Wednesday, December 16, 2015 — 4:00 PM GMT
Market impact games
Tuesday, December 15, 2015 — 3:30 PM GMT
The roles of mathematical finance in today's finance
Thursday, December 3, 2015 — 4:00 PM EST
Inferential Issues in the Presence of Imputation for Missing Survey Data
Tuesday, November 24, 2015 — 4:00 PM EST
An Overview of Variable Annuities: From Market Practice to Mathematical Fun
Over the past decade, the insurance industry in North America has gradually laid out new standards on the stochastic modeling, risk management and financial reporting of equity-linking insurance products. However, it has been widely known that the current market practice of risk assessment based on Monte Carlo simulations can be very time-consuming and costly. Many emerging problems naturally call for new solutions from both practitioners and academics.
Thursday, November 19, 2015 — 4:00 PM EST
Mixing Time of a Kinetically Constrained Process in High Dimensions at Low Density
Thursday, November 12, 2015 — 4:00 PM EST
Markov bases -- how to use them and how to compute them
To run Fisher's exact test for independence, we have to find all integer tables with prescribed row sums and column sums. More generally, to run Fisher's exact test for graphical models, we have to find all n-way tables with prescribed marginals. Often, it is impossible to list all such tables explicitly, but for statistical purposes it suffices to sample from this set, for example by running an MCMC algorithm using a fixed (finite) set of moves to jump from one table to the next.
Thursday, November 5, 2015 — 4:00 PM EST
Big Data, Official Statistics and Survey Science
Wednesday, October 28, 2015 — 2:00 PM EDT
Grand Challenges in Computer Vision and Imaging
Thursday, October 22, 2015 — 4:00 PM EDT
Propensity Score Adjustment for Estimating Population Causal Effect using Health Surveys with Unequal Weights
Thursday, October 15, 2015 — 4:00 PM EDT
Parsimonious Modeling of Structured Correlation Matrices
There has been a flurry of activity in the last two decades in reparametrizing Cholesky factors of correlation matrices
Thursday, October 8, 2015 — 4:00 PM EDT
Maximum Smoothed Likelihood for Multivariate Mixtures
Wednesday, September 30, 2015 — 1:00 PM EDT
A Career Adventure in Risk Analytics: How to turn Big Data into Big Money
David Jepson, Director of Risk Analysis & Reporting at Manulife Bank, will outline his career evolution from a student in Operations Research & Statistics at the University of Waterloo to Director of Risk Management at Manulife, and everything in between. There will be particular focus on two key experiences:
The Last Line of Defense: Basel II Expected Credit Loss Models (Probability of Default, Exposure at Default, and Loss Given Default) & Risk-Weighted Assets (RWA)
Thursday, September 24, 2015 — 4:00 PM EDT
Constrained maximum likelihood estimation for model calibration using summary-level information from external big data sources.
Thursday, September 17, 2015 — 4:00 PM EDT
Detection, attribution and extreme climate and weather events
Friday, June 19, 2015 — 11:00 AM EDT
Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Levy Models
Thursday, June 18, 2015 — 4:00 PM EDT
Networks, Random Graphs and Percolation
Thursday, June 4, 2015 — 4:00 PM EDT
Opportunities and Challenges in Health Data Science
Health data science is an emerging field that utilizes statistics and computer science to solve problems in health. The recent explosion of electronic data generated from every aspect of our lives has largely fueled the current excitement around health data science and data-driven health care. This seminar will discuss opportunities and challenges in modern health data science, including the emergence of big health data, personalized medical data analytics, and the role of information technology in aging populations.
Thursday, May 28, 2015 — 4:00 PM EDT
This event has been CANCELLED
Tuesday, May 26, 2015 — 4:00 PM EDT
An Alternative Structure for Home Equity Release
Thursday, May 21, 2015 — 4:00 PM EDT
Robust Covariances: Structured Models and Regularization
In this talk, robust estimation of the covariance matrix is considered whenever constrains are placed on the covariance matrix. Such models are particularly important whenever there is low or insufficient sample support (small n, large p).
Friday, May 15, 2015 — 10:30 AM EDT
The Difficulty in Designing Process Monitoring Methods with Estimated In-Control Parameters
Thursday, May 14, 2015 — 4:00 PM EDT
Monitoring and Improving Surgical Quality
Thursday, April 30, 2015 — 4:00 PM EDT
The use of repeated biomarkers for cardiovascular risk prediction. Can we improve on baseline only measures?
Thursday, March 26, 2015 — 4:00 PM EDT
Measuring correlation in the presence of spikes
Thursday, March 19, 2015 — 4:00 PM EDT
Heteroscedasticity and Autocorrelation Robust Structural Change Detection