Whiting School of Engineering




Department of Applied Mathematics & Statistics

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Seminars

The Department of Applied Mathematics and Statistics of the Whiting School of Engineering on the Homewood Campus of The Johns Hopkins University hosts a weekly colloquium on Thursdays at 1:30 PM on the third floor of Whitehead Hall, Room 304. (Followed by refreshments at 2:30 PM in Room 301.)

Seminars are held in 304 Whitehead Hall unless otherwise noted. Here are directions to the Homewood Campus and to Whitehead Hall. You can subscribe to email announcements of our seminars.

 

Seminars Schedule for Spring 2013

Tuesday, January 29 2013
Zhenyu Cui (University of Waterloo)
Debiased Monte Carlo method and nearly unbiased simulation from characteristic function

Thursday, January 31 2013
Agostino Capponi (Purdue University)
Counterparty Risk Pricing for Large Derivatives Portfolios: a Law of Large Numbers Approximation

 

Thursday, February 7 2013
Maxim Bichuch (Princeton University)
Price of a Contingent Claim Liability in a Market with Small Transaction Costs


Tuesday, February 12 2013
Frederi Viens (Purdue University)
Dependent stochastic models: new tools from analysis on Wiener space, with applications to parameter estimation, quantitative finance, and climatology.

 

Thursday, February 14 2013
Tom Bielecki (Illinois Institute of Technology) - Please note time change: 10:30 AM
Dependence between components of multivariate Markov chains: Markov consistency and Markov Copulae


Thursday, February 21 2013
The Goldman Lecture
- Great Hall in Levering Hall
David Shmoys (Cornell University)

Improving Christofides' Algorithm for the s-t Path Traveling Salesman Problem


Thursday, February 28 2013
Hans Lindblad (Johns Hopkins University)
Free Boundary Problems for Fluids


Thursday, March 7 2013
Susan Margulies (Pennsylvania State University)
Hilbert's Nullstellensatz and Linear Algebra: An Algorithm for Determining Combinatorial Infeasibility

Tuesday, March 12 2013
David Bergman (Carnegie Mellon University)
Decision Diagrams for Discrete Optimization


Thursday, March 14 2013
Gautam Iyer (Carnegie Mellon University)
Cellular flows: Homogenization, Averaging and Anomalous Diffusion


Thursday, March 21 2013
Spring Break


Thursday, March 28 2013
The Duncan Lecture

David Siegmund (Stanford University)


Thursday, April 4 2013
Laurent Younes (Johns Hopkins University)


Thursday, April 11 2013
Lucy Robinson (Drexel University)



Thursday, April 18 2013
Youngmi Hur (Johns Hopkins University)

 

Thursday, April 25 2013
James Fill (Johns Hopkins University)


Thursday, May 2 2013