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        "event_title":"Jane Austen Retellings: A Literary Salon",
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        "description":"Join us in celebrating Jane Austen\u2019s 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\u2019s \"Bridget Jones Diary\" (1996), to Seth Grahame-Smith\u2019s \"Pride and Prejudice and Zombies\" (2009), to Soniah Kamal\u2019s \"Unmarriageable\" (2019).\r\n\r\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\u2019s holdings that you could check out to bring home. For those with a taste for history, we\u2019ll 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.",
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        "event_title":"Optimal Transport and Informed Trading",
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        "event_subtitle":"Lu Vy",
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        "description":"Abstract:\r\n\r\nWe investigate applications of optimal transport theory to Kyle\u2013Back models. First, we introduce a general methodology for constructing Kyle\u2013Back equilibria from an optimal transport problem between the insider\u2019s private signal and the market maker\u2019s filtered beliefs. Using Monge\u2013Kantorovich 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\u2013Back 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\u2019s 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.",
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