A variational approach to portfolio choice.
Emmet Lawless
In this talk we propose a calculus of variations approach to an optimal consumption problem with isoelastic preferences over an infinite...
Some New Perspectives on Kyle-Back Insider Trading Problems
Jianfeng Zhang/USC
A Kyle-Back model consists of three types of agents trading on an asset: 1) a (large) population of noise traders, who are non-strategic and...
Normalization effects on deep neural networks and deep learning for scientific problems.
Kostas Spiliopoulos/BU
We study the effect of normalization on the layers of deep neural networks. A given layer i with N_{i} hidden units is normalized by...
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...
2025 Van Eenam Lectures
Ruodu Wang, PhD, University of Waterloo
Lectures each day November 18-20, 2025 from 4-5 pm in East Hall 1360....
2025 Van Eenam Lectures
Ruodu Wang, PhD, University of Waterloo
Lectures each day November 18-20, 2025 from 4-5 pm in East Hall 1360....
2025 Van Eenam Lectures
Ruodu Wang, PhD, University of Waterloo
Lectures each day November 18-20, 2025 from 4-5 pm in East Hall 1360....
