Feb
26
Reliable Error Estimation in Numerical Integration with Quasi Monte Carlo Methods
Event Topic: Computational Mathematics & Statistics
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Feb
25
Bilateral Credit Valuation Adjustment for Credit Default Swaps Portfolios
Description We obtain a closed-form expression for the bilateral counterparty valuation adjustment of a credit default swaps portfolio referencing an asymptotically large number of entities. We...
Feb
25
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang...
Feb
25
Interactive Machine Learning in High-Expertise Domains
Description Abstract Machine learning and data mining methods have emerged as cornerstone technologies for transforming the deluge of data generated by modern society into actionable intelligence. For...
Feb
22
Matroid Expansion Conjecture: An Eigenvalue Approach
Description The nontrivial lower bounds of the spectral gap for discrete Laplacian of the basis-exchange graph of a Matroid have algorithmic importance. First, we will present some background...
Feb
21
Campaign Extraction from Large-Scale Social Media
Description Abstract We study the problem of detecting coordinated free text campaigns in large-scale social media. These campaigns - ranging from coordinated spam messages to promotional and...
Feb
19
Rare Event Simulation with Interacting Path System and Quasi-Monte Carlo Methods
Event Topic: Computational Mathematics & Statistics
Feb
18
Rotation Sampling for Functional Data
SpeakerDavid DegrasDePaul Universityhttp://depaul.academia.edu/DavidDegras Description In repeated surveys, rotation sampling is a method that replaces a fraction of the sample at each survey occasion...
Feb
18
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang will report...
Feb
12
Kernel-based Methods for Solving Coupled Boundary Value Problems for Application in EEG and MEG
Event Topic: Computational Mathematics & Statistics