### Financial Mathematics Seminars

Jan 19 2023

Ibrahim Ekren (FSU)

Financial Mathematics SeminarTime: 3:05pm

Location: LOV 231

**Organizational Meeting**Financial Mathematics SeminarTime: 3:05pm

Location: LOV 231

Organizational Meeting

Jan 26 2023

Ibrahim Ekren (FSU)

Financial Mathematics SeminarTime: 3:05pm

Location: LOV231

**Prediction problems and second order equations**Financial Mathematics SeminarTime: 3:05pm

Location: LOV231

TBAWe study the long-time regime of the prediction with expert advice problem in both full information and adversarial bandit feedback setting. We show that with full information, the problem leads to... More

Feb 9 2023

Thanh Dang (FSU)

Financial Mathematics SeminarTime: 3:05pm

Location: LOV231

**On convergence of densities of Gaussian functionals to a Gamma density via the Malliavin-Stein method**Financial Mathematics SeminarTime: 3:05pm

Location: LOV231

The now classical Malliavin-Stein method, a combination of Stein's method with Malliavin calculus, has been very successful in deriving quantitative limit theorems for non-linear approximation. One im... More

Feb 16 2023

Feb 23 2023

Yu-Jui Huang (University of Colorado Boulder)

Financial Mathematics SeminarTime: 3:05pm

Location: Zoom

**Convergence of Policy Improvement for Entropy-Regularized Stochastic Control Problems**Financial Mathematics SeminarTime: 3:05pm

Location: Zoom

For a general entropy-regularized stochastic control problem on an infinite horizon, we prove that a policy improvement algorithm (PIA) converges to an optimal relaxed control. Contrary to the standar... More

Mar 2 2023

Mar 9 2023

Mar 23 2023

Mar 30 2023

Bruno Strulovici (Northwestern University)

Financial Mathematics SeminarTime: 3:05pm

Location: TBA

**TBA**Financial Mathematics SeminarTime: 3:05pm

Location: TBA

TBA

Apr 6 2023

Apr 13 2023

Apr 20 2023

Liming Feng (University of Illinois at Urbana-Champaign)

Financial Mathematics SeminarTime: 3:05pm

Location: TBA

Financial Mathematics SeminarTime: 3:05pm

Location: TBA

TBA