Solving dynamic portfolio selection problems via score-based diffusion models
Ahmad Aghapour/ UM
In this paper, we tackle the dynamic mean-variance portfolio selection problem in a modelfree manner, based on (generative) diffusion...
On approximate Nash equilibria in mean field games
Nizar Touzi/NYU
We introduce a L-infinity notion of approximate Nash equilibrium which, unlike the standard one, guarantees a uniform small departure of...
Mean-field analysis for the training of overparameterized Deep ResNet
Zhiyan Ding/ UM
In this talk, I will present the mean-field analysis framework for overparameterized Deep ResNets. I will first establish the rigorous...
2025 Van Eenam Lectures
Ruodu Wang, PhD, University of Waterloo
Lectures each day November 18-20, 2025 from 4-5 pm in East Hall....
2025 Van Eenam Lectures
Ruodu Wang, PhD, University of Waterloo
Lectures each day November 18-20, 2025 from 4-5 pm in East Hall....
2025 Van Eenam Lectures
Ruodu Wang, PhD, University of Waterloo
Lectures each day November 18-20, 2025 from 4-5 pm in East Hall....
