Search for tag: "statistical mechanics"

Hot Topic Talk: Guided Materials Discovery (w/virtual tour):Tyrel McQueen, Lucas and Mekhola

Zoom Recording ID: 93911224526 UUID: thTMSuGSSu+9ac//s4/ulw== Meeting Time: 2020-07-27T15:54:57Z

From  James Overhiser 58 plays

Nuts and Bolts of Oxide MBE #1 (Schlom)

2019 Cornell Summer School LINK to presentation slides

From  James Overhiser 517 plays

Core Loss EELS, EDX

2017 PARADIM Core loss EELS Lena Kourkoutis

From  James Overhiser 114 plays

Lee2

From  James Overhiser 64 plays

Kotliar2.mp4

From  James Overhiser 26 plays

Kotliar1.mp4

From  James Overhiser 20 plays

Lee1.mp4

From  James Overhiser 54 plays

McQueen2.mp4

From  James Overhiser 59 plays

05 - Forcing & Damping; Resonance; 1 DoF Oscillator Session 5

2013-02-05 16:26:31+00

From  mjp337@cornell.edu 76 plays

ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

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…

From  E. Cornelius 59 plays

CAM Colloquium 2013-02-01, Mason Porter (edit)

CAM Colloquium: Mason Porter (Oxford) - Cascades and Social Influence on Networks Friday, February 1, 2013 at 3:30pm Frank H. T. Rhodes Hall, 655 Cascades and Social Influence on NetworksI discuss…

From  E. Cornelius 5 plays

CAM Colloquium 2013-02-01, Mason Porter

CAM Colloquium: Mason Porter (Oxford) - Cascades and Social Influence on Networks Friday, February 1, 2013 at 3:30pm Frank H. T. Rhodes Hall, 655 Cascades and Social Influence on NetworksI discuss…

From  E. Cornelius 3 plays

ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy: Market-based Approach to Modeling Derivatives Prices

Most classical models for derivatives prices focus on prescribing the time evolution of the underlying stochastic factors. The prices of derivatives are then computed, for example, via the…

From  E. Cornelius 2 plays

ORIE Colloquium on 11/9/2012 - Jim Dai - Queues in Service Systems: Customer Abandonment and Diffusion Approximations

Jim Dai (Cornell ORIE) - Queues in Service Systems: Customer Abandonment and Diffusion Approximations Tuesday, September 11, 2012 at 4:15pm Frank H. T. Rhodes Hall, 253 Parallel-server queues with…

From  E. Cornelius 46 plays

CAM Colloquium, September 21, 2012 - Hans Föllmer

Hans Föllmer Institute for Mathematics Humboldt Universität zu Berlin Some Martingale Aspects of Financial Bubbles We discuss some recent developments in the probabilistic analysis…

From  E. Cornelius 6 plays

CAM Colloquium November 30, 2012 - Stuart Geman

Stuart Geman, Division of Applied Mathematics, Brown University

From  E. Cornelius 94 plays