Search for tag: "statistical randomness"

CAM Colloquium: Howard C. Elman (Maryland) - Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients

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…

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ORIE Colloquium, 2014-11-18 - 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…

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CAM Colloquium 2013-03-08 Pierre Baldi

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…

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CAM Colloquium, 2013-03-08 - Pierre Baldi: Deep Learning: Theory, Algorithms, and Applications

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CAM Colloquium, 2014-03-07 - Howard C. Elman: Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients

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CAM Colloquium, 2015-02-06 - David Easley: Wealth Dynamics and Pareto Optimality in Complete and Incomplete Markets

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CAM Colloquium - 2015-9-25: Mark M. Meerschaert - Reflected Stable Levi Motions and their Governing Equations

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CAM Colloquium, 2016-03-11 - Michael Langberg: A Reductionist View of Network Information Theory

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CAM Colloquium, 2017-03-17 - Jon M. Conrad: “Real Options for Endangered Species” or “What Does a Theory from Finance & Economics have to do with Wildlife Conservation?”

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…

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