Comparison of Numerical Simulation Methods of SABR Model

Speaker: Haiyang Huang

Time: Mar 14, 2021, 17:00-18:00

Location: Tencent Meeting ID 480-445-354

Continuous time robust optimization problem

Speaker: Chengxiu Hua

Time: Mar 14, 2021, 16:00-16:45

Location: Tencent Meeting ID 200532341

Mean-field stochastic linear-quadratic optimal control problem

Speaker: Yuying Ou

Time: Mar 9, 2021, 10:00-11:00

Location: Tencent Meeting ID 295-257-224

Estimation of effects for strongly correlated variables in linear models

Speaker: HUA Ling

Time: Jun 30, 2018, 20:30-21:00

Location: Conference Room 415, Huiyuan 3#

Comparisons of Count Data for Independent and Correlated Groups

Speaker: ZHOU Ruiwei

Time: Jun 30, 2018, 20:00-20:30

Location: Conference Room 415, Huiyuan 3#

Distributed Sparse Quantile Regression by Feature Space Partition

Speaker: LIU Jiahao

Time: Jun 30, 2018, 19:30-20:00

Location: Conference Room 415, Huiyuan 3#

Housing prices analysis based on vector auto-regression model

Speaker: YAO Shiqi

Time: Jun 30, 2018, 19:00-19:30

Location: Conference Room 415, Huiyuan 3#

Mathematical image segmentation for bioengineering video information

Speaker: ZHANG Xueru

Time: Jun 27, 2018, 19:30-20:00

Location: Conference Room 415, Huiyuan 3#

A Bayesian Inversion Approach to Parameter Estimation in Fluid-Structure Interaction Problem

Speaker: YIN Hai'an

Time: Jun 27, 2018, 19:00-19:30

Location: Conference Room 415, Huiyuan 3#

Pricing Derivatives via the Fourier Transform

Speaker: WU Zhenqing

Time: Jan 2, 2018, 17:00-18:00

Location: Conference Room 518, Huiyuan 3#

The application of Markov Chain in queueing theory

Speaker: WU Xiaohan

Time: Jan 2, 2018, 16:00-16:50

Location: Conference Room 518, Huiyuan 3#

Alternating Direction Multiplier Method for Linearly Separable SVM

Speaker: XU Shengjie

Time: Dec 26, 2017, 16:10-17:10

Location: Conference Room 518, Huiyuan 3#