Ritsumeikan University 

Probability and Mathematical Finance Seminar

The seminars announced on this website are organized by the Probability Theory and Mathematical Finance Group at Ritsumeikan University. Please see below for the seminar schedule and details.

Schedule


Seminar: 16:30--18:00, Discussion: 18:00--22:30  (with some meals offered)

       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.


Seminar: 16:30--18:30 (Abstract)

     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


Seminar: 16:30--18:00, Discussion: 18:00--22:30  (with some meals offered)

       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.


Seminar: 16:30--18:00, Discussion: 18:00--22:30  (with some meals offered)

       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.


Seminar: 16:30--18:00, Discussion: 18:00--22:30  (with some meals offered)

       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.

Seminar: 16:30--18:00

       Speaker: Jorge Gonzalez-Cazares(UNAM) 

       Title: Markov Chain Monte Carlo: how and why?(Abstract)  


Seminar: 16:30--18:40, Discussion: 18:50--22:30  (with some meals offered)

       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) 

Seminar: 18:00--19:30, Discussion: 19:30--22:30  (with some meals offered)

       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.


Seminar: 16:30--18:45, Discussion: 18:50--22:30  (with some meals offered)

       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) 


Seminar: 16:30--18:00, Discussion: 18:10--22:30  (with some meals offered)

      Speaker :  Ritsusamuel Otsubo (Industrial Research Center of Shiga Prefecture)

      Title :  Study on Control for Hypothesis Testing of Dynamic Systems (Abstract)  









 About Ritsumeikan University Probability and Mathematical Finance Seminar

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. 

立命館大学理工学部数理科学科数理ファイナンスグル―プ


How to Join Our Seminar

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.

 Past Seminars

立命館大学量子ウォークセミナー

立命館大学数理科学科談話会