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Volatility is rough
Presenter
Mathieu Rosenbaum
April 16, 2015
IPAM
Contraction Estimates for Markov Kernels via Information-Transportation Inequalities
Presenter
Maxim Raginsky
April 16, 2015
IMA
Connecting Order Flow with Execution Costs
Presenter
Michael Ludkovski
April 14, 2015
IPAM
Probabilistic Inference with Submodular Functions
Presenter
Andreas Krause
February 23, 2015
IMA
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