Announcements
Society of Actuaries Center of Actuarial Excellence Award
The UConn Mathematics Department‘s Actuarial Science program continues its extraordinary record of recognition and excellence. The Society of Actuaries has awarded the University of Connecticut the Center of Actuarial Excellence designation for another period of five years, up to June 30, 2029. Our Actuarial Science program benefits from its strong ties with the School of […]
[Read More]CTNT 2024 – Connecticut Summer School In Number Theory (June 10-16)
For more information, please write to: ctntsummer@uconn.edu
[Read More]Join the Celebration of Women in Mathematics – May 10th
News & Achievements
Professor Guozhen Lu named Fellow of the Association for Women in Mathematics
Professor Guozhen Lu has been named a Fellow of the Association for Women in Mathematics. The citation for Guozhen says this honor is: For his sustained support and service to AWM, mentorship of early and mid-career female scientists, and advocacy in the career advancement of talented female mathematicians, including recognition in the form of honors and awards. […]
[Read More]Professor Guozhen Lu appointed Editor-in-Chief of Forum Mathematicum
Guozhen Lu has been appointed Editor-in-Chief of Forum Mathematicum, a premier journal in general mathematics. Dr. Lu is currently also the Editor-in-Chief of Advanced Nonlinear Studies, a major journal in Nonlinear Analysis, Partial Differential Equations and Calculus of Variations, as well as Editor-in-Chief of the de Gruyter flagship book series Studies in Mathematics. In addition, Dr. Lu […]
[Read More]Society of Actuaries Center of Actuarial Excellence Award
The UConn Mathematics Department‘s Actuarial Science program continues its extraordinary record of recognition and excellence. The Society of Actuaries has awarded the University of Connecticut the Center of Actuarial Excellence designation for another period of five years, up to June 30, 2029. Our Actuarial Science program benefits from its strong ties with the School of […]
[Read More]Professor Keith Conrad joins the American Mathematical Monthly as Associate Editor
Professor Keith Conrad has joined the American Mathematical Monthly as an Associate Editor. The Monthly is a publication of the Mathematics Association of America and is arguably the most widely read mathematics journal in the world.
[Read More]Professor Lozano-Robledo interviewed about using TikTok to tackle ‘Math Phobia’
Professor Roby Co-Organizing Conference on Statistical and Dynamical Combinatorics
Upcoming Events
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Oct
4
ELM2 Conference Day 1 All Day
ELM2 Conference Day 1
Friday, October 4th, 2024
All Day
TBA
TBA
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Oct
5
ELM2 Conference Day 2 All Day
ELM2 Conference Day 2
Saturday, October 5th, 2024
All Day
TBA
TBA
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Oct
6
ELM2 Conference Day 3 9:00am
ELM2 Conference Day 3
Sunday, October 6th, 2024
09:00 AM - 02:00 PM
TBA
TBA
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Oct
7
Control and Optimization Seminar, Reinforcement Learning for Exploratory Optimal Stopping, Renyuan Xu (New York University) 2:00pm
Control and Optimization Seminar, Reinforcement Learning for Exploratory Optimal Stopping, Renyuan Xu (New York University)
Monday, October 7th, 2024
02:00 PM - 03:00 PM
Monteith Building 214
Abstract:
Optimal stopping is the problem of finding the right time to take a particular action in a stochastic system, in order to maximize an expected reward. It has applications in areas such as finance, healthcare, and statistics. In this talk, we investigate how to learn to make optimal stopping decisions in an unknown stochastic system via a novel reinforcement learning framework. In particular, in order to encourage exploration in the stochastic system, we randomize the stopping time through cumulative residual entropy, resulting in a singular control problem with special structures. We will discuss the regularity of the solution, the convergence of our proposed learning algorithm, and the algorithm performance on a real option example.
This is based on joint work with Jodi Dianetti and Giorgio Ferrari (Bielefeld University).
Speaker’s short bio: Renyuan Xu is currently an assistant professor at the Department of Finance and Risk Engineering at New York University. Before joining NYU, she was an assistant professor in the Daniel J. Epstein Department of Industrial and Systems Engineering at the University of Southern California from 2021-2024, and a Hooke Research Fellow in the Mathematical Institute at the University of Oxford from 2019-2021. She completed her Ph.D. in 2019 at the University of California, Berkeley in the Department of Industrial Engineering and Operations Research. Her research interests include stochastic analysis, stochastic controls and games, machine learning theory, and mathematical finance. Please visit her website https://renyuanxu.github.io/ for more information.
Contact Information:
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Oct
9
Algebra Seminar - Explicit computation of characteristics quantities of non-hyperelliptic curves 11:15am
Algebra Seminar - Explicit computation of characteristics quantities of non-hyperelliptic curves
Wednesday, October 9th, 2024
11:15 AM - 12:05 PM
Monteith Building
Computation of not normalized periods of the first and second kinds, and the vector of Riemann constants will be presented. Finding the vector of Riemann constants on a non-hyperelliptic curve seems to be an open problem, which is now effectively solved.We compute the associated system of first and second kind periods, which are required for computation of multiply periodic ℘-functions. The latter are used for uniformization of the curve by means of the Jacobi inversion problem.