Seminar 217, Risk Management: Large Deviations of Factor Models with Regularly-Varying Tails: Asymptotics and Efficient Estimation11 a.m.-1 p.m.
On Extended Admissible Procedures and their Nonstandard Bayes Risk4-5 p.m.
Seminar 217, Risk Management: Minimum Conditional Expected Drawdown Portfolios11 a.m.-1 p.m.
The Lasso: 22 years later4-5 p.m.
Kingman-type description of exchangeable hierarchies3:10-4 p.m.
Probabilistic Operator Algebra Seminar3-5 p.m.
Seminar 217, Risk Management: Systematic Long/Short Factor Portfolios11 a.m.-1 p.m.
Mixing of the mean-field, directed Potts model3:10-4 p.m.
Lensing and delensing the cosmic microwave background4-5 p.m.
BLISS Seminar: Geometric optimization: convex and nonconvex4-5 p.m.
Seminar 217, Risk Management: Institutional Investor Behavior and Market Dynamics11 a.m.-1 p.m.
Random walk driven by two-dimensional discrete Gaussian free field3:10-4 p.m.
Center for Computational Biology Seminar4-5 p.m.
Cross-validation with Confidence4-5 p.m.