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<< October 2017 >>

SUNDAY MONDAY TUESDAY WEDNESDAY THURSDAY FRIDAY SATURDAY
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Nick Sahinidis — ALAMO: Machine learning from data and first principles
3:30-5 p.m.

3

Seminar 217, Risk Management: Nonparametric Risk Attribution for Factor Models of Portfolios
11 a.m.-1 p.m.

4

Chaining, interpolation, and convexity
3:10-4 p.m.

Heterogeneity: opportunities for causal inference and prediction
4-5 p.m.

5 6 7
8 9

BLISS Seminar: Optimal Experimental Design via Regret Minimization
2:30-3:30 p.m.

Peter Bartlett - Representation, optimization and generalization in deep learning
3:30-5 p.m.

10

Seminar 217, Risk Management: Advances in Basketball Analytics Using Player Tracking Data
11 a.m.-1 p.m.

11

Statistical estimation under group actions: The Sample Complexity of Multi-Reference Alignment
3:10-4 p.m.

Split-Sample Strategies for Avoiding False Discoveries
4-5 p.m.

12 13 14
15 16

Philip Protter - Issues of Incomplete Markets
3:30-5 p.m.

17

Seminar 217, Risk Management: Backtest overfitting, stock fund design and forecast performance
11 a.m.-1 p.m.

18

Large deviation and entropic optimality in sparse settings
3:10-4 p.m.

Humans Enter the Robot Equation
4-5 p.m.

Theoretically Speaking Series — Black Holes, Firewalls, and the Limits of Quantum Computers
6-7:30 p.m.

19

GraphXD Seminar
5:30-7 p.m.

20 21

Science at Cal Lecture - Leave election integrity to chance
11 a.m.-12:30 p.m.

22 23 24

Seminar 217, Risk Management: Submodular Risk Allocation
11 a.m.-1 p.m.

25

Average-case reconstruction for the deletion channel
3:10-4 p.m.

26 27 28
29 30 31

Seminar 217, Risk Management: CANCELLED
11 a.m.-1 p.m.