KTH Matematik

Seminarier - Seminars 12 december Sören Christensen Are American options European after all? 5 december Alexandre Chotard An Overview of Evolution Strategies 21 november Ellen Powell Level lines of the Gaussian free field with general boundary data 31 oktober Pierre Nyquist Parallel tempering and infinite swapping - Understanding the performance and theoretical underpinnings of one of the computational workhorses of the physical sciences. 17 oktober Filip Lindskog Insurance valuation: A computable multi-period const-of-capital approach 10 oktober Kevin Schnelli Local law of addition of random matrices on optimal scale 3 oktober Sergei Zuev Segment recombinations and random sharing models 26 september Alan Sola Disks and slits: scaling limits in conformal aggregation models 5 september Nathanael Berestycki The dimer model: universality and conformal invariance 22 augusti Sara Väljamets Peptide Retention Time Prediction using Artificial Neural Networks 22 augusti Josefine Röhss A Statistical Framework for Classification of Tumor Type from microRNA Data /I> 22 augusti Robin Wargentin Long-term and Short-term forecasting techniques for regional airport planning 22 augusti Robert Hu Optimal order execution using stochastic control and reinforcement learning 22 augusti Gustaf Callert and Filip Halén Dahlström A performance investigation and evaluation of selected portfolio optimization methods with varying assets and market scenarios 22 augusti Emil Karlsson Optimal portfolio allocation by the martingale method in an incomplete and partially observable market 22 augusti Polina Vasiljeva Combining Unsupervised and Supervised Statistical Learning Methods for Currency Exchange Rate Forecasting 22 augusti Max Klingmann Rönnqvist Numerical Instability of Particle Learning: a Case Study 17 juni Sepehr Yousefi Credit Risk Management in Absence of Financial and Market Data 9 juni William Heden Predicting Hourly Residential Energy Consumption using Random Forest and Support Vector Regression An Analysis of the Impact of Household Clustering on the Performance Accuracy 2 juni Simon Östlund Imputation of missing data with applications to commodity futures 1 juni Daniel Isaksson Robust portfolio optimization with expected shortfall 1 juni Hampus Hagström Post Earnings-Announcement Drift: A comparative study on the impact of measure ?calculations 1 juni Oskar Kallur On the use of Value-at-Risk based models for the Fixed Income market as a risk measure for Central Counterparty clearing 1 juni Peter Henningsson och Christina Skoglund A framework for modeling the liquidity and interest rate risk of demand deposits 30 maj Dmitry Beliaev (Oxford) TBA 23 maj CANCELLED: Wojtek Chacholski Topology and data 16 maj Alexander Drewitz (Cologne) TBA 25 april Takis Konstantopoulos (Uppsala) Finite and infinite exchangeability 21 mars Erik Broman Continuum percolation models with infinite range 22 februari Victor Sundberg Application and Bootstrapping of the Munich Chain Ladder Method 28 januari Licentiatseminarium: Felix Rios Bayesian structure learning in graphical models 18 januari Tembine Hamidou Mean-field-type game theory Seminarier under 2013 Seminarier under 2012 Seminarier under 2011 Seminarier under 2010 Seminarier under 2009 Seminarier under 2008 Seminarier under 2007 Seminarier under 2006 Seminarier under 2005 Seminarier under 2004 Seminarier under 2003 Seminarier under 2002 Seminarier under 2001 Seminarier under 2000 Seminarier under 1999 Seminarier under 1998 Seminarier under 1997 Seminarier under 1996 Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Henrik Hult Uppdaterad: 23/12-2013