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Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
Presenter
- Rama Cont
May 23, 2022
IMSI
Effect of Dependence on the Convergence of Empirical Wasserstein Distance
Presenter
- Nabarun Deb
May 18, 2022
IMSI
The Wasserstein-Martingale projection of a Brownian motion given initial and terminal marginals.
Presenter
- Julio Backhoff-Veraguas
May 16, 2022
IMSI
The numerical dynamical renormalization group: controlling secular growth (in numerical simulations of dCS gravity)
Presenter
- Leo Stein
May 7, 2022
ICERM
Protracted Learning and Preemptive Stopping: the Wald Problem with Ambiguity
Presenter
- Sarah Auster
May 3, 2022
IMSI
The fractional Dehn twist coefficient: from braids to mapping class groups
Presenter
- Diana Hubbard
April 28, 2022
ICERM