Friday, March 7, 2014 at 3:30pm
Frank H. T. Rhodes Hall, 655
CAM Colloquium: Howard C. Elman (Maryland) - Reduced Basis Collocation Methods for Partial Differential Equations with Random…

Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…

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…

Abstract: Real option theory is concerned with the timing of investments that are costly to reverse and where future net benefits are uncertain (risky). Ecologists have determined that geometric…