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IMA Video Library

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Annual Program Workshop
Forging a New Discipline: Data-driven Supply Chain Management
Date Title / Speaker
October 03, 2018 Crowdsourcing Operations: Incentivizing Bike Angels in America
David Shmoys (Cornell University)
Annual Program Workshop
October 03, 2018 Procurement in the twenty first century: New approaches to old problems
Awi Federgruen (Columbia University)
Annual Program Workshop
Financial and Economic Applications
Date Title / Speaker
June 15, 2018 On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate
Hong-Ming Yin (Washington State University)
Annual Program Workshop
June 15, 2018 Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models
Duy Nguyen (Marist College)
Annual Program Workshop
June 15, 2018 Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models
Ruihua Liu (University of Dayton)
Annual Program Workshop
June 14, 2018 Valuing Equity-Linked Insurance Products
Hailiang Yang (University of Hong Kong)
Annual Program Workshop
June 14, 2018 Derivatives Pricing in Nonlinear Models
Tom Bielecki (Illinois Institute of Technology)
Annual Program Workshop
June 14, 2018 Nonlinear Valuation in Theory and Practice
Dilip Madan (University of Maryland)
Annual Program Workshop
June 13, 2018 Viscosity Solutions to Parabolic Master Equations
Jianfeng Zhang (University of Southern California)
Annual Program Workshop
June 13, 2018 Large tournament games
Jaksa Cvitanic (California Institute of Technology)
Annual Program Workshop
June 13, 2018 Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
Huyen Pham (Université de Paris VII (Denis Diderot))
Annual Program Workshop
June 13, 2018 Stopping Behaviors of Naive and Non-Committed Sophisticated Agents
Xunyu Zhou (Columbia University)
Annual Program Workshop
June 12, 2018 Exit problem driven by alpha-stable process and its PDE characterization
Qingshuo Song (City University of Hong Kong)
Annual Program Workshop
June 12, 2018 Optimal Extraction and Taxation of Strategic Natural Resources: A Differential Game Approach
Moustapha Pemy (Towson State University)
Annual Program Workshop
June 12, 2018 Model Uncertainty Stochastic Mean-Field Control with Applications to Finance
Bernt Oksendal (University of Oslo)
Annual Program Workshop
June 11, 2018 Stock Loan Valuation Under Brownian Motion-Based and Markov Chain Stock Models
David Prager (Anderson University)
Annual Program Workshop
Special Workshop
Tutorial on Multiparameter Persistence, Computation, and Applications
Date Title / Speaker
August 15, 2018 Two-Parameter Persistence for Virtual Ligand Screening
Bryn Keller (Intel Corporation)
Special Workshop
August 15, 2018 Computation with Degree-Rips Bifiltrations
Roy Zhao (University of California, Berkeley)
Special Workshop
August 15, 2018 Software Tutorial
Michael Lesnick (Princeton University), Matthew Wright (St. Olaf College)
Special Workshop
August 15, 2018 Multiparameter Interleavings
Magnus Botnan (Vrije Universiteit Amsterdam)
Special Workshop
August 14, 2018 Statistics for a Computational Topologist, Part I
Brittany Terese Fasy (Montana State University)
Special Workshop
August 14, 2018 Computing Minimal Presentations of Bipersistence Modules in Cubic Time
Michael Lesnick (Princeton University)
Special Workshop
August 14, 2018 Visualizing Two-parameter Persistence
Matthew Wright (St. Olaf College)
Special Workshop
August 14, 2018 Quiver Representation Theory + Multiparameter Persistence
Magnus Botnan (Vrije Universiteit Amsterdam)
Special Workshop
August 14, 2018 Computation of Persistent Homology, Part II
Ulrich Bauer (Technical University of Munich)
Special Workshop
August 13, 2018 Morse Theory and Persistent Homology Computation
Gregory Henselman (University of Pennsylvania)
Special Workshop
August 13, 2018 An Introduction to Multi-D Persistent Homology
Michael Lesnick (Princeton University)
Special Workshop
August 13, 2018 Computation of Persistent Homology, Part I
Ulrich Bauer (Technical University of Munich)
Special Workshop
August 13, 2018 Applications of Persistence
Lori Ziegelmeier (Macalester College)
Special Workshop
August 13, 2018 Introduction to Persistent Homology
Matthew Wright (St. Olaf College)
Special Workshop

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