Search for tag: "snips"

One World SNIPS Georg Gottwald

ICMS

From  ALASDAIR SPRATT on July 8th, 2020 0 likes 38 plays 0  

One World SNIPS - Abdul Lateef Haji-Ali

Speaker: Abdul Lateef Haji-Ali (Heriot Watt University) Title: Sub-sampling and other considerations for efficient risk estimation in large portfolios

From  Liam Holligan on May 21st, 2020 0 likes 61 plays 0  

One World SNIPS - Conall Kelly

Speaker: Conall Kelly, University College Cork A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model

From  Liam Holligan on May 8th, 2020 0 likes 63 plays 0  

One World SNIPS Charles-Edouard Bréhier

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 3, April 2020. Charles-Edouard Bréhier (Claude Bernard Lyon), Analysis of splitting schemes for the stochastic…

From  Liam Holligan on May 1st, 2020 0 likes 89 plays 0  

One World SNIPS Xuerong Mao

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 2, April 2020. Xuerong Mao (Strathclyde), The Truncated Euler-Maruyama Method for Stochastic Differential Delay…

From  Dawn Wasley on April 23rd, 2020 0 likes 120 plays 0  

One World SNIPS Zygalakis

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 1, April 2020 Kostas Zygalakis (Edinburgh), Explicit stabilised Runge-Kutta methods and their application to…

From  Dawn Wasley on April 16th, 2020 0 likes 183 plays 0