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DTSTAMP:20251126T104549
DTSTART;TZID=America/Detroit:20251203T160000
DTEND;TZID=America/Detroit:20251203T180000
SUMMARY:Social / Informal Gathering:Jane Austen Retellings: A Literary Salon
DESCRIPTION:Join us in celebrating Jane Austen’s 250th birthday with tea\, coffee\, and conversation. Although Austen published just six novels in her life\, they have continued to enthrall generations of readers and inspire new works ranging from Helen Fielding’s \"Bridget Jones Diary\" (1996)\, to Seth Grahame-Smith’s \"Pride and Prejudice and Zombies\" (2009)\, to Soniah Kamal’s \"Unmarriageable\" (2019).\n\nYou'll have a chance to talk about your favorite Austen retelling(s)\, learn about titles to add to your list\, and browse a selection from the library’s holdings that you could check out to bring home. For those with a taste for history\, we’ll also have a display of 19th-century editions of \"Pride & Prejudice\,\" \"Sense & Sensibility\,\" and more from the Special Collections Research Center. Registration (https://myumi.ch/y1QnX) is encouraged\, but not required.
UID:140152-21886680@events.umich.edu
URL:https://events.umich.edu/event/140152
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:Arts For All,Free,Library,Literature
LOCATION:Hatcher Graduate Library - Gallery, 1st Floor
CONTACT:
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DTSTAMP:20251030T090217
DTSTART;TZID=America/Detroit:20251203T160000
DTEND;TZID=America/Detroit:20251203T180000
SUMMARY:Presentation:Optimal Transport and Informed Trading
DESCRIPTION:Abstract:\n\nWe investigate applications of optimal transport theory to Kyle–Back models. First\, we introduce a general methodology for constructing Kyle–Back equilibria from an optimal transport problem between the insider’s private signal and the market maker’s filtered beliefs. Using Monge–Kantorovich duality and backward stochastic partial differential equations (BSPDEs)\, we characterize equilibrium prices and trading strategies through Kantorovich potentials and transport maps\, providing a unified framework that encompasses nearly all known continuous-time Kyle–Back models\, including those with dynamic information and activist trading. Our second project develops a variational formulation of the Kyle model that accommodates stochastic and multidimensional liquidity. The equilibrium is reinterpreted as an optimal liquidation of information\, where the insider’s control variable is the rate of information release rather than inventory. This formulation links market microstructure to optimal execution and clarifies the dual role of the adjoint process identified by Collin-Dufresne and Fos (2016) as the co-state variable in the stochastic maximum principle.
UID:141312-21888571@events.umich.edu
URL:https://events.umich.edu/event/141312
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:Dissertation,Graduate,Graduate Students,Mathematics
LOCATION:East Hall - 1360
CONTACT:
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