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...
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...
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...
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...
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...
Event Topic: Computational Mathematics & Statistics
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...
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...
Event Topic: Computational Mathematics & Statistics
SpeakerAlexander (Sasha) GutfraindUniversity of Illinois at Chicagohttp://gutfraind.com/ Description Graphs (networks) are widely used in science and technology to represent relationships between...
