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<< April 2017 >>

SUNDAY MONDAY TUESDAY WEDNESDAY THURSDAY FRIDAY SATURDAY
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Seminar 217, Risk Management: Large Deviations of Factor Models with Regularly-Varying Tails: Asymptotics and Efficient Estimation
11 a.m.-1 p.m.

5

On Extended Admissible Procedures and their Nonstandard Bayes Risk
4-5 p.m.

6 7 8
9 10 11

Seminar 217, Risk Management: Minimum Conditional Expected Drawdown Portfolios
11 a.m.-1 p.m.

The Lasso: 22 years later
4-5 p.m.

12

Kingman-type description of exchangeable hierarchies
3:10-4 p.m.

13 14 15
16 17

Probabilistic Operator Algebra Seminar
3-5 p.m.

18

Seminar 217, Risk Management: Systematic Long/Short Factor Portfolios
11 a.m.-1 p.m.

19

Mixing of the mean-field, directed Potts model
3:10-4 p.m.

20

Lensing and delensing the cosmic microwave background
4-5 p.m.

21 22
23 24

BLISS Seminar: Geometric optimization: convex and nonconvex
4-5 p.m.

25

Seminar 217, Risk Management: Institutional Investor Behavior and Market Dynamics
11 a.m.-1 p.m.

26

Random walk driven by two-dimensional discrete Gaussian free field
3:10-4 p.m.

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

Cross-validation with Confidence
4-5 p.m.

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