Â鶹APP

A Parsimonious Model of Loss Given Default in Changing Conditions

HostDepartment of Applied Mathematics Description A bank loan might pay off as promised or it might default. Default exposes the bank to loss. When the loss is expressed as a fraction of the loan...

Markov Bases: How to Use Them and How to Compute Them

Host Department of Applied Mathematics Speaker Johannes Rauh Institute for Algebraic Geometry, University of Hannover http://www2.iag.uni-hannover.de/~jrauh/index.php Description To run Fisher's exact...

On a Nonlocal Refuge Model with a Partial Control

HostDepartment of Applied Mathematics SpeakerJérôme CovilleDepartment of Mathematics and Applied Informatic, INRA Centre PACAhttp://informatique-mia.inra.fr/biosp/coville Description The evaluation of...

False Discovery Rate Control with Knockoffs and Accumulation Tests

Host Department of Applied Mathematics Speaker Rina Foygel Department of Statistics at the University of Â鶹APP http://www.stat.uchicago.edu/~rina/ Description In many fields of science, we observe a...

Efficient and Stable Exponential Time Differencing Runge-Kutta Methods for Phase Field Elastic Bending Energy Models

HostDepartment of Applied Mathematics SpeakerLili JuDepartment of Mathematics, University of South Carolinahttp://people.math.sc.edu/ju/ Description The Willmore flow formulated by phase field elastic...

Graduate Students

A Distributional Monte Carlo Method for the Boltzmann Equation

HostApplied Mathematics SpeakerAihua W. WoodAir Force Institute of Technologyhttp://www.afit.edu/ENC/facdir.cfm?a=fd&fx=53 Description Abstract: Stochastic particle methods (SPM) for the Boltzmann...

Indifference Prices, Implied Volatilities and Implied Sharpe Ratios

Host Applied Mathematics Speaker Matthew Lorig University of Washington http://depts.washington.edu/amath/staff-members/matthew-lorig/ Description Abstract: We consider a general local-stochastic...

On Sparse Fourier Transform

HostApplied Mathematics SpeakerHong Kong University of Science and Technologyhttp://www.ima.umn.edu/governance/Yang.Wang.html Description Abstract: The Discrete Fourier Transform (DFT) is one of the...

A Non-Local Porous Medium Equation

HostApplied Mathematics SpeakerCyril ImbertUniversité Paris-Est Créteilhttp://perso-math.univ-mlv.fr/users/imbert.cyril/ Description In this talk, Imbert will present results obtained with P. Biler...