Speaker: Noriyoshi Sakuma (Nagoya City University)
Title: Fluctuations of eigenvalues of a polynomial on Haar unitary and finite rank matrices (Abstract)
Note: Dinner will be served to participants as the discussion part covers the dinner time.
Speaker 1: Long Ngo Hoang (Laboratory of Applied Mathematics)
Speaker 2: Tran Ngoc Khue (Hanoi University of Science and Technology)
LONG Title: Well-posedness, regularity of solutions and the $\theta$-Euler-Maruyama scheme for stochastic Volterra integral equations with general singular kernels and jumps
TRAN Title: On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
Speaker: Taiho Wang (CUNY, Baruch College)
Title: Growth rate of wealth in G3Ms (Abstract)
Note: Dinner will be served to participants as the discussion part covers the dinner time.
Speaker: Taiho Wang (CUNY, Baruch College)
Title: Relative entropy-regularized robust optimal order execution under transient impact (Abstract)
Note: Dinner will be served to participants as the discussion part covers the dinner time.
Speaker: Taiho Wang (CUNY, Baruch College)
Title: Concentrated Liquidity Provision Market Making (Abstract)
Note: Dinner will be served to participants as the discussion part covers the dinner time.
Speaker: Jorge Gonzalez-Cazares（UNAM)
Title: Markov Chain Monte Carlo: how and why?(Abstract)
Speaker 1: Jorge Gonzalez-Cazares（UNAM), 16:30--17:00
Title 1: Markov Chain Monte Carlo: how and why? II (Abstract)
Speaker 2: Andrea Macrina (University College London), 17:40–18:40
Title 2: Continuous-Time Quantile Processes with Applications in Finance and Insurance (Abstract)
Speaker: Taiho Wang (CUNY, Baruch College)
Title: Executions in competition under Erlang kernel (Abstract)
Note: Dinner will be served to participants as the discussion part covers the dinner time.
Speaker 1: Ryoji Takano (Osaka University), 16:30--17:30
Title 1: Large deviation principle for rough volatility models (Abstract)
Speaker 2: Yushi Hamaguchi (Kyoto University), 17:45–18:45
Title 2: A generalized coupling approach for the weak approximation of stochastic functional differential equations (Abstract)
Speaker : Ritsusamuel Otsubo (Industrial Research Center of Shiga Prefecture)
Title : Study on Control for Hypothesis Testing of Dynamic Systems (Abstract)
Ritsumeikan University Mathematical Finance Seminar is held every Thursday, 4:30 pm - 6:00 pm (UTC+9) basically. These days we hold this seminar on-sight and via webcast. The following website is Probability Theory and Mathematical Finance Group, Department of Mathematical Sciences, College of Science and Engineering, Ritsumeikan University.
Send an email to ritsumeikan.probability@gmail.com. After you are approved to join our seminar, you will receive information (including Webinar URL) by email.
See this page.
See this page.
See this page.