Videos

Start date cannot be after end date.
Fast policy learning for linear quadratic control with entropy regularization Thumbnail

Fast policy learning for linear quadratic control with entropy regularization

Presenter
  • Xin Guo
February 8, 2024
IMSI
Cascading Risks and Sensitivity in Economic Networks Thumbnail

Cascading Risks and Sensitivity in Economic Networks

Presenter
  • Andreea Minca
February 7, 2024
IMSI
On the Martingale Schrödinger Bridge between Two Distributions Thumbnail

On the Martingale Schrödinger Bridge between Two Distributions

Presenter
  • Johannes Wiesel
February 7, 2024
IMSI
How Should Climate Change Uncertainty Impact Social Valuation and Policy? Thumbnail

How Should Climate Change Uncertainty Impact Social Valuation and Policy?

Presenter
  • Lars Hansen
February 7, 2024
IMSI
Asset pricing under climate scenario uncertainty and model ambiguity Thumbnail

Asset pricing under climate scenario uncertainty and model ambiguity

Presenter
  • Peter Tankov
February 7, 2024
IMSI
Choquet quantiles Thumbnail

Choquet quantiles

Presenter
  • Ruodu Wang
February 7, 2024
IMSI
Recent advances in auction markets design and regulation policies Thumbnail

Recent advances in auction markets design and regulation policies

Presenter
  • Thibault Mastrolia
February 7, 2024
IMSI
Entropic Selection in Optimal Transport Thumbnail

Entropic Selection in Optimal Transport

Presenter
  • Marcel Nutz
February 6, 2024
IMSI
Offline reinforcement learning for price impact models Thumbnail

Offline reinforcement learning for price impact models

Presenter
  • Yufei Zhang
February 6, 2024
IMSI
Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation Thumbnail

Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation

Presenter
  • Huy\u00ean Pham
February 5, 2024
IMSI
On the Foundations of Distributionally Robust Reinforcement Learning Thumbnail

On the Foundations of Distributionally Robust Reinforcement Learning

Presenter
  • Jose Blanchet
February 5, 2024
IMSI
Learning Merton’s Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration Thumbnail

Learning Merton’s Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration

Presenter
  • XunYu Zhou
February 5, 2024
IMSI