Pricing Derivatives via the Fourier Transform

Speaker: WU Zhenqing

Time: Jan 2, 2018, 17:00-18:00

Conference Room 518, Huiyuan 3#

The application of Markov Chain in queueing theory

Speaker: WU Xiaohan

Time: Jan 2, 2018, 16:00-16:50

Conference Room 518, Huiyuan 3#

Big Data Analytics and Extended Probabilistic Inference

Speaker: Jian-Bo Yang (University of Manchester)

Time: Dec 30, 2017, 15:00-16:00

Conference Room 415, Wisdom Valley 3#

Towards Breaking the Curse of Dimensionality: Sparse Polynomial and Reduced Basis Methods for Saddle Point Problems with Random Inputs

Speaker: CHEN Peng (The University of Texas at Austin)

Time: Dec 28, 2017, 16:20-17:20

Conference Room 518, Wisdom Valley 3#

On progressive hedging algorithm and Douglas-Rachford operator splitting method for multistage stochastic variational inequalities

Speaker: YANG Junfeng (Nanjing University)

Time: Dec 28, 2017, 15:00-16:00

Conference Room 518, Wisdom Valley 3#

Alternating Direction Multiplier Method for Linearly Separable SVM

Speaker: XU Shengjie

Time: Dec 26, 2017, 16:10-17:10

Conference Room 518, Huiyuan 3#

Winter Young Algebraic Geometer Workshop

Time: Dec 25-29, 2017

统计学前沿理论与应用研讨会

Time: Dec 23-24, 2017

Maximal $L^p$-regularity of time discretization and finite element methods

Speaker: Li Buyang (Hong Kong Polytechnic University)

Time: Dec 22, 2017, 15:30-16:00

Conference Room 415, Wisdom Valley 3#

Convergence of numerical solutions of stochastic time-fractional PDEs

Speaker: Wang Jilu (Florida State University)

Time: Dec 22, 2017, 15:00-15:30

Conference Room 415, Wisdom Valley 3#