Stocastic portfolio optimization
Stochastic optimization determines the optimimum configuration for your decision when the outcome is uncertain. This seminar ...
Vose Software
Modeling stock market data using a stochastic model
Prof. Osei Kofi Tweneboah (Ramapo College, USA) presents his research on the application of stochastic models to stock market ...
Ghana Numerical Analysis
Kurt Johansson: Edge fluctuations of limit shapes (I)
This talk of Kurt Johansson was given on November 19, 2016 at the CDM 2016 conference at Harvard University.
Harvard Mathematics Department
Information Theory of Deep Learning...
Information Theory of Deep Learning - The Special Role of Stochastic Gradient Descent and the Information Bottleneck Limit ...
ICTP Quantitative Life Sciences
Ralf Hiptmair - Frequency-Explicit Shape Uncertainty Quantification for Acoustic Scattering
This talk was part of the Workshop on "UQ in kinetic and transport equations and in high-frequency wave propagation" held at the ...
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)
"Trading without Regret" by Dr. Michael Kearns
Talk by Dr. Michael Kearns, Professor at the Computer and Information Science Department at the University of Pennsylvania.
Quantopian
EE564 Lecture 17 - Bivariate Gaussian Distribution, Transformation of Pairs of RVs
EE564 Stochastic Systems, Fall 2020 at LUMS. Lecture 17 Bivariate Gaussian Distribution, and Independent Random Variables ...
Momin Uppal
Ellipticality (Technical)
Modern financial theory assumes that distributions are elliptical. We show what happens if the assumption doesn't hold. And the ...
N N Taleb's Probability Moocs
6 8210 Spring 2023 Lecture 13: Trajectory Stabilization
underactuated
Robust Sparse Covariance Estimation by Thresholding Tyler's M-estimator
Boaz Nadler (Weizmann Institute of Science) ...
Simons Institute
Francis Bach " Beyond stochastic gradient descent for large-scale machine learning"
Tuesday March the 7th at 12.30 p.m in the Salle Jaurès at Ecole Normale Superieure, 29 rue d'Ulm, in Paris. Speaker: Francis ...
Data science colloquium CFM-ENS
OWOS: Darinka Dentcheva - "Subregular Recourse in Multistage Stochastic Optimization"
The twenty-second talk in the third season of the One World Optimization Seminar given on June 14th, 2021, by Darinka ...
One World Optimization Seminar
(Chaire Pdf-PSE) Numerically Stable and Accurate Stochastic Simulation Approaches
Kenneth L. Judd, Lilia Maliar and Serguei Maliar.
Paris School of Economics
Large Scale Simulations and Stochastic Modeling of Interfacial Transport Processes by Pouria Mistani
For more details please refer to my dissertation available for download from the Open Access eScholarship platform: ...
Pouria Mistani
Order and symmetry-breaking in the fluctuations of driven systems by Pablo Hurtado
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 ...
International Centre for Theoretical Sciences
33 Stochastic Gradient Descent Implementation | Artificial Intelligence Course | Datajango
Day33 Stochastic Gradient Descent Implementation Industry Driven Artificial Intelligence (AI) Course by Venkata Rama Raju ...
Data Jango - The Data scientist factory
A Class of C2 Interpolating Splines - Paper Presentation at SIGGRAPH 2020
Cem Yuksel, "A Class of C2 Interpolating Splines," ACM Transactions on Graphics, 2020.
Cem Yuksel
Statistical consequences of fat tails | Amazon Consumer Science Summit
In late September, Amazon's consumer science organization held its seventh annual Consumer Science Summit, which focused ...
Amazon Science
to my ex…
what would your next lyric be if you were writing this song? ❤️ pre-save The End: https://ffm.to/the_end_presave Subscribe ...
Avanti Nagral
Tomohiro Sasamoto, Spin current statistics for the quantum 1D XX spin chain and the Bessel kernel
Friday Seminar held in association with the CMI-HIMR Integrable Probability Summer School.
Clay Mathematics Institute
Machine Learning Models for the Interest Rates: Day 2
Session Two/Day 2: Machine Learning Models in Q- and P-Measure Wednesday 8th June: 15.00 - 17.00 BST Timing: each ...
Quants Hub & BTRM
Executive Committee Meeting April 20, 2023
A meeting of the NYCBERS Executive Committee held on April 20, 2023.
Board of Education Retirement System of New York
CAM Colloquium Nov 11, 2022 Elizabeth Paul Advancing magnetic confinement through shape optimization
Abstract: A stellarator confines plasma using non-axisymmetric magnetic fields for fusion energy sciences. This concept provides ...
CAM - Cornell Center for Applied Math Colloquium
(Plenary) Tryphon Georgiou - Principles of Energy Harvesting in Stochastic Thermodynamic Engines
Abstract: The recent confluence of three subjects, Stochastic Control, Optimal Mass Transport, and Stochastic Thermodynamics, ...
Schmid College of Science, Chapman University
GMDSI - J. Doherty - Well-Posed Inverse Problems
This video shows how parameters can be estimated when model calibration constitutes a well-posed inverse problem.
Francesca Lotti
FRINGE 2021 - Day 4 Subsidence and Deformation III
Subsidence and Deformation III.
EO Open Science
Lecture 12 Kalman Filters -- CS287-FA19 Advanced Robotics at UC Berkeley
Instructor: Pieter Abbeel Course Website: https://people.eecs.berkeley.edu/~pabbeel/cs287-fa19/
Pieter Abbeel
Principal Component Analysis | MIT Computational Thinking | Spring 2021 | Lecture 8
For more info on the Julia Programming Language, follow us on Twitter: https://twitter.com/JuliaLanguage 0:00 Introduction: ...
The Julia Programming Language
Remainder-Form Decomposition Functions & Their Applications to Guaranteed Reachability, ...
Speaker: Mohammad Khajenejad (Department of Mechanical and Aerospace Engineering at the University of California, San ...
Interval methods in control engineering
Markov Chain Monte Carlo (MCMC) for Parameter Estimation (Matlab)
Hi everyone! This video is about how to implement the Markov Chain Monte Carlo (MCMC) method in Matlab, and how to use it to ...
Mike Saint-Antoine
