Probability & Statistics Seminar

Evolution of Portfolio Optimization

Speaker: SHU Lianjie (University of Macau)

Time: Dec 18, 2017, 16:30-17:30

Location: Conference Room 415, Wisdom Valley 3#

Modeling the changing dependence of multivariate time series: with an application in financial econometrics

Speaker: Wenjiang JIANG (Yunnan Normal University)

Time: Dec 18, 2017, 15:30-16:30

Location: Conference Room 415, Wisdom Valley 3#

Gradient Estimates on Dirichlet Eigenfunctions

Speaker: FENG-YU WANG (Tianjin University)

Time: Oct 19, 2017, 14:50-15:40

Location: Conference Room 415, Wisdom Valley 3#

Dirichlet Principle for Non-reversible Markov Chains

Speaker: YONGHUA MAO (Beijing Normal University)

Time: Oct 19, 2017, 14:00-14:50

Location: Conference Room 415, Wisdom Valley 3#

Invariant Measures for Path-Dependent Random Diffusions

Speaker: Jinghai Shao(Tianjin University)

Time: Oct 19, 2017, 10:40-11:30

Location: Conference Room 415, Wisdom Valley 3#

Heat Kernels for Time-dependent Non-symmetric Stable-like Operators

Speaker: XICHENG ZHANG (Wuhan University)

Time: Oct 19, 2017, 09:30-10:20

Location: Conference Room 415, Wisdom Valley 3#

Stochastic Differential Equations versus Fokker-Planck-Kolmogorov Equations: a Short Review and Some Recent Progress

Speaker: Michael Röckner(Bielefeld University)

Time: Oct 19, 2017, 08:35-09:30

Location: Conference Room 415, Wisdom Valley 3#

2D Stochastic Chemotaxis-Navier-Stokes System

Speaker: Jianliang Zhai (University of Science and Technology of China)

Time: Sep 7, 2017, 09:50-10:50

Location: Conference Room 415, Wisdom Valley 3#

Scalable Bayesian Variable Selection for Structured High-dimensional Data

Speaker: 龙琦教授 University of Pennsylvania

Time: Jun 20, 2017, 16:10-17:10

Location: Conference Room 415, Wisdom Valley 3#

Model Selection for High Dimensional Quadratic Regression via Regularization

Speaker: GUO Shaojun

Time: Jun 19, 2017, 16:40-17:40

Location: Conference Room 415, Wisdom Valley 3#

A Simple Scale-Invariant Two-Sample Test for High-Dimensional Data

Speaker: ZHANG Jinlin

Time: Jun 19, 2017, 16:30-17:30

Location: Conference Room 415, Wisdom Valley 3#

The impact of competition on prices with numerous firms

Speaker: LI Deyuan

Time: Jun 14, 2017, 10:00-11:00

Location: Conference Room 415, Wisdom Valley 3#

Model Selection for High Dimensional Quadratic Regression via Regularization

Speaker: FENG Yang

Time: Jun 13, 2017, 16:00-17:00

Location: Conference Room 415, Wisdom Valley 3#

Buffered Time Series Models: the progress so far

Speaker: LI Weiqiang

Time: Jun 7, 2017, 16:10-17:10

Location: Conference Room 415, Wisdom Valley 3#

A Functional Varying-Coefficient Single-Index Model for Functional Response Data

Speaker: LI Jialiang

Time: Jun 6, 2017, 16:30-17:30

Location: Conference Room 415, Wisdom Valley 3#

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