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Financial Mathematics Seminars


Jan 18 2024

Organizational Meeting
Financial Math SeminarTime: 3:05pm
Location: Lov 231
Feb 1 2024
Lingjiong Zhu (Florida State University)
Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descent
Financial Math SeminarTime: 3:05pm
Location: Lov 231
Algorithmic stability is an important notion that has proven powerful for deriving generalization bounds for practical algorithms. The last decade has witnessed an increasing number of stability bound... More
Feb 8 2024
Zecheng Zhang (Florida State University)
Data-Driven Algorithms for PDE: Single and Multiple Operator Learning
Financial Math SeminarTime: 4:30pm
Location: Lov 106
We will delve into multiple facets of operator learning for PDE. Specifically, I will address some of the key challenges in operator learning, including discretization invariance that the network rema... More
Feb 16 2024
Ololade Sowunmi (FSU)
Estimating the covariance matrix in the high dimensional, low sample size regime
Financial Math PhD Candidacy ExamTime: 1:00
Location: LOV 204A
The Markowitz Mean-Variance Optimization problem aims to provide an optimal portfolio with

minimum risk, but the most important parameter in the problem (the covariance

matrix) has to be... More
Feb 22 2024
Lingjiong Zhu (Florida State University)
Differential Privacy of Noisy (S)GD under Heavy-Tailed Perturbations
Financial Math SeminarTime: 3:05pm
Location: Lov 231
Injecting heavy-tailed noise to the iterates of stochastic gradient descent (SGD) has received increasing attention over the past few years. While various theoretical properties of the resulting algor... More
Feb 29 2024
Thanh Dang (Florida State University)
Some recent applications of multivariate approximation via Stein's method to computational statistics
Financial Math SeminarTime: 3:05pm
Location: Lov 231
Stein's method is a collection of techniques for bounding probability distance between two distributions. While Stein's method has been developed for a wide variety of univariate targets, there is muc... More
Mar 7 2024
Zhenyu Cui (Stevens Institute of Technology)
Diffusion Operator Integral Method and Applications to Pricing and Optimal Investment
Financial Math SeminarTime: 3:05pm
Location: Zoom
In this talk, I shall discuss the diffusion operator integral (DOI) method and its applications in options pricing and solving optimal investment problems. The DOI method is a useful tool to generate ... More
Mar 21 2024
Hengrong Du (Vanderbilt University)

Financial Math SeminarTime: 3:05pm
Location: Lov 231
Mar 28 2024
Giulia Livieri (London School of Economics)

Time: 3:05pm
Location: Zoom
Apr 4 2024
Ruoyu Wu (Iowa State University)

Financial Math SeminarTime: 3:05pm
Location: Lov 231
Apr 11 2024
Song Yao (University of Pittsburgh)

Financial Math SeminarTime: 3:05pm
Location: Lov 231
Apr 18 2024
Zachary Feinstein (Stevens Institute of Technology)

Financial Math SeminarTime: 3:05pm
Location: Zoom