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Upcoming Events

Monday, April 30, 2018

Avraham Shtub -Technion

Seminar: Distinguished Lecture Series | April 30 | 3:30-5 p.m. | 3108 Etcheverry Hall


Avraham Shtub, Technion

Industrial Engineering & Operations Research


Professor Avraham Shtub holds the Stephen and Sharon Seiden Chair in Project Management. He was a faculty member of the department of Industrial Engineering at Tel Aviv University from 1984 to 1998 where he also served as a chairman of the department (1993-1996)...   More >

Monday, May 7, 2018

BLISS Seminar: Learning with Low Approximate Regret with Partial Feedback

Seminar | May 7 | 3-4 p.m. | 540 Cory Hall


Eva Tardos

Electrical Engineering and Computer Sciences (EECS)


We consider the adversarial multi-armed bandit problem with partial feedback, minimizing a non-negative loss function using the graph based feedback framework introduced by Mannor and Shamir in 2011. We offer algorithms that attain small loss bounds, as well as low approximate regret against a shifting comparator.

Classical learning algorithms add a low level of uniform noise to the...   More >

Friday, June 15, 2018

Let's be Flexible: Soft Haptics and Soft Robotics

Seminar | June 15 | 1-2 p.m. | 540AB Cory Hall


Allison Okamura, Stanford University

Electrical Engineering and Computer Sciences (EECS)


While traditional robotic manipulators are constructed from rigid links and localized joints, a new generation of robotic devices are soft, using flexible, deformable materials. In this talk, I will describe several new systems that leverage softness to achieve novel shape control, provide a compliant interface to the human body, and access hard-to-reach locations...   More >

Tuesday, July 31, 2018

Seminar 217, Risk Management: A Term Structure Model for Dividends and Interest Rates

Seminar | July 31 | 2-3:30 p.m. | 1011 Evans Hall


Speaker: Damir Filipović, Ecole Polytechnique Fédérale de Lausanne

Consortium for Data Analytics in Risk


Over the last decade, dividends have become a standalone asset class instead of a mere side product of an equity investment. We introduce a framework based on polynomial jump-diffusions to jointly price the term structures of dividends and interest rates. Prices for dividend futures, bonds, and the dividend paying stock are given in closed form.

Tuesday, August 28, 2018

Seminar 217, Risk Management: Is motor insurance ratemaking going to change with telematics and semi-autonomous vehicles?

Seminar | August 28 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Montserrat Guillen, University of Barcelona

Consortium for Data Analytics in Risk


Many automobile insurance companies offer the possibility to monitor driving habits and distance driven by means of telematics devices installed in the vehicles. This provides a novel source of data that can be analysed to calculate personalised tariffs. For instance, drivers who accumulate a lot of miles should be charged more for their insurance coverage than those who make little use of their...   More >

Tuesday, September 4, 2018

Seminar 217, Risk Management: On Optimal Options Book Execution Strategies with Market Impact

Seminar | September 4 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Saad Mouti, UC Berkeley

Consortium for Data Analytics in Risk


We consider the optimal execution of a book of options when market impact is a driver of the option price. We aim at minimizing the mean-variance risk criterion for a given market impact function. First, we develop a framework to justify the choice of our market impact function. Our model is inspired from Leland’s option replication with transaction costs where the market impact is directly part...   More >

Tuesday, September 11, 2018

Seminar 217, Risk Management: Capacity constraints in earning, and asset prices before earnings announcements

Seminar | September 11 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Tamas Batyi, UC Berkeley

Consortium for Data Analytics in Risk


This paper proposes an asset pricing model with endogenous allocation of constrained learning capacity, that provides an explanation for abnormal returns before the scheduled release of information about firms, such as quarterly earnings announcements. In equilibrium investors endogenously focus their learning capacity and acquire information about stocks with upcoming announcements, resulting in...   More >

Saturday, September 15, 2018

Science Lecture - Artificial Intelligence and the long-term future of humanity

Lecture | September 15 | 11 a.m.-12:30 p.m. | 100 Genetics & Plant Biology Building


Stuart Russell, Department of Electrical Engineering and Computer Sciences

Science@Cal


The news media in recent years have been full of dire warnings about the risk that AI poses to the human race, coming from well-known figures such as Stephen Hawking and Elon Musk. Should we be concerned? If so, what can we do about it? While some in the mainstream AI community dismiss these concerns, Professor Russell will argue instead that a fundamental reorientation of the field is required...   More >


All Audiences, Alumni, Faculty, Friends of the University, General Public, Staff, Students - Graduate, Students - Prospective, Students - Undergraduate, Cal Parents

All Audiences, Alumni, Faculty, Friends of the University, General Public, Staff, Students - Graduate, Students - Prospective, Students - Undergraduate, Cal Parents

Tuesday, September 18, 2018

Seminar 217, Risk Management: Nonstandard Analysis and its Application to Markov Processes

Seminar | September 18 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Haosui Duanmu, UC Berkeley

Consortium for Data Analytics in Risk


Nonstandard analysis, a powerful machinery derived from mathematical logic, has had many applications in probability theory as well as stochastic processes. Nonstandard analysis allows construction of a single object - a hyperfinite probability space - which satisfies all the first order logical properties of a finite probability space, but which can be simultaneously viewed as a...   More >

Tuesday, September 25, 2018

Seminar 217, Risk Management: A Deep Learning Investigation of One-Month Momentum

Seminar | September 25 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Ben Gum, AXA Rosenberg

Consortium for Data Analytics in Risk


The one-month return reversal in equity prices was first documented by Jedadeesh (1990), who found that there was a highly significant negative serial correlation in the monthly return series of stocks. This is in contrast to the positive serial correlation of the annual stock returns. Explanations for this effect differ, but the general consensus has been that the trailing one-month return...   More >

Tuesday, October 2, 2018

Seminar 217, Risk Management: Predicting Portfolio Return Volatility at Median Horizons

Seminar | October 2 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Dangxing Chen, UC Berkeley

Consortium for Data Analytics in Risk


Commercially available factor models provide good predictions of short-horizon (e.g. one day or one week) portfolio volatility, based on estimated portfolio factor loadings and responsive estimates of factor volatility. These predictions are of significant value to certain short-term investors, such as hedge funds. However, they provide limited guidance to long-term investors, such as Defined...   More >

Tuesday, October 9, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar | October 9 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Jacob Steinhardt, Stanford

Consortium for Data Analytics in Risk

Tuesday, October 16, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar | October 16 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Tingyue Gan, UC Berkeley

Consortium for Data Analytics in Risk

Tuesday, October 23, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar | October 23 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Samim Ghamami, UC Berkeley

Consortium for Data Analytics in Risk

Tuesday, November 13, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar | November 13 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Wachi Bandara, Pluribus Labs

Consortium for Data Analytics in Risk

Tuesday, November 27, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar | November 27 | 11 a.m.-12:30 p.m. | 1011 Evans Hall


Speaker: Michael Ohlrogge, Stanford

Consortium for Data Analytics in Risk