Search for tag: "snips"

One World SNIPS Georg Gottwald

ICMS

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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 0 likes 139 plays 0  

One World SNIPS - Conall Kelly

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

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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 0 likes 193 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  Greg McCracken 0 likes 315 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  Greg McCracken 0 likes 355 plays 0