Videos

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Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria Thumbnail

Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria

Presenter
  • Thilo Meyer-Brandis
May 10, 2022
IMSI
Systemic risk measures: conditional and robust features Thumbnail

Systemic risk measures: conditional and robust features

Presenter
  • Marco Frittelli
May 10, 2022
IMSI
American and exotic options in a market with frictions Thumbnail

American and exotic options in a market with frictions

Presenter
  • Gero Junike
May 10, 2022
IMSI
E-backtesting risk measures Thumbnail

E-backtesting risk measures

Presenter
  • Ruodu Wang
May 10, 2022
IMSI
Identifiability in inverse reinforcement learning Thumbnail

Identifiability in inverse reinforcement learning

Presenter
  • Sam Cohen
May 9, 2022
IMSI
Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs Thumbnail

Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs

Presenter
  • Giulia Di Nunno
May 9, 2022
IMSI
High Dimensional Markovian Trading of a Single Stock Thumbnail

High Dimensional Markovian Trading of a Single Stock

Presenter
  • Dilip Madan
May 9, 2022
IMSI
Learning from defaults Thumbnail

Learning from defaults

Presenter
  • Stephane Crepey
May 9, 2022
IMSI
Entropy as performance measure: long-run risk sensitive stochastic control in discrete time Thumbnail

Entropy as performance measure: long-run risk sensitive stochastic control in discrete time

Presenter
  • Marcin Pitera
May 9, 2022
IMSI
Teleconnection patterns and stochastic processes for extreme heat waves and extremes of renewable electricity production Thumbnail

Teleconnection patterns and stochastic processes for extreme heat waves and extremes of renewable electricity production

Presenter
  • Freddy Bouchet
October 4, 2022
IMSI
Time-varying quantiles for climate variability assessment Thumbnail

Time-varying quantiles for climate variability assessment

Presenter
  • Bruno Sanso
October 18, 2022
IMSI
Dynamic Network Analysis of the Arab Spring Thumbnail

Dynamic Network Analysis of the Arab Spring

Presenter
  • Kathleen Carley
March 29, 2012
IMA