We develop a majorization-based tool to compare financial networks with a focus on the implications of liability concentration. Specifically, we quantify liability concentration by applying the…
Abstract: We consider a release manager who sequentially releases new versions of her product by drawing from a fixed and non-replenishable finite set of features while facing an exogenous,…
ORIE Colloquium: Chaitanya Bandi (MIT) - Robust Queueing Theory - A theory of Stochastic Analysis via Robust Optimization
Thursday, February 7, 2013 at 3:00pm
Frank H. T. Rhodes Hall,…
Hans Föllmer
Institute for Mathematics
Humboldt Universität zu Berlin
Some Martingale Aspects of Financial Bubbles
We discuss some recent developments in the probabilistic analysis…
Huseyin Topaloglu
School of Operations Research and Information Engineering
Cornell University
Friday, August 31, 2011
Assortment Optimization under Variants of the Nested Logit Model…
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…
Alan Kaufman began growing exotic mushrooms as a hobby in his home basement in 2003. Today he produces as much as 5000 pounds of mushrooms a week, supplying unusual varieties to highly regarded…