Link to COG weekly seminars here (Google Sheets).

Seminar: Complexity and heuristics in stochastic optimization

Title: Complexity and heuristics in stochastic optimizationSpeaker: Prof. Teemu Pennanen - Professor of Mathematical Finance Probability and StatisticsAffiliation: King's College LondonLocation: Room 218 Huxley BuildingTime: 2:00pmAbstract. Combining recent results on... Read more »

Seminar: Enclosing with Simple Bodies

Title: Enclosing with Simple BodiesSpeaker: Dr. Selin Damla Ahipasaoglu - research officerAffiliation: Management Science Group at LSELocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. The Minimum Volume Enclosing Ellipsoid and Minimum Enclosing... Read more »

Seminar: Robust Dynamic Risk Measures

Title: Robust Dynamic Risk MeasuresSpeaker: Dimitra BampouAffiliation: Imperial College LondonLocation: Room 218 Huxley Building Time: 3:00pmAbstract. Recent progress in the theory of dynamic risk measures has found a strong echo... Read more »

Seminar: Tutorial on Stochastic Calculus

Title: Tutorial on Stochastic CalculusSpeaker: Florian LockerAffiliation: Institute for Statistics and Mathematics of WULocation: CPSE seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. This tutorial session provides an introduction to stochastic calculus... Read more »