Financial Mathematics Seminars
Aug 29 2024
Qi Feng
Organizational Meeting
Financial Mathematics SeminarTime: 3:05
No location for this even specified.
Organizational Meeting
Financial Mathematics SeminarTime: 3:05
No location for this even specified.
Sep 5 2024
Ning Ning (Patricia) (Texas A&M University, College Station)
One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
Financial Mathematics SeminarTime: 3:05
Location: Zoom
One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
Financial Mathematics SeminarTime: 3:05
Location: Zoom
In this article, we investigate three classes of equations: the McKean-Vlasov stochastic differential equation (MVSDE), the MVSDE with a subdifferential operator referred to as the McKean-Vlasov stoc... More
Sep 12 2024
Tyler Gorczycki and Denny Serdarevic (Florida State University)
Financial Applications of the Signature Method
Financial Mathematics SeminarTime: 3:05
Location: LOV 231
Financial Applications of the Signature Method
Financial Mathematics SeminarTime: 3:05
Location: LOV 231
We explore the challenges of calibrating a linear combination of signature terms, expressed as polynomials using the Signature Method, to accurately model stochastic processes in financial application... More
Sep 19 2024
Leifei Lyu (Washington University in St. Louis)
A Theory of Sustainable Investing: Driven by Values and Value
Financial Mathematics SeminarTime: 3:05
Location: LOV 231
A Theory of Sustainable Investing: Driven by Values and Value
Financial Mathematics SeminarTime: 3:05
Location: LOV 231
This project investigates the real impacts of sustainable investing driven by both financial value and ethical values. Specifically, it examines how firms interact with investors who have a “warm gl... More
Sep 26 2024
Arash Fahim (Florida State University)
Multi-scale schemes in continuous-time optimal control
Financial Mathematics SeminarTime: 3:05
Location: LOV 231
Multi-scale schemes in continuous-time optimal control
Financial Mathematics SeminarTime: 3:05
Location: LOV 231
We propose a new methodology to increase efficiency of numerical methods for optimal control in continuous-time. Our method leverages the solution to a coarsely discretized scheme to generate syntheti... More
Oct 3 2024
Ali Kara (Florida State University )
Partially Observed Markov Decision Processes: Regularity, Approximations, Learning: Part I
Financial Mathematics SeminarTime:
No location for this even specified.
Partially Observed Markov Decision Processes: Regularity, Approximations, Learning: Part I
Financial Mathematics SeminarTime:
No location for this even specified.
This is the first part of a two-part series discussing partially observed Markov decision processes (POMDPs), a class of discrete-time stochastic control problems where the decision maker receives noi... More
Oct 10 2024
Oct 17 2024
Ololade Sowunmi (Florida State University )
TBA
Financial Mathematics SeminarTime: 3:05
Location: LOV231
TBA
Financial Mathematics SeminarTime: 3:05
Location: LOV231
Oct 31 2024
Nov 7 2024
David Herzog (Iowa State University)
Financial Math SeminarTime: 3:05pm
Location: Lov 231
Financial Math SeminarTime: 3:05pm
Location: Lov 231
Nov 14 2024
Nov 21 2024
Dec 5 2024