Oct
25
Deterministic Guaranteed Automatic Numerical Algorithms for Univariate Approximation
Event Topic: Computational Mathematics & Statistics
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Oct
24
Zero Forcing Sets and Propagation Time
Saturation number and induced Saturation number Description Arturo Jurado Open Problems: Zero Forcing Sets and Propagation Time Yunjiao Liu Open Problems: Saturation number and induced Saturation...
Oct
22
Investment Performance Evaluation and Prudence: A Unified Approach
Description The prudence of an investment and its return vs. risk are two concepts that are clearly related. However, formal links between the two are hard to find. By adapting a capability measure...
Oct
18
Quasi-Monte Carlo Methods in Finance
Event Topic: Computational Mathematics & Statistics
Oct
17
Open Problems
Description Chris Mitillos : Ore's Conjecture - edge bounds on k-critical graphs Gergely Balint : Extremal problems on Graph Homomorphisms - fix a graph H, what graphs G maximize the number of...
Oct
17
Optimal Derivatives of Noisy Simulations
SpeakerStefan WildArgonne National Laboratoryhttp://www.mcs.anl.gov/~wild/ Description Computational noise in deterministic simulations is as ill-defined a concept as can be found in scientific...
Oct
15
Weak Reflection Principle for Diffusions, with Applications in Finance and Physics
Speaker Sergey Nadtochiy University of Michigan http://www.lsa.umich.edu/math/people?uniqname=sergeyn Description Consider a regular diffusion on a real line, with the transition semigroup (P t). We...
Oct
10
Acceptability Indices, g-Expectation and G-Expectation
CDS Pricing Description Tao Chen Title: Acceptability Indices, g-Expectation and G-Expectation Mr. Tao Chen will finish proving the properties of dynamic acceptability indices induced by g-expectation...
Oct
4
A Numerical Method for Computing the Forces on Spherical Particles
Event Topic: Computational Mathematics & Statistics
Oct
4
Who We are and What We Do - Part IV
Description Are you curious about the cutting-edge research conducted at the computer science department? Are you interested in working with the computer science faculty? Find out what we are doing by...