Optimal Transport and Information Asymmetry Trading Models
Lu Vy, UM
We present two extensions of the Kyle-Back model and solve them with tools from optimal transport. In the first, the informed trader...
On the mean-field limit of diffusive games through the master equation: extreme value analysis
Nikolaos Kolliopoulos/ UM
We consider an N-player game where the players control the drifts of their diffusive states which have no interaction in the noise terms....
Colloquium Seminar: Asymptotics of high-dimensional Laplace-type integrals and probability densities
Anya Katsevich (MIT)
We derive an asymptotic expansion of Laplace-type integrals in which dimension grows together with the large parameter in the exponent. This...
Marjorie Lee Browne Colloquium
Federico Ardila (San Francisco State University)
Geometry, Robots, and Society...
Intersection theory of matroids: variations on a theme
Federico Ardila (San Francisco State University)
Chow rings of toric varieties feature a rich combinatorial structure of independent interest. We will begin by surveying four different ways...
Colloquium Seminar: Electron-Electron Interactions and Moire Materials: An Applied Mathematics Approach
Kevin Stubbs (UC Berkeley)
When two layers of a periodic material are rotated relative to one another, a large scale pattern, called a moire pattern, is formed....
