School of Mathematical Sciences

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Probability and Applications

Time:Wednesday at 4pm
Location:Mathematics Seminar Room 513 (Mathematical Sciences Building)
Organizer:Sasha Gnedin

Date/Time Room Speaker Title
14/01/2015 - 4:00pm M513 George Kapetanios (QM, SEF) Time Varying Estimation and Inference with Application to Large Dimensional Covariance Estimation and Portfolio Management
28/01/2015 - 4:00pm M513 Noah Forman (Oxford) The quantile rearrangement of random walk and Brownian motion increments
11/02/2015 - 4:00pm M513 Nina Gantert (Technical University Munich) TBA
11/03/2015 - 4:00pm M513 Louigi Addario-Berry (McGill University) TBA
18/03/2015 - 4:00pm M513 Tim Leung (Columbia University) TBA
22/04/2015 - 4:00pm M513 Mihail Zervos (LSE) Optimal stopping of one-dimensional It\^{o} diffusions with generalised drift
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