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
Remarks on the long-time dynamics of 2D Euler Thumbnail

Remarks on the long-time dynamics of 2D Euler

Presenter
  • Theodore Drivas
May 10, 2022
IAS
Association schemes and codes I: The Delsarte linear program Thumbnail

Association schemes and codes I: The Delsarte linear program

Presenter
  • Leonardo Coregliano
May 10, 2022
IAS
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
Polynomial Bounds on Parallel Repetition For All 3-Player Games with Binary Inputs Thumbnail

Polynomial Bounds on Parallel Repetition For All 3-Player Games with Binary Inputs

Presenter
  • Kunal Mittal
May 9, 2022
IAS