FSUMATH
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Department of Mathematics

College of Arts and Sciences

Financial Mathematics Seminars


Aug 28 2025

Organizational meeting
Financial MathTime: 3.05
Location: 105
Sep 4 2025
Ali Kara (Florida State University)
Linear Function Approximations in Partially Observed Reinforcement Learning
Financial MathTime: 3.05
Location: 105
Sep 11 2025
Qi Feng (Florida State University)
Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence
Financial MathTime: 3.05
Location: 105
We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Lan... More
Sep 25 2025
Asaf Cohen (University of Michigan)
ThompsonĀ Sampling Algorithm for Stochastic Games
Financial MathTime: 3.05
Location: 105
Consider a stochastic differential game with N players in a linear-quadratic framework with ergodic cost, where d-dimensional diffusion processes govern the state dynamics with an unknown common drift... More
Oct 2 2025
Alec Kercheval (Florida State University)
How to estimate a covariance matrix for portfolio risk with many assets but few observations?
Financial MathTime: 3.05
Location: 105
We will discuss some answers to this question that combine ideas from high dimensional geometry and quadratic optimization with linear constraints, and highlight some open questions.
Oct 9 2025
Serdar Yuksel (Queen's University)
Stochastic Control with Partial and Decentralized Information
Financial MathTime: 3.05
Location: 105
Abstract : We study stochastic control with partial and decentralized information and discuss optimality, approximations, and learning theoretic results, in both discrete-time and continuous-time.
... More
Oct 16 2025
Steven A. Campbell (Columbia University)

Financial MathTime: 3.05
Location: 105
Oct 23 2025
Petter Kolm (NYU Courant Institute of Mathematical Sciences)
TBD
Financial MathTime: 3.05
Location: 105
Oct 30 2025

TBD
Financial MathTime: 3.05
Location: 105
Nov 6 2025
Dominykas Norgilas (North Carolina State University)

Financial MathTime: 3.05
Location: 105
Nov 13 2025
Farez Siddiqui (Florida State University)
TBD
Financial MathTime: 3.05
Location: 105
Nov 20 2025
Munawar Ali (Florida State University)
TBD
Financial MathTime: 3.05
Location: 105
Dec 4 2025
Ahmer Nadeem Khan (Florida State University)
TBD
Financial MathTime: 3.05
Location: 105