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<< September 2018 >>

SUNDAY MONDAY TUESDAY WEDNESDAY THURSDAY FRIDAY SATURDAY
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Seminar 217, Risk Management: On Optimal Options Book Execution Strategies with Market Impact
11 a.m.-12:30 p.m.

5

Concentration of the spectral norm of Erdös-Rényi random graphs
3-4 p.m.

AdaPT: An interactive procedure for multiple testing with side information
4-5 p.m.

6 7 8
9 10 11

Seminar 217, Risk Management: Capacity constraints in earning, and asset prices before earnings announcements
11 a.m.-12:30 p.m.

12

Universality Results for Kinetically Constrained Spin Models in Two Dimensions
3-4 p.m.

How to estimate the mean of a random vector?
4-5 p.m.

13 14

The Info-Metrics Framework in Pictures
12:10-1:30 p.m.

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16 17 18

Seminar 217, Risk Management: Nonstandard Analysis and its Application to Markov Processes
11 a.m.-12:30 p.m.

19

TAP free energy, spin glasses, and variational inference.
3-4 p.m.

Correcting Bias in Eigenvectors of Financial Covariance Matrices
4-5 p.m.

Center for Computational Biology Seminar
4:30-5:30 p.m.

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23 24 25

Seminar 217, Risk Management: A Deep Learning Investigation of One-Month Momentum
11 a.m.-12:30 p.m.

Machine Learning Panel
4-6 p.m.

26

Stability of geodesics in the Brownian map
3-4 p.m.

Unraveling Controversy on Vexed Environmental Risks
4-5 p.m.

27

SPH Brown Bag Research Presentation
12-1 p.m.

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