Seminar 217, Risk Management: On Optimal Options Book Execution Strategies with Market Impact11 a.m.-12:30 p.m.
Concentration of the spectral norm of Erdös-Rényi random graphs3-4 p.m.
AdaPT: An interactive procedure for multiple testing with side information4-5 p.m.
Seminar 217, Risk Management: Capacity constraints in earning, and asset prices before earnings announcements11 a.m.-12:30 p.m.
Universality Results for Kinetically Constrained Spin Models in Two Dimensions3-4 p.m.
How to estimate the mean of a random vector?4-5 p.m.
The Info-Metrics Framework in Pictures12:10-1:30 p.m.
Seminar 217, Risk Management: Nonstandard Analysis and its Application to Markov Processes11 a.m.-12:30 p.m.
TAP free energy, spin glasses, and variational inference.3-4 p.m.
Correcting Bias in Eigenvectors of Financial Covariance Matrices4-5 p.m.
Center for Computational Biology Seminar4:30-5:30 p.m.
Seminar 217, Risk Management: A Deep Learning Investigation of One-Month Momentum11 a.m.-12:30 p.m.
Machine Learning Panel4-6 p.m.
Stability of geodesics in the Brownian map3-4 p.m.
Unraveling Controversy on Vexed Environmental Risks4-5 p.m.
SPH Brown Bag Research Presentation12-1 p.m.