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Friday, March 11, 2022 11:00 am - 11:00 am EST (GMT -05:00)

Seminar by Renyuan Xu

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Renyuan Xu
University of Southern California

Link to join seminar: Hosted on Zoom

Reinforcement Learning in the Linear-Quaratic Framework: from Single-agent, to Multi-agent, and to Mean-field

Thursday, March 17, 2022 4:00 pm - 4:00 pm EDT (GMT -04:00)

Seminar by Julia Wrobel

Please Note: This seminar will be given online.

Statistics and Biostatistics seminar series

Julia Wrobel
University of Colorado

Link to join seminar: Hosted on Zoom

Registration for wearable device data with application to circadian rhythm chronotype discovery

Friday, March 18, 2022 10:00 am - 11:00 am EDT (GMT -04:00)

Seminar by Caroline Hillairet

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Caroline Hillairet
École Nationale de la Statistique et de L'Administration Économique (ENSAE)

Valuation of  cyber-insurance derivatives indexed by Hawkes processes.

Friday, April 1, 2022 10:00 am - 10:00 am EDT (GMT -04:00)

Seminar by Damir Filipović

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Damir Filipović
Ecole Polytechnique Fédérale de Lausanne (EPFL) andSwiss Finance Institute

Link to join seminar: Hosted on Zoom

Stripping the Discount Curve - a Robust Machine Learning Approach