Date & Venue

Title

Speaker

December 6, 2024 (Friday)

4:30 pm HKT

ERB 513

Algorithms for bilevel optimization programs with applications in hyperparameter learning

Prof. Zhang Jin

December 2, 2024 (Monday)

4:30 pm HKT

ERB 513

Normal approximation and multiplier bootstrap for Linear Stochastic Approximation

Dr. Sergey Samsonov

November 29, 2024 (Friday)

4:30 pm HKT

ERB 513

On-Demand Ride-Matching in a Spatial Model with Abandonment and Cancellation

Prof. Jiheng Zhang

November 26, 2024 (Tuesday)

11:00 am HKT

ERB 513

Anonymity, Signaling, and Collusion in Limit Order Books

Patrick Chang

November 26, 2024 (Tuesday)

10:00 am HKT

ERB 513

Price formation in memory pools

Dr. Fayçal Drissi

November 12, 2024 (Tuesday)

4:30 pm HKT

ERB 513

From Optimization Theory and Algorithms to Practical Solvers: A Case Study with Linear Programming

Dr. Zirui Zhou

October 4, 2024 (Friday)

4:30 pm HKT

ERB 513

Dynamic Assortment with Learning under Threshold Multinomial Logit Model

Prof. Houcai Shen

October 4, 2024 (Friday)

9:30 am HKT

ERB 513

Dimensionality reduction techniques for optimization problems

Prof. Coralia Cartis

October 2, 2024 (Wednesday)

3:00 pm HKT

ERB 513

LLM Driven Agents for Social Behavior Simulation

Prof. Zhongyu Wei

September 13, 2024 (Friday)

4:30 pm HKT

ERB 513

Semi-Separable Mechanisms in Multi-Item Robust Screening

Prof. Shixin Wang

September 12, 2024 (Thursday)

3:00 pm HKT

YIA 201 (2/F)

Hedging with linear regressions and neural networks

Prof. Johannes Ruf

September 3, 2024 (Tuesday)

4:30 pm HKT

ERB 513

Efficient simulation of the SABR model

Prof. Jaehyuk Choi

August 30, 2024 (Friday)

4:30 pm  HKT

ERB 513

Portfolio Selection in Contests

Dr. Alex Tse