Search for tag: "expectation"

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49:37 One World SNIPS: Sebastian Reich One World SNIPS: Sebastian Reich	One World SNIPS: Sebastian Reich One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems, 16 February 2022 Sebastian Reich (University of Potsdam) Frequentist perspective on robust parameter estimation using the… maths robust parameter estimation term problem emotion things approximation theatre frequency equation expectation motion thing equations setting perspective bit parameter process field stds From Simon Kershaw 0 likes 23 plays 0 Licence Type All rights reserved
52:41 One World: Stochastic Numerics and Inverse… One World: Stochastic Numerics and Inverse Problems - Raul Tempone (KAUST)	One World: Stochastic Numerics and Inverse Problems - Raul Tempone (KAUST) Subtitles will be added soon. One World: Stochastic Numerics and Inverse Problems Raul Tempone (KAUST) oneworld stochastic numerics and inverse problems seminar icms respect approximation level multi measure sampling variance samples rate context expectation cost quantity parameter process term sample carlo monte subspace thing delta variable From Liam Holligan 0 likes 26 plays 0 Publisher Liam Holligan Licence Type All rights reserved Language English Date Created September 22nd, 2021
09:13 Stefan Perko Student Talks Stefan Perko Student Talks	Stefan Perko Student Talks 30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition Approximating stochastic gradient descent with diffusions: error expansions and impact of learning… icms perko stochastic gradient approximation gradient diffusion rate flow times sgd learning result age step phi sme loss term difference expectation sigma coefficient x. From OLLIE Quinn 0 likes 20 plays 0 Licence Type All rights reserved Date Created September 2nd, 2021
13:30 Maximilien Germain Student Talks Maximilien Germain Student Talks	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… icms germain convergence solution derivatives function control equation problem master dimension mu measure fact times argument assumption particles expectation pde linear interaction From OLLIE Quinn 0 likes 24 plays 0 Licence Type All rights reserved Date Created September 2nd, 2021
14:59 Nazem Khan - Student talks Nazem Khan - Student talks	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… primer signature method machine learning portfolio risk measure rho expectation alpha arbitrage reward measures selection question market representation result portfolios distribution row function model infinity From OLLIE Quinn 0 likes 32 plays 0 Licence Type All rights reserved Date Created August 30th, 2021
13:10 Xin Zhi - Student Talks Xin Zhi - Student Talks	Xin Zhi - Student Talks 30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Ediition On a fast tree method for optimal stopping Xin Zhi (University of Warwick) 1st September, Student… fast tree optimal method decision delta node paper trees process reward column times objective tree equation reference function model features computer expectation values From OLLIE Quinn 0 likes 23 plays 0 Licence Type All rights reserved
12:04 Damian Jelito - Student talks Damian Jelito - Student talks	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… long-run growth rate risk-sensitive impulse problem equation process function control strategy fact solution formula measure sequence point risk optimality expectation context times form stopping From OLLIE Quinn 0 likes 13 plays 0 Licence Type All rights reserved
15:16 Aleksandar Arandjelović - Student Talks Aleksandar Arandjelović - Student Talks	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… aleksandar arandjelovic feedforward space measure functions camera process motion measures function choice sampling payoff martin hd matrix variation networks talk question expectation respect From OLLIE Quinn 0 likes 22 plays 0 Licence Type All rights reserved
01:39:25 Robust optimisation: A guide to Deriving Robust… Robust optimisation: A guide to Deriving Robust Counterparts - Lecture 2 - Aharon Ben-Tal	Robust optimisation: A guide to Deriving Robust Counterparts - Lecture 2 - Aharon Ben-Tal EUROPT Summer School 2021 Monday 20 August to Wednesday 1 Sept 2021 Robust optimisation: A guide to Deriving Robust Counterparts - Lecture 2 Aharon Ben-Tal (Technion - Israel Institute of Technology)… icms europt summerschool function problem convex inequality constraint conjugate formula matrix concave optimization probability times programme solution variable expectation duality distribution minus cost From Liam Holligan 0 likes 60 plays 0 Publisher Liam Holligan Licence Type All rights reserved Language English Date Created September 3rd, 2021
12:59 Julian Holzermann Student Talks Julian Holzermann Student Talks	Julian Holzermann Student Talks 30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition Term Structure Modeling under Volatility Uncertainty Julian Holzermann (Bielefeld University)Student… holzermann structure modeling volatility uncertainty volatility rate uncertainty models term drift process model market structure condition arbitrage dynamics diffusion expectation motion variation framework approach risk From OLLIE Quinn 0 likes 25 plays 0 Licence Type All rights reserved Date Created August 30th, 2021
16:41 Insurance: Petra Žugec Insurance: Petra Žugec	Insurance: Petra Žugec This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Petra Žugec Talk Title: On maximal claim size for marked Hawkes processes Abstract: We… eva process points cluster processes poisson times point intensity size distribution expectation t. mark arrival cascade marks clusters hawks presentation maximum From Belle Taylor 0 likes 15 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created July 2nd, 2021
18:22 Insurance: Antoine Usseglio-Carleve Insurance: Antoine Usseglio-Carleve	Insurance: Antoine Usseglio-Carleve This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Antoine Usseglio-Carleve Talk Title: Extreme expectile regression - Theory and… eva estimator function condition epsilon distribution model expert estimators regression result expectation hat observations times risk convergence expect models rate tile From Belle Taylor 0 likes 24 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created July 2nd, 2021
14:57 Causal Inference: Juraj Bodík Causal Inference: Juraj Bodík	Causal Inference: Juraj Bodík This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Juraj Bodík Talk Title: Detection of causality in time series using extreme… eva series values coefficient function model distribution condition eye gamma vector i. storms estimation leg milk representation lake assumptions expectation epsilon From Belle Taylor 0 likes 21 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created July 2nd, 2021
15:30 Prediction and Validation for Extremes: Fabien… Prediction and Validation for Extremes: Fabien Baeriswyl	Prediction and Validation for Extremes: Fabien Baeriswyl This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Fabien Baeriswyl Talk Title: Multivariate regular variation in marked Hawkes… eva process variation alpha generation poisson transfer vector ffa kappa sum lot equation expectation point event assumption d. processes multivariate integer From Belle Taylor 0 likes 19 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created July 1st, 2021
18:26 Regression Techniques: Gilles Stupfler Regression Techniques: Gilles Stupfler	Regression Techniques: Gilles Stupfler This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Gilles Stupfler Talk Title: Extremile regression Abstract: Regression extremiles define… eva distribution side risk expectation function estimator level properties idea tail power shortfall measure regression lines estimators expectations thing sort eyes From Belle Taylor 0 likes 27 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created July 1st, 2021
18:40 Spatial Extremes: Thomas Opitz Spatial Extremes: Thomas Opitz	Spatial Extremes: Thomas Opitz This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Thomas OpitzTalk Title: Stochastic Geometry of Gaussian Mixture Processes and Spatial… eva eva2021 spatial extremes mathematics process threshold expectations lambda excursion processes function characteristics limit dependence respect instance perimeter maximum expectation summary summaries sets mu survival From Belle Taylor 0 likes 78 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created June 28th, 2021

Search for tag: "expectation"

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