Search for tag: "fourier analysis"
CAM Colloquium - Lawrie Virgin: Identifying Chaos Using Spectral ContentThe characterization of chaos as a random-like response from a deterministic dynamical system with an extreme sensitivity to initial conditions is well-established, and has provided a stimulus to…
From E. Cornelius
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CAM Colloquium: Howard C. Elman (Maryland) - Reduced Basis Collocation Methods for Partial Differential Equations with Random CoefficientsFriday, 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…
From E. Cornelius
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ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant PreferencesAbstract: 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…
From E. Cornelius
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CAM Colloquium - August 24, 2012: Josh ReedHigh Frequency Asymptotics for the Limit Order Book We study the one-sided limit order book for sell (or buy) orders and model it as a measure-valued process. Limit orders arrive to the book…
From E. Cornelius
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