Research Day - Quantitative Methods

Program 

• Presentations & Discussions

  • 10:00 - 10:30 Giovanni Ballarin - Statistical Inference with (Shallow) Random Weights Neural Networks

  • 10:30 - 11:00 Guangyi He - Random Feature in Finance

  • 11:00 - 11:30 Jonas Huwyler - Dynamic Shapley values

  • 11:30 - 12:00 David Boetius - Exact SHAP for Neural Networks

  • 12:00 - 12:30 Nikita Zozoulenko - Global Convergence of Newton Boosting Decision Trees

• Lunch (will be provided) - lunch room (floor 3 in House Washington)

• Presentations & Discussions

  • 14:00 - 14:30 Marcel Kaiser - An Online Domain and Objective Adaptive Stochastic Frank-Wolfe Algorithm

  • 14:30 - 15:00 Radek Salac - Asymptotic Optimality in Data-Driven Decision Making

  • 15:00 - 15:30 Konrad Mueller - Robust Control under Stationary Ambiguity

  • 15:30 - 16:00 Peter Schmitt-Förster - Gated Regularization for Offline RL

  • 16:00 - 16:30 Leonard Pleiss - Target-aligned Reinforcement Learning