Northwest Probability Seminar - Session 1
The local max-cut problem asks to find a partition of the vertices in a weighted graph such that the cut weight cannot be improved by moving a single vertex (that ...
Microsoft Research
Jeff Calder: "Discrete regularity for graph Laplacians"
High Dimensional Hamilton-Jacobi PDEs 2020 Workshop IV: Stochastic Analysis Related to Hamilton-Jacobi PDEs "Discrete regularity for graph Laplacians" ...
Institute for Pure & Applied Mathematics (IPAM)
Luciano Campi, seminar - 15 February 2018
QUANTITATIVE FINANCE SEMINARS @ SNS Prof. Luciano Campi, London School of Economics Nonzero-sum stochastic differential games with impulse ...
SNS Channel Mathematical and Natural Sciences
On the connection between the Kannan-Lovasz-Simonovits conjecture and the variance conjectur
We consider the uniform measure over a high-dimensional isotropic convex body. We prove that, up to logarithmic factors, the corresponding isoperimetric ...
Microsoft Research
Research in Options 2019 - Julien Guyon - The Joint S&P 500/VIX Smile Calibration Puzzle Solved...
Speaker: Julien Guyon (Bloomberg, Columbia University & NYU) - The Joint S&P 500/VIX Smile Calibration Puzzle Solved: A Dispersion-Constrained ...
Instituto de Matemática Pura e Aplicada
AQC 2016 - Simulated Quantum Annealing Can Be Exponentially Faster Than Classical
A Google TechTalk, June 27, 2016, presented by Elizabeth Crosson (Caltech) ABSTRACT: Simulated Quantum Annealing Can Be Exponentially Faster Than ...
GoogleTechTalks
Brooklyn Quant Experience (BQE) Lecture Series: Agostino Capponi
The Department of Finance & Risk Engineering welcomed Dr. Agostino Capponi, Associate Professor at Columbia University, on April 23, 2020 as part of the ...
NYU Tandon School of Engineering
Finite dimensional realizations for the CNKK-volatility surface model | Josef Teichmann
Finite dimensional realizations for the CNKK-volatility surface model | Лектор: Josef Teichmann | Организатор: Математическая лаборатория имени ...
Лекториум
IMPA-Bath Workshop in Mathematics - Jorge Zubelli (IMPA)
IMPA-Bath Workshop in Mathematics IMPA, Rio de Janeiro, January 23 - 27, 2017 Promoting collaboration in Probability and Applied Mathematics A ...
Instituto de Matemática Pura e Aplicada
Gang George Yin: "High-Dimensional HJBs: Mean-Field Limits and McKean-Vlasov Equations"
High Dimensional Hamilton-Jacobi PDEs 2020 Workshop I: High Dimensional Hamilton-Jacobi Methods in Control and Differential Games "High-Dimensional ...
Institute for Pure & Applied Mathematics (IPAM)
Rumours, consensus and epidemics on networks (Lecture 2) by A Ganesh
PROGRAM : ADVANCES IN APPLIED PROBABILITY ORGANIZERS : Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah and Piyush Srivastava ...
International Centre for Theoretical Sciences
Research in Options 2015 - Chris Rogers (University of Cambridge, UK)
Research in Options 2015 Chris Rogers (University of Cambridge, UK) Página do Evento: http://www.impa.br/opencms/en/eventos/store/evento_1513 Download ...
Instituto de Matemática Pura e Aplicada
Research in Options 2019 - Ryan Donnelly - Insider Trading with Activism and Residual Risk
Speaker: Ryan Donnelly (King's College London) - Insider Trading with Activism and Residual Risk Videos playlist: http://bit.ly/2DwI8ae Minicourse Program: ...
Instituto de Matemática Pura e Aplicada
Yves Hilpisch - DX Analytics -- A Python-based Library for Derivatives Analytics
View Yves' slides here: http://www.hilpisch.com/YH_DX_Analytics_London.html Derivatives analytics is one of the most compute and data intensive areas in the ...
PyData
One World SP Seminar (19/06/2020) - Anna Scaglione
"Modeling and learning social influence from opinion dynamics under attack" by Prof. Anna Scaglione (ASU) More information available at ...
One World SP
Panorama of Mathematics: Stanislav Smirnov
Panorama of Mathematics To celebrate the tenth year of successful progression of our cluster of excellence we organized the conference "Panorama of ...
Hausdorff Center for Mathematics
Cover times, blanket times, and the Gaussian free field
The cover time of a finite graph G (the expected time for simple random walk to visit all vertices) has been extensively studied, yet a number of fundamental ...
Microsoft Research
Logarithmic fluctuations from circularity
Starting with n particles at the origin in Z^d, let each particle in turn perform simple random walk until reaching an unoccupied site. Lawler, Bramson and ...
Microsoft Research
BOOTCAMP on Quant Finance I Financial Engineering for Geeks I An Overview
Best Course BOOTCAMP on Quantitative Finance. Basic to Advanced level workshop on Valuation of Deivatives. Best Course on Finance for all students and ...
Ulurn
#Tembine: Lecture 2: mean-field-type games #mftg #gametheory
Lecture 2.
LnG Lab
NCCR SwissMAP - Conformal invariance of lattice models
NCCR SwissMAP - Master Class in Planar Statistical Physics Conformal invariance of lattice models by Smirnov Stanislav (27 May 2016)
NCCR SwissMAP
Central limit theorem | Wikipedia audio article
This is an audio version of the Wikipedia Article: https://en.wikipedia.org/wiki/Central_limit_theorem 00:03:17 1 Independent sequences 00:03:28 1.1 Classical ...
Subhajit Sahu
