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        "event_title":"Early Contract Info Session for Educators (2025)",
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        "description":"Providence Public Schools is excited to announce the launch of our Early Contract\u00a0Hiring Fair, providing a unique opportunity for prospective employees to connect with the District and secure an early contract for the 2025-2026 school year.\u00a0This\u00a0January we will be hosting a virtual info session in which you will be able to learn more about who we are, opportunities within PPSD, and how to obtain an Early Contract for the 25'-26' academic school year.\u00a0\u00a0Please make sure to\u00a0RSVP\u00a0by completing this registration form.",
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        "event_title":"Optimal Transport and Information Asymmetry Trading Models",
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        "combined_title":"Optimal Transport and Information Asymmetry Trading Models: Lu Vy, UM",
        "event_subtitle":"Lu Vy, UM",
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        "description":"We present two extensions of the Kyle-Back model and solve them with tools from optimal transport. In the first, the informed trader receives her private information over time as opposed to all at once from the start of the trading period. We show that this dynamic information model can be recast as a terminal optimization problem with distributional constraints. Therefore, the theory of optimal transport between spaces of unequal dimension comes as a natural tool. The pricing rule of the market maker and an optimality criterion for the problem of the informed trader are established using the Kantorovich potentials and transport maps. It turns out that the optimal strategy can be completely characterized by the market maker's filtering problem, and in particular the Kushner-Zakai SPDE. In the second extension, the signal is static, but there is stochastic noise volatility along with multiple traded assets. We start with the causal optimal coupling between the fundamental price of the assets and the Wiener process which drives the noise trades. From this, we derive a matrix-valued variational problem which characterizes the optimal rate by which the informed trader injects information into the market. This optimal rate completely characterizes the informed trader\u2019s strategy and the market maker\u2019s pricing rule. By considering dual formulation of this problem, we discover the equilibrium minimizes an average of the initial market depth and the noise traders\u2019 slippage costs.",
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