Announcements
Celebrating AWM 50th Anniversary
Reopening Information
Haim Brezis To Deliver 2021 Distinguished Lecture
News & Achievements
UConn Startup Stemify Improves Math Education With AI
Professor Ovidiu Munteanu named Makuch Faculty Fellow for 2021–23
Society On the Verge of Breakdown – Interview with Prof. Turchin in The Guardian
UConn Alum Establishes Faculty Fellowship
Talitha Washington (UConn Math PhD 2001) elected Fellow of the AMS
Congratulation to Talitha Washington, who received her doctorate in mathematics from UConn in 2001, on being named a Fellow of the American Mathematical Society, class of 2021! Dr. Washington is Professor of Mathematics at Clark Atlanta University. She also has an affiliate faculty appointment at Morehouse College, Morehouse School of Medicine, and Spelman College. Previously, […]
[Read More]Upcoming Events
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Mar
8
Actuarial Science Seminar
DSA Algorithms For Mortality Forecasting
Chengguo Weng (University of Waterloo)11:00am
Actuarial Science Seminar
DSA Algorithms For Mortality Forecasting
Chengguo Weng (University of Waterloo)Monday, March 8th, 2021
11:00 AM - 12:00 PM
Other online
Webex Meeting link:
https://uconn-cmr.webex.com/uconn-cmr/j.php?MTID=m88e15e6097e964a652b03b32dcabde06
Meeting number: 120 751 1966
Password: KupUdQEc352
Abstract: It has been well recognized that borrowing information from populations with similar structural mortality patterns and trajectories is helpful to the mortality forecasting of a target population. One crucial step to gain an enhanced forecasting accuracy lies in the selection of a proper group of populations. In this talk I will present a flexible framework for the selection of populations from a given candidate pool to assist a target population in mortality forecasting. The defining feature of the framework is the deletion-substitution-addition (DSA) algorithm, which is entirely data-driven and versatile to work with any multiple-population model for mortality prediction. I will also share some numerical studies where the framework with an extended augmented common factor model is applied to the Human Mortality Database, and the superiority of the proposed framework is evident in mortality forecasting performance.
Speaker's bio: Dr. Weng is an Associate Professor of Actuarial Science in the Department of Statistics and Actuarial Science at the University of Waterloo. His research interests include probability, statistics, actuarial science, finance and optimization. Please see his website for more information: https://www.chengguoweng.com/.Contact Information: Bin Zou, bin.zou@uconn.edu
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Mar
8
Control And Optimization Seminar
Optimal Stopping Problems For A Family Of Continuous-Time Markov Processes
Héctor Jasso Fuentes (CINVESTAV-IPN, Mexico)2:00pm
Control And Optimization Seminar
Optimal Stopping Problems For A Family Of Continuous-Time Markov Processes
Héctor Jasso Fuentes (CINVESTAV-IPN, Mexico)Monday, March 8th, 2021
02:00 PM - 03:00 PM
Other Online
Webex Meeting link:
https://uconn-cmr.webex.com/uconn-cmr/j.php?MTID=mecb86952071170ad97ba6f1e0a2988b2
Meeting number: 120 931 3106 Password: UConn
Abstract: In this talk, we will study the optimal stopping problem applied to a general family of continuous-time Markov processes. The approach to follow is merely analytic and it is based on the characterization of stopping problems through the study of a certain variational inequality.
If time allows, we will make comments on some extensions of these problems.
Speaker's bio: Dr. Fuentes is a full professor in the Department of Mathematics at CINVESTAV-IPN (Center for Research and Advanced Studies of the National Polytechnic Institute), Mexico. He is the current chair of the department. His main research interests are Optimal control theory, Dynamic games, and Markov processes. Please visit his website for more information: https://www.math.cinvestav.mx/jassoContact Information: Bin Zou, bin.zou@uconn.edu
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Mar
8
PDE And Differential Geometry Seminar Gabriel Khan (Iowa State University)2:30pm
PDE And Differential Geometry Seminar Gabriel Khan (Iowa State University)
Monday, March 8th, 2021
02:30 PM - 03:30 PM
Other online
Title: Complex Geometry and Optimal Transport
Abstract: In this talk, we discuss the relationship between Kahler geometry and optimal transport. Optimal transport studies the finding the most cost-efficient reallocation of resources. Under quite general assumptions, this problem has a solution which is induced by a "transport map." However, this transport will often be discontinuous, and there are both local and global obstructions to establishing regularity. In recent work, we found that the local obstruction to smoothness corresponds to the ``anti-bisectional curvature" of an associated Kahler manifold. We will also discuss the geometry of anti-bisectional curvature. In particular, we show (somewhat surprisingly) that negativity of the anti-bisectional curvature is preserved along Kahler-Ricci flow. (This work is joint with J. Zhang and F. Zheng.)
https://faculty.sites.iastate.edu/gkhan/Contact Information: dong@uconn.edu
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Mar
10
Algebra Seminar
Some Simplicial Complexes In Combinatorics
Darij Grinberg (Drexel University)11:15amAlgebra Seminar
Some Simplicial Complexes In Combinatorics
Darij Grinberg (Drexel University)Wednesday, March 10th, 2021
11:15 AM - 12:05 PM
Storrs Campus Online on WebEx
A number of combinatorial identities are concerned with certain classes of subsets of a finite set (e.g., matchings of a graph); they can be viewed as saying (roughly speaking) that equal numbers of these subsets have even size and odd size. In this talk, I will discuss a few such identities - some of them new - and their topological meaning. As a common theme, the "parity bias" (or lack thereof) is the Euler characteristic of a simplicial complex, and thus any expression for it is potentially the tip of a topological iceberg. Underneath are questions of homology, homotopy or even discrete Morse theory. Aside from the specific complexes in question, I hope to provide one more pair of "simplex glasses" through which combinatorial identities appear in a new light.
Please contact the organizer for the WebEx link for this talk.Contact Information: mihai.fulger@uconn.edu
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Mar
10
Mathematical Finance And Applied Probability Seminar
Semi-Parametric Pricing And Hedging Of Claims On Price And Volatility
Matthew Lorig (University Of Washington)5:00pmMathematical Finance And Applied Probability Seminar
Semi-Parametric Pricing And Hedging Of Claims On Price And Volatility
Matthew Lorig (University Of Washington)Wednesday, March 10th, 2021
05:00 PM - 06:00 PM
Other online
Abstract: We consider a variety of semi-parametric models for a risky asset S = Log X and show how to robustly price and replicate a variety of path-dependent claims. The semi-parametric models we consider may exhibit both jumps and (possibly non-Markovian) stochastic volatility. Claims may depend on the terminal value of the log price X, its realized quadratic variation [X] and barrier-style events. Joint work with Peter Carr and Roger Lee.
Zoom information:
https://us02web.zoom.us/j/5241873990?pwd=NW1abU84OVR3Sitxa3puZWlTUnNPdz09
Meeting ID: 524 187 3990
Passcode: mfapContact Information: Oleksii Mostovyi
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