Search for tag: "measure"

Valerio Lucarini

Mathematics of the Climate Crisis: Extremes and Tipping Points Valerio Lucarini, University of Reading Wednesday 3 November This recording is subtitled. You can turn off the subtitles by pressing…

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Using Climate Data in Financial Decision Making

Matthew Brander and Atreya Dey (both University of Edinburgh) present two papers discussing the use of climate data in financial decision making.First Broadcast on 27 October, 2021Chaired by Dr…

From  Roisin O'Brien 0 likes 7 plays 0  

Aristotle Lecture 3.4

Aristotle

From  Damian Caluori 0 likes 0 plays 0  

Maximilien Germain Student Talks

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition Rate of convergence for particles approximation of PDEs in Wasserstein spaceMaximilien Germain…

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Pietro Siorpaes - How to discretize some Optimal Transport problems with linear constraints

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition How to discretize some Optimal Transport problems with linear constraintsPietro Siorpaes (Imperial…

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Nazem Khan - Student talks

ICMS hosted the Eurpopean Summer School in Financial Mathematics 14th Ediition Strong sensitivity to large losses and ρ-arbitrage for convex risk measures Nazem Khan (University of Warwick)This…

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Damian Jelito - Student talks

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Ediition Long-run impulse control with the risk-sensitive criterion Damian Jelito (Jagiellonian…

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Aleksandar Arandjelović Extended Talk

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition Importance sampling for option pricing with feedforward networksAleksandar Arandjelović (Technical…

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Xingyuan Chen, student talks

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Ediition A flexible split-step scheme for MV-SDEs Xingyuan Chen (University of Edinburgh) 1st September,…

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Aleksandar Arandjelović - Student Talks

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Ediition Importance of sampling for option pricing with feedforward networks Aleksandar Arandjelović…

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Samuel Asante Gyamerah Student Talks

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition Longevity-linked Securities in the presence of market incompleteness and illiquidity Samuel Asante…

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Claus Koestler Markovianity and the Thompson monoid F^+

Applied matrix positivity Claus Koestler Markovianity and the Thompson monoid F^+ This recording is in the process of being subtitled. Subtitles will be available in due course.

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Christian Berg A unified view of covariance functions through Gelfand pairs

Applied matrix positivity Christian Berg A unified view of covariance functions through Gelfand pairs This recording is in the process of being subtitled. Subtitles will be available in due course.

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Rare event simulation : Pierre Nyquist

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar.Name: Pierre Nyquist Talk Title: A large deviations analysis of piecewise deterministic Markov…

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Time Series: Nehali Mhatre

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Nehali Mhatre Talk Title: Transformed-Linear Models for Time Series Extremes Abstract:…

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Time Series: Zaoli Chen

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Zaoli Chen Talk Title: Extremes of Subexponential Processes under Moderate Long…

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