Event Archive

CANCELLED. Seminar by Philip Ernst (Rice University)
  1. February 22, 2021 - 3:30pm to 4:30pm
" Large population games in the weak formulation and their mean field game limits" by Ludovic Tangpi (Princeton University)
  1. February 8, 2021 - 3:30pm to 4:30pm
2nd UCSB InsurTech Summit
  1. January 29, 2021 - 12:00am
"Kriging the Local Volatility Surface" by Matthew Dixon (Illinois Institute of Technology)
  1. January 25, 2021 - 3:30pm to 4:30pm
10th Western Conference on Mathematical Finance
  1. January 15, 2021 - 12:00am to January 18, 2021 - 12:00am
"On Learning in Mean-Field Games" by Mathieu Laurière (Princeton University)
  1. January 11, 2021 - 3:30pm to 4:30pm
"Error Estimates for the Longstaff-Schwartz Least-Squares Monte Carlo Algorithm" by Daniel Zanger (UCSB)
  1. November 30, 2020 - 3:30pm to 4:30pm
"Percolation in Random Graphs of Infinite Rank" by Jimin Lin (UCSB)
  1. November 23, 2020 - 3:30pm to 4:30pm
"Analytical Solutions to the Constrained Markowitz Problem via Fixed Point Theory" by Alex Bernstein (UCSB)
  1. November 16, 2020 - 3:30pm to 4:30pm
"Bridging the gap of reinforcement learning for Mean Field Games and Mean Field control problems" by Andrea Angiuli (UCSB)
  1. November 9, 2020 - 3:30pm to 4:30pm
"Multi-Output Gaussian Processes for Multi-Population Longevity Modeling" by Nhan Huynh (PSTAT)
  1. October 26, 2020 - 3:30pm to 4:30pm
"Relative Arbitrage Opportunities in N Investors and Mean-Field Regimes" by Nicole Yang (PSTAT)
  1. October 19, 2020 - 3:30pm to 4:30pm
"Linear-Quadratic Stochastic Differential Games On Directed Networks" by Yichen Feng (PSTAT)
  1. October 12, 2020 - 3:30pm to 4:30pm
Seminar by Hao Xing (Boston U) - CANCELLED DUE TO COVID-19
  1. May 18, 2020 - 3:30pm to 4:30pm
Mean-Field Games Of Finite-Fuel Capacity Expansion With Singular Controls by Luciano Campi (LSE)
  1. May 11, 2020 - 11:00am to 12:00pm
Seminar by Christa Cuchiero (University of Vienna)
  1. April 27, 2020 - 11:00am to 12:00pm
Seminar by Maarten van Oordt (Bank of Canada)
  1. April 20, 2020 - 3:30pm to 4:30pm
Obfuscation and Honesty: Experimental Evidence on Insurance Demand with Multiple Distribution Channels by Claire Mouminoux (UCSB)
  1. March 9, 2020 - 3:30pm to 4:30pm
Mean field interaction on random graphs with dynamically changing multi-color edges by Ruoyu Wu (University of Michigan)
  1. February 24, 2020 - 3:30pm to 4:30pm
Semi-Coherent Multi-Population Mortality Modeling: The Impact on Longevity Risk Securitization by Wai-Sum Chan (CUHK)
  1. February 12, 2020 - 3:30pm to 4:30pm