FSUMATH
Florida State University Seal

Financial Mathematics Seminars


Jan 19 2023
Ibrahim Ekren (FSU)
Organizational Meeting
Financial Mathematics SeminarTime: 3:05pm
Location: LOV 231
Organizational Meeting
Jan 26 2023
Ibrahim Ekren (FSU)
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)
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
Christian Keller (UCF)

Financial Mathematics SeminarTime: 3:05pm
Location: TBA
TBA
Feb 23 2023
Yu-Jui Huang (University of Colorado Boulder)
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
Andrea Cosso (Università di Milano)

Financial Mathematics SeminarTime: 3:05pm
Location: Zoom
TBA
Mar 9 2023
Huang/Noh (FSU)

Financial Mathematics SeminarTime: 3:05pm
Location: LOV 231
TBA
Mar 23 2023
Youhong Lee (UCSB)

Financial Mathematics SeminarTime: 3:05pm
Location: TBA
TBA
Mar 30 2023
Bruno Strulovici (Northwestern University)
TBA
Financial Mathematics SeminarTime: 3:05pm
Location: TBA
TBA
Apr 6 2023
Bausback/Mostwoski (FSU)

Financial Mathematics SeminarTime: 3:05pm
Location: LOV231
TBA
Apr 13 2023
Leonard Wong (University of Toronto)

Financial Mathematics SeminarTime: 3:05pm
Location: Zoom
TBA
Apr 20 2023
Liming Feng (University of Illinois at Urbana-Champaign)

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