Seminar Event

Results for Financial/Actuarial Mathematics events from 2021-07-01 to 2022-06-30
Future or past events may be found by using the Search tab above.

This seminar is funded by the by Curtis E. Huntington Honorary Fund.

Seminar List

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Date Speaker Seminar Title
Wednesday, September 08, 2021
Start: 4:00 PM
Location: 1324 East Hall
Ali Kara
UM
Financial/Actuarial Mathematics Near-Optimality of Finite-Window Policies for POMDPs under Filter Stability and its Q-learning Convergence

Wednesday, September 22, 2021
Start: 4:00 PM
Location: 1324 East Hall
Qi Feng
UM
Financial/Actuarial Mathematics Signature Method for Option Pricing Problem With Path-Dependent Features

Wednesday, September 29, 2021
Start: 4:00 PM
Location: 1324 EH East Hall *
Dominykas Norgilas
UM
Financial/Actuarial Mathematics A Potential-based Construction of the Increasing Spermartingale Coupling

Wednesday, October 06, 2021
Start: 4:00 PM
Location: 1324 East Hall
Donghan Kim
UM
Financial/Actuarial Mathematics Pathwise Generation of Trading Strategies.

Wednesday, October 13, 2021
Start: 4:00 PM
Location: 1324 EH East Hall *
Prakash Chakraborty
UM
Financial/Actuarial Mathematics Mean field control and finite agent approximation for regime-switching jump diffusions

Wednesday, October 20, 2021
Start: 4:00 PM
Location: 1324 East Hall
Shuoqing Deng
UM
Financial/Actuarial Mathematics Entropy martingale optimal transport: general duality in discrete time

Wednesday, November 10, 2021
Start: 4:00 PM
Location: 1324 East Hall
Chuhao Sun
UM
Financial/Actuarial Mathematics Optimal ergodic harvesting under ambiguity

Wednesday, December 01, 2021
Start: 4:00 PM
Location: 1324 East Hall
Ethan Zell
UM
Financial/Actuarial Mathematics Finite-state discounted and ergodic mean field games

Wednesday, December 15, 2021
Start: 4:00 PM
Location: 1360 East Hall *
NIng Ning
UM- Stat
Financial/Actuarial Mathematics High-dimensional Generalized Stochastic Volatility Models

Wednesday, January 05, 2022
Start: 2:00 PM
Location: Zoom Virtual *
Huining Yang
Oxford
Financial/Actuarial Mathematics Learning in Linear Quadratic Framework: From Single-agent to Multi-agent

Wednesday, January 05, 2022
Start: 4:00 PM
Location: Zoom Virtual *
Mehdi Talbi
Ecole Poytechnique
Financial/Actuarial Mathematics Dynamic programming equation for the mean field optimal stopping problem

Wednesday, January 12, 2022
Start: 3:00 PM
Location: Zoom Virtual *
Lorant Nagy
Alfred Renyi Institute
Financial/Actuarial Mathematics Young, Timid, and Risk Takers

Wednesday, January 12, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Purba Das
Oxford
Financial/Actuarial Mathematics Rough volatility: fact or artefact?

Wednesday, January 19, 2022
Start: 4:00 PM
Location: Zoom Virtual *
Paul Zhang
UCSD
Financial/Actuarial Mathematics McKean-Vlasov equations involving hitting times: blow-ups and global solvability

Wednesday, February 02, 2022
Start: 4:00 PM
Location: Zoom Virtual *
Soren Christensen
Christian-Albrechts-University Kiel
Financial/Actuarial Mathematics Learning to reflect - Data-driven solutions to singular control problems

Wednesday, February 09, 2022
Start: 4:00 PM
Location: On Zoom Virtual *
Yan Dolinsky
University of Jerusalem
Financial/Actuarial Mathematics TBA

Wednesday, February 16, 2022
Start: 4:00 PM
Location: 1324 East Hall
Christoph Belak
TU Berlin
Financial/Actuarial Mathematics TBA

Wednesday, March 09, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Qi Feng
UM
Financial/Actuarial Mathematics TBA

Wednesday, March 16, 2022
Start: 4:00 PM
Location: Zoom Virtual *
Yufei Zhang
LSE
Financial/Actuarial Mathematics Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models

Wednesday, March 23, 2022
Start: 4:00 PM
Location: Zoom Virtual *
David Itkin
Carnegie Mellon
Financial/Actuarial Mathematics TBA

Wednesday, March 30, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Philip Ernst
Rice University
Financial/Actuarial Mathematics Quickest real-time detection of a Brownian coordinate drift

Wednesday, April 06, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Zhenhua Wang
UM
Financial/Actuarial Mathematics On Equilibrium Concepts of Time-inconsistent Stopping for One-dimensional Diffusion Processes

Wednesday, April 13, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Huyen Pham
Paris 7
Financial/Actuarial Mathematics TBA

Seminar List

 

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