Events
- Inferring latent networks from longitudinal relational data Longitudinal bipartite relational data characterize the evolution of relations between pairs of actors, where actors are of two distinct types and relations exist only between disparate
- Epstein-Zin Utility Maximization over Random Horizon This talk focuses on solving the consumption-investment problem for an agent with stochastic differential utility of Epstein-Zin type. In contrast to prior literature, our time
- Computing traveling wave solutions of the fifth order Korteweg-de Vries equation through Whitham theoryWhitham modulation theory is a useful tool for describing the adiabatic evolution of periodic solutions to nonlinear dispersive equations.
- Music Data Mining: Finding structure in songAn introduction to basic music data mining techniques
- Differential-Algebraic Equation Models of Microbial Electrolysis CellsMicrobial electrolysis cells (MECs) are an emerging technology that employs microorganisms to recover energy from organic waste in the form of hydrogen. MECs consist of two types
- On the dynamics of coupled Morris-Lecar NeuronsIn recent years, the study of computational neuronal dynamics has made remarkable progress has been made by on the nonlinear study of artificial neural networks. This approach relies on using models of
- Applications of Dynamical Systems Theory to Astrodynamics and Celestial MechanicsThe underlying dynamical structures that exist within multi-body systems can be leveraged to enable the design of trajectories for missions to interplanetary
- Designing frustration and topologically constrained disorder in artificial spin iceWe are all familiar with classical states of matter as ordered or disordered; and yet some of the most relevant phenomena in nature, from the nano-machinery of life
- Scaling SIR to geophysical fluids This research is rooted in a desire to apply provably consistent Bayesian methods to select models for nonlinear multiscale dynamics that must be observed in high resolution. As a motivating example, we
- American option pricing under stochastic volatility models via Picard iterations This talk discusses the valuation of American options for a general one- factor stochastic volatility model. Using the local time-space calculus on surfaces we