Search for tag: "stochastic processes"

SYSEN 6100 - Systems Seminar/Ezra's Round Table

From  E. Cornelius 6 plays

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

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

From  mjp337@cornell.edu 35 plays

ORIE Colloquium, 2014-04-16 - Nur Sunar (North Carolina): Investment Timing with Incomplete Information and Multiple Means of Learning

Wednesday, April 16, 2014 at 3:00pm Frank H. T. Rhodes Hall, 253 ORIE Colloquium: Nur Sunar (North Carolina) - Investment Timing with Incomplete Information and Multiple Means of Learning Motivated…

From  E. Cornelius 22 plays

ORIE Colloquium, 2014-01-28 - Dragos Florin Ciocan (MIT): Tools for Modern Revenue Management

Tuesday, January 28, 2014 at 4:15pm Frank H. T. Rhodes Hall, 253 ORIE Colloquium: Dragos Florin Ciocan (MIT) - Tools for Modern Revenue Management We present potential solutions to several problems…

From  E. Cornelius 27 plays

ORIE Colloquium, 2014-04-15 - Natesh Pillai (Harvard)

Tuesday, Apr 15, 2014 at 4:15 PM [.ics] 253 Rhodes Hall Natesh Pillai Assistant Professor, Department of Statistics Harvard University Category: ORIE Colloquium Seminars

From  E. Cornelius 70 plays

CAM Colloquium: Stephane Loisel (Lyon) - Ruin probability for some particular correlated claims, for worsening risks, and risks with infinite mean

Friday, February 28, 2014 at 3:30pm Frank H. T. Rhodes Hall, 655 CAM Colloquium: Stephane Loisel (Lyon) - Ruin probability for some particular correlated claims, for worsening risks, and risks with…

From  E. Cornelius 5 plays

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…

From  E. Cornelius 36 plays

CAM Bill Sears Club Lecture - Lionel Levine, Department of Mathematics, Cornell University

From  E. Cornelius 6 plays

ORIE Colloquium, 2013-02-20 - Sahand Negahban: Structured Estimation in High-Dimensions

ORIE/Statistics Colloquium: Sahand Negahban (MIT) - Structured Estimation in High-Dimensions Wednesday, February 20, 2013 at 4:15pm Frank H. T. Rhodes Hall, 253 Modern techniques in data accumulation…

From  E. Cornelius 100 plays

ORIE Colloquium, 2013-12-06 - Kuang Xu (MIT): On the Power of (even a little) Resource Pooling and Flexibility

Monday, December 16, 2013 253 Rhodes Hall Kuang Xu Electrical Engineering & Computer Science, MIT On the Power of (even a little) Resource Pooling and Flexibility It is well known that resource…

From  E. Cornelius 121 plays

ORIE Colloquium, 2012-09-11 - Jim Dai (Cornell ORIE) - 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 39 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 of…

From  E. Cornelius 6 plays

CAM Colloquium November 30, 2012 - Stuart Geman

Stuart Geman, Division of Applied Mathematics, Brown University

From  E. Cornelius 48 plays

CAM Colloquium - August 24, 2012: Josh Reed

High 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 5 plays

CAM Colloquium, 2013-11-22 - Gilbert Strang: Tridiagonal Matrices in Four Applications

Tridiagonal matrices appear almost everywhere (like 2nd order differential operators).This talk grew out of four very different applications: 1. (positive definite) Completion to maximum…

From  E. Cornelius 150 plays

CAM Colloquium, 2014-02-28 - Stephane Loisel: Ruin Theory with Correlated Risks or with Worsening Claims

From  E. Cornelius 2 plays