Statistics/Operations Research/Math Finance Seminar

The Claremont Colleges present a seminar series focusing on Statistics, Operations Research and Mathematical Finance on random Thursdays from 4:15-5:15 in Davidson Lecture Hall at Claremont McKenna College. Refreshments at 4pm. For more information or to suggest speakers, please contact Jo Hardin at jo.hardin@pomona.edu

Spring 2014 Statistics/OR/Math Finance Seminar

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Mar/13/2014Simulations Might Mislead?Anna Bargagliotti

Fall 2014 Statistics/OR/Math Finance Seminar

Fall 2013 Statistics/OR/Math Finance Seminar

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Oct/10/2013Linear rational term structure modelsAnders Trolle, EPFL, Switzerland
Oct/17/2013Estimation of Stochastic Dependence via Kendall's TauUwe Schmock, TU, Vienna

Spring 2013 Statistics/OR/Math Finance Seminar

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Feb/07/2013On minimum correlation in construction of multivariate distributionsNevena Maric (University of Missouri-St. Louis)

Spring 2012 Statistics/OR/Math Finance Seminar

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Feb/16/2012Constructing Network VariablesAusten Head
Feb/23/2012Visual Recognition with Humans in the LoopSerge Belongie (UC San Diego)
Mar/01/2012Maternal-Fetal Genotype Incompatibility as a Risk Factor for SchizophreniaChristina Palmer
Mar/08/2012Analysis of racial profiling by policeGreg Ridgeway (Rand Corporation)
Mar/29/2012Risk averse capacity control in revenue managementChristiane Barz (UCLA)
Apr/12/2012Optimal Investment under Model UncertaintyScott Robertson (Carnegie Mellon University)
Apr/19/2012Probabilistic Numerical Methods for Fully Nonlinear Parabolic PDEsJianfeng Zhang (USC)

Fall 2012 Statistics/OR/Math Finance Seminar

Fall 2011 Statistics/OR/Math Finance Seminar

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Oct/20/2011Derivative Time Scale PerturbationsKnut Solna, University of California Irvine
Nov/03/2011Modeling Dependence in a Network of Brain SignalsHernando Ombao (Department of Biostatistics, Brown University)
Nov/03/2011Modeling Dependence in a Network of Brain SignalsHernando Ombao (Brown)

Spring 2011 Statistics/OR/Math Finance Seminar

Fall 2010 Statistics/OR/Math Finance Seminar

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Sep/23/2010Seminar canceledJaksa Cvitatic, CalTech
Oct/07/2010seminar canceledMark Hansen, UCLA
Oct/21/2010Exploiting Myopic LearningMohamed Mostagir, CalTech
Nov/04/2010Multilevel Methods for Image DeblurringMalena Espanol, CalTech
Nov/18/2010Error analysis of meshfree approximation methods based on optimizationAgustin Bompadre, CalTech
Dec/02/2010Financial Markets Equilibrium with Heterogeneous AgentsJaksa Cvitatic, CalTech

Spring 2010 Statistics/OR/Math Finance Seminar

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Feb/11/2010Some Multiple Player Gambler’s Ruin ProblemsSheldon Ross, USC
Feb/25/2010Tonality Algorithms: Determining Keys, Spellings, Boundaries, and ExpectationElaine Chew, USC
Mar/04/2010This event has been cancelledRene Carmona, Princeton University - Cancelled
Mar/11/2010Nonparametric Tests for Ranked DataAnna Bargagliotti, University of Memphis
Apr/01/2010Sequence Grammars for Very Large Scale Neighborhood SearchAgustin Bompadre, Caltech
Apr/15/2010Dynamic Pricing of Network Goods with Bounded RationalityAmi Radunskaya (Pomona)
Apr/22/2010Market Making and Volatility Trading StrategiesSamuel Kadziela, Chicago Trading Company

Fall 2009 Statistics/OR/Math Finance Seminar

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Dec/03/2009TBACarol Meyers, Lawrence Livermore National Laboratory
Nov/19/2009TBAHerbie Lee
Nov/19/2009Semiparametric Modeling and Adaptive Sampling Using Treed Gaussian ProcessesHerbie Lee Department of Applied Mathematics and Statistics University of California, Santa Cruz
Nov/05/2009Calculating target Cataract Surgical Rates for AfricaTalithia Williams, Harvey Mudd College
Nov/05/2009Calculating target Cataract Surgical Rates for AfricaTalithia Williams, HMC
Oct/22/2009Complex Techno-Social Networks for Epidemic ForecastingBruno Goncalves
Oct/08/2009Algorithm for the Pricing of Path-Dependent American Options Using Malliavin Calculus, with applications to stochastic controlHenry Schellhorn, CGU
Sep/17/2009Cell Lines, Microarrays, Drugs and Disease: Trying to Predict Response to ChemotherapyKeith Baggerly, UT M. D. Anderson Cancer Center

Spring 2009 Statistics/OR/Math Finance Seminar

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May/07/2009Robust Revenue ManagementGuillaume Roels (UCLA Anderson School of Management)
Apr/23/2009Networks in the real worldAshish Bhan (University of California - Irvine)
Apr/09/2009Calibration of Stock Betas from Skews of Implied VolatilitiesJean-Pierre Fouque (UCSB)
Mar/26/2009Outliers when Clustering Microarray DataJo Hardin (Pomona)