Seminar Event

Results for Financial/Actuarial Mathematics events from 2022-01-01 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, 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 Utility Maximization with Peeking into the Future

Wednesday, February 16, 2022
Start: 4:00 PM
Location: Zoom Virtual *
Christoph Belak
TU Berlin
Financial/Actuarial Mathematics Convergence of Deep Solvers for Semilinear PDEs

Wednesday, March 09, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Johannes Wiesel
Columbia University
Financial/Actuarial Mathematics Measuring association with Wasserstein distances

Wednesday, March 16, 2022
Start: 3:00 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 Open Markets in Stochastic Portfolio Theory and Hybrid Jacobi Models

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

Wednesday, April 06, 2022
Start: 2:30 PM
Location: 2866 East Hall *
April Nellis
UM
Financial/Actuarial Mathematics A neural network approach to high-dimensional optimal switching problems with jumps in energy markets

Monday, April 11, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Huyen Pham
Universite de Paris
Financial/Actuarial Mathematics First Van Eenam Lecture: Deep Learning Methods for Stochastic Control And Partial Differential Equations

Wednesday, April 13, 2022
Start: 4:00 PM
Location: 1360 East Hall *
Huyen Pham
Universite de Paris
Financial/Actuarial Mathematics Second Van Eenam Lecture: Mean-Field Markov Decision Processes With Common Noise And Open-Loop Controls

Thursday, April 14, 2022
Start: 5:30 PM
Location: 1360 East Hall *
Huyen Pham
Universite de Paris
Financial/Actuarial Mathematics Third Van Eenam Lecture: Optimal Bidding Strategies for Digital Advertising With Social Interactions

Monday, April 18, 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

Seminar List

 

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