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)
Optimal Fees for Liquidity Provision in Automated Market Makers
Financial MathTime: 3.05
Location: Zoom
Passive liquidity providers (LPs) in automated market makers (AMMs) face losses due to adverse selection (LVR), which static trading fees often fail to offset in practice. We study the determinants of... More
Oct 23 2025
Petter Kolm (NYU Courant Institute of Mathematical Sciences)
Deep Learning of Alpha Term Structures from the Order Book
Financial MathTime: 3.05
Location: 105
In recent years, deep learning (DL) models have experienced notable success in predicting high-frequency returns in equities by leveraging extensive order book data and directly extracting features fr... More
Oct 30 2025

TBD
Financial MathTime: 3.05
Location: 105
Nov 3 2025
Navid Bahadoran (FSU)
High-Dimensional Covariance Estimation and Eigenstructure Inference
Financial Math ATE/Candidacy ExamTime: 3:30pm
Location: LOV 204-A
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