Tuesday, May 6, 2014 at 4:15 PM [.ics]
253 Rhodes Hall
Alexander (Sasha) Rakhlin
Assistant Professor, Department of Statistics
Secondary appointment: Department of Computer & Information…
Ezra's Round Table/Systems Engineering Seminar: Yrjo T. Grohn (Cornell) - Progression to Multi-Scale Models and the Application to Food System Intervention Strategies
Friday, April 12, 2013 at…
CAM Colloquium: Pierre Baldi (UC Irvine) - Deep Architectures and Deep Learning: Theory, Algorithms, and Applications
Friday, March 8, 2013 at 3:30pm
Frank H. T. Rhodes Hall, 655
Deep architectures…
Tuesday, February 14 at 4:15pm
Frank H.T. Rhodes Hall, 253
Asian options are path-dependent contingent claims, whose payoff is a function of the average of underlying prices over a prescribed time…
Standard approaches to solving stochastic dynamic programs suffer from the curse of dimensionality. Taking advantage of structural properties such as convexity can help reduce the effect of dimension…