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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…
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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…
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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
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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…
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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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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…
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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…
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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…
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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…
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Stuart Geman, Division of Applied Mathematics, Brown University
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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…
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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…
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