Search for tag: "expectation"

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…

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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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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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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…

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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 - 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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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)…

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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…

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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…

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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…

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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…

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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…

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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…

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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…

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Inference and robust extremes: Jochem Oorschot

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Jochem Oorschot Talk Title: Extreme U-statistics Abstract: (joint work with Johan…

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FNLP 8c

Expectation Maximisation

From  Alexandra Lascarides 0 likes 1 plays 0