Past Events

GRADUATE COURSE 1 Instructor: Bruno Bouchard (University Paris-Dauphine) Title: Portfolio management under risk constraint. Course Material and Topics: The aim of this lecture is to discuss classical and recent techniques used for the hedging and...

About the Niven Lectures: Ivan Niven was a famous number theorist and expositor; his textbooks won numerous awards, have been translated into many languages and are widely used to this day. Niven was born in Vancouver in 1915, earned his Bachelor's...

Probability theory is concerned with regularities in random processes, such as laws of large numbers and limit-shape theorems. Recent work by researchers at the interface between probability and combinatorics shows that many of these regularities...

The game-theoretic framework, introduced by Vovk and myself in 2001 (www.probabilityandfinance.com), uses game theory instead of measure theory as a mathematical framework for probability. Classical theorems are proven by betting strategies that...

The game-theoretic framework, introduced by Vovk and myself in 2001 (www.probabilityandfinance.com), uses game theory instead of measure theory as a mathematical framework for probability. Classical theorems are proven by betting strategies that...

N.B. This page is intended only for people whos application has already been approved. Do not sign up for this event without first having received an email explicitly instructing you to do so from the event organisers.

We consider optimal control problems with control appearing linearly. The evaluation of the Pontryagin Minimum Principle shows that optimal controls are composed of bang-bang and singular arcs. Values of bang-bang controls switch discontinuously...

The Canadian Young Researchers Conference in Mathematics and Statistics (CYRC) is an annual event that provides a unique forum for young mathematicians across Canada to present their research and to collaborate with their peers. All young academics...

Electrical Energy Systems are on the edge of a significant revolution in their operation and planning. Great interest is being directed towards increased integration of renewable or "clean" energy sources such as wind- and solar-based generation, and...