Colloquium: Control of McKean-Vlasov Systems and Applications

Submitted by admin on Wed, 02/20/2019 - 09:09
  • Speaker: Professor Huyên Pham (Université Paris Diderot)
  • Time: Monday, 25/02/2019, 15:00-16:30
  • Place: Room 409T3, Hanoi University of Science, 334 Nguyen Trai, Thanh Xuan, Hanoi
  • Title: Control of McKean-Vlasov systems and applications
  • Summary:  This talk is concerned with the optimal control of McKean-Vlasov equations, which has been knowing a surge of  interest since the emergence of the mean-field game theory,  a decade ago by J.M. Lasry and P.L Lions.

Colloquium: Data Analytics for Actuarial and Financial Modeling

Submitted by admin on Wed, 01/02/2019 - 10:17
  • Speaker: Prof. Emiliano A. Valdez (University of Connecticut, USA)  
  • Place: 409T3, 334 Nguyen Trai, Thanh Xuan, Hanoi
  • Time: 14:00, Thursday, January 3, 2019
  • Title:  Data Analytics for Actuarial and Financial Modeling
  • Summary: This workshop provides a survey of the use of modern statistical techniques for actuarial and fin ancial applications.

Seminar: Clustering Functional Data using Projection

Submitted by admin on Fri, 10/12/2018 - 12:33
  • Speaker: Dr. Pham Huy Tung, Department of Mathematics and Statistics, The University of Melbourne
  • Time: 8:30, Friday, October 12, 2018
  • Place: Data Science Laboratory, T5 Building, P.502, Hanoi University of Science, 334 Nguyen Trai, Thanh Xuan, Hanoi
  • Summary: We show that, in the functional data context, by appropriately exploiting the functional nature of the data, it is possible to cluster the observations asymptotically perfectly.