Seminarium, Matematisk statistik

Yarema Okhrin: Vine-based modelling of multivariate realized volatility time series

5 sep

Seminarium, Matematisk statistik

onsdag 2018-09-05, 15.15 - 16.15

Medverkande: Yarema Okhrin (University of Augsburg)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-09-05T15:15:00.000+02:00 2018-09-05T16:15:00.000+02:00 Yarema Okhrin: Vine-based modelling of multivariate realized volatility time series (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Yarema Okhrin: Vine-based modelling of multivariate realized volatility time series (Seminarium, Matematisk statistik)

Woosok Moon: Nonadiabatic asymptotic escape

12 sep

Seminarium, Matematisk statistik

onsdag 2018-09-12, 15.15 - 16.15

Medverkande: Woosok Moon (Stockholm University)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-09-12T15:15:00.000+02:00 2018-09-12T16:15:00.000+02:00 Woosok Moon: Nonadiabatic asymptotic escape (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Woosok Moon: Nonadiabatic asymptotic escape (Seminarium, Matematisk statistik)

Alexander Aurell: Mean-field control and mean-field type games of BSDEs

3 okt

Seminarium, Matematisk statistik

onsdag 2018-10-03, 15.15 - 16.15

Medverkande: Alexander Aurell (Department of Mathematics, KTH)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-10-03T15:15:00.000+02:00 2018-10-03T16:15:00.000+02:00 Alexander Aurell: Mean-field control and mean-field type games of BSDEs (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Alexander Aurell: Mean-field control and mean-field type games of BSDEs (Seminarium, Matematisk statistik)

Henrik Hult: Mane's potential, Hamilton-Jacobi equations and rare-event simulation

10 okt

Seminarium, Matematisk statistik

onsdag 2018-10-10, 15.15

Medverkande: Henrik Hult (Department of Mathematics, KTH)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-10-10T15:15:00.000+02:00 2018-10-10T15:15:00.000+02:00 Henrik Hult: Mane's potential, Hamilton-Jacobi equations and rare-event simulation (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Henrik Hult: Mane's potential, Hamilton-Jacobi equations and rare-event simulation (Seminarium, Matematisk statistik)

Måns Karlsson and Hampus Engsner: Neural Network basics for the mathematical statistician

17 okt

Seminarium, Matematisk statistik

onsdag 2018-10-17, 15.15 - 16.15

Medverkande: Måns Karlsson and Hampus Engsner (Stockholm University).

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-10-17T15:15:00.000+02:00 2018-10-17T16:15:00.000+02:00 Måns Karlsson and Hampus Engsner: Neural Network basics for the mathematical statistician (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Måns Karlsson and Hampus Engsner: Neural Network basics for the mathematical statistician (Seminarium, Matematisk statistik)

Abid Ali Lashari: Modeling the spread of two successive SIR epidemics on a configuration model network

31 okt

Seminarium, Matematisk statistik

onsdag 2018-10-31, 15.15

Medverkande: Abid Ali Lashari (Stockholm University)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-10-31T15:15:00.000+01:00 2018-10-31T15:15:00.000+01:00 Abid Ali Lashari: Modeling the spread of two successive SIR epidemics on a configuration model network (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Abid Ali Lashari: Modeling the spread of two successive SIR epidemics on a configuration model network (Seminarium, Matematisk statistik)

Jeffrey Collamore: Large excursions and conditioned paths for recursive sequences generated by random matrices

14 nov

Seminarium, Matematisk statistik

onsdag 2018-11-14, 15.15

Medverkande: Jeffrey Collamore (Department of Mathematical Science, KU)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-11-14T15:15:00.000+01:00 2018-11-14T15:15:00.000+01:00 Jeffrey Collamore: Large excursions and conditioned paths for recursive sequences generated by random matrices (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Jeffrey Collamore: Large excursions and conditioned paths for recursive sequences generated by random matrices (Seminarium, Matematisk statistik)

Felix Wahl: The collective reserving model

21 nov

Seminarium, Matematisk statistik

onsdag 2018-11-21, 15.15 - 16.15

Medverkande: Felix Wahl (SU)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-11-21T15:15:00.000+01:00 2018-11-21T16:15:00.000+01:00 Felix Wahl: The collective reserving model (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Felix Wahl: The collective reserving model (Seminarium, Matematisk statistik)

Sebastian Rosengren and Erik Thorsén: An introduction to Reinforcement Learning

28 nov

Seminarium, Matematisk statistik

onsdag 2018-11-28, 15.15 - 16.15

Medverkande: Sebastian Rosengren (SU) and Erik Thorsén (SU)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-11-28T15:15:00.000+01:00 2018-11-28T16:15:00.000+01:00 Sebastian Rosengren and Erik Thorsén: An introduction to Reinforcement Learning (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Sebastian Rosengren and Erik Thorsén: An introduction to Reinforcement Learning (Seminarium, Matematisk statistik)

Hansjoerg Albrecher: Flood Risk Modelling: Methodology and Challenges

3 dec

Seminarium, Matematisk statistik

måndag 2018-12-03, 11.15 - 12.15

Medverkande: Hansjoerg Albrecher (Université de Lausanne)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-12-03T11:15:00.000+01:00 2018-12-03T12:15:00.000+01:00 Hansjoerg Albrecher: Flood Risk Modelling: Methodology and Challenges (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Hansjoerg Albrecher: Flood Risk Modelling: Methodology and Challenges (Seminarium, Matematisk statistik)

Tatjana Pavlenko: Large-scale statistical inference: detecting sparse and weak effects

12 dec

Seminarium, Matematisk statistik

onsdag 2018-12-12, 15.15 - 16.15

Medverkande: Tatjana Pavlenko (KTH)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2018-12-12T15:15:00.000+01:00 2018-12-12T16:15:00.000+01:00 Tatjana Pavlenko: Large-scale statistical inference: detecting sparse and weak effects (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Tatjana Pavlenko: Large-scale statistical inference: detecting sparse and weak effects (Seminarium, Matematisk statistik)

Mattias Villani: Optimal Tuning of Subsampling Hamiltonian Monte Carlo,

19 dec

Seminarium, Matematisk statistik

onsdag 2018-12-19, 15.15 - 16.15

Medverkande: Mattias Villani (SU),

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University 

2018-12-19T15:15:00.000+01:00 2018-12-19T16:15:00.000+01:00 Mattias Villani: Optimal Tuning of Subsampling Hamiltonian Monte Carlo, (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University  (KTH, Stockholm, Sweden)Mattias Villani: Optimal Tuning of Subsampling Hamiltonian Monte Carlo, (Seminarium, Matematisk statistik)