensitivity Analysis for Reflected Diffusions in Convex Polyhedral Domains
Kavita Ramanan (Brown University) |
Queueing and Networks |
|
May 15, 2018 |
A Dirichlet Process Characterization of RBM in a Wedge
Joshua Reed (New York University) |
Queueing and Networks |
|
May 15, 2018 |
Controlled Sensing in Social Networks
Vikram Krishnamurthy (Cornell University) |
Queueing and Networks |
|
May 15, 2018 |
A Network Model for Financial Systemic Risk
David Yao (Columbia University) |
Queueing and Networks |
|
May 15, 2018 |
Control Policies Approaching HGI Performance in Heavy Traffic for Resource Sharing Networks
Amarjit Budhiraja (University of North Carolina, Chapel Hill) |
Queueing and Networks |
|
May 14, 2018 |
Mathematicothermodynamics
Hong Qian (University of Washington) |
Queueing and Networks |
|
May 14, 2018 |
Steady-state convergence
Jim Dai (Cornell University) |
Queueing and Networks |
|
May 11, 2018 |
Linear Quadratic Mean Field Games: Asymptotic solvability and the fixed point approach
Minyi Huang (Carleton University) |
Stochastic Control, Computational Methods, and Applications |
|
May 11, 2018 |
Mean Field Games on Infinite Networks and the Graphon-MFG Equations
Peter Caines (McGill University) |
Stochastic Control, Computational Methods, and Applications |
|
May 11, 2018 |
Linear-quadratic control for bilinear evolution equations with Gauss-Volterra processes
Bozenna Pasik-Duncan (University of Kansas) |
Stochastic Control, Computational Methods, and Applications |
|
May 11, 2018 |
Some Explicitly Solvable Stochastic Differential Games
Tyrone Duncan (University of Kansas) |
Stochastic Control, Computational Methods, and Applications |
|
May 10, 2018 |
Optimal Harvesting Strategies for a Predator-Prey System in Fluctuating Environments.
Dang Hai Nguyen (Wayne State University) |
Stochastic Control, Computational Methods, and Applications |
|
May 10, 2018 |
Data Assimilation for High Dimensional Systems – Challenges, algorithms and opportunities
Wei Kang (Naval Postgraduate School) |
Stochastic Control, Computational Methods, and Applications |
|
May 10, 2018 |
On the independence of the value function for stochastic differential games of the probability space
Nicolai Krylov (University of Minnesota, Twin Cities) |
Stochastic Control, Computational Methods, and Applications |
|
May 10, 2018 |
Stationary-Action for Conservative Systems and Diffusion-Based Representations for the Schrödinger Equation
William McEneaney (University of California, San Diego) |
Stochastic Control, Computational Methods, and Applications |
|
May 10, 2018 |
Minimum Energy Estimation Applied to the Lorenz Attractor
Arthur Krener (Naval Postgraduate School) |
Stochastic Control, Computational Methods, and Applications |
|
May 09, 2018 |
Deep Learning-Based Numerical Methods for High-Dimensional Stochastic Control Problems and Parabolic PDEs
Jiequn Han (Princeton University) |
Stochastic Control, Computational Methods, and Applications |
|
May 09, 2018 |
Discrete-Time Hybrid Control Models
Hector Jasso-Fuentes (CINVESTAV) |
Stochastic Control, Computational Methods, and Applications |
