




Wednesday, April 16, 2014 at 3:00pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Nur Sunar (North Carolina)  Investment Timing with Incomplete Information and Multiple Means of Learning
Motivated…


Tuesday, January 28, 2014 at 4:15pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Dragos Florin Ciocan (MIT)  Tools for Modern Revenue Management
We present potential solutions to several problems…


Tuesday, Apr 15, 2014 at 4:15 PM [.ics]
253 Rhodes Hall
Natesh Pillai
Assistant Professor, Department of Statistics
Harvard University
Category: ORIE Colloquium Seminars


Friday, February 28, 2014 at 3:30pm
Frank H. T. Rhodes Hall, 655
CAM Colloquium: Stephane Loisel (Lyon)  Ruin probability for some particular correlated claims, for worsening risks, and risks with…


Abstract:
A general discretetime framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…




ORIE/Statistics Colloquium: Sahand Negahban (MIT)  Structured Estimation in HighDimensions
Wednesday, February 20, 2013 at 4:15pm
Frank H. T. Rhodes Hall, 253
Modern techniques in data accumulation…


Monday, December 16, 2013
253 Rhodes Hall
Kuang Xu
Electrical Engineering & Computer Science, MIT
On the Power of (even a little) Resource Pooling and Flexibility
It is well known that resource…


Jim Dai (Cornell ORIE)  Queues in Service Systems: Customer Abandonment and Diffusion Approximations
Tuesday, September 11, 2012 at 4:15pm
Frank H. T. Rhodes Hall, 253
Parallelserver queues with…


Hans Föllmer
Institute for Mathematics
Humboldt Universität zu Berlin
Some Martingale Aspects of Financial Bubbles
We discuss some recent developments in the probabilistic analysis of…


Stuart Geman, Division of Applied Mathematics, Brown University


High Frequency Asymptotics for the Limit Order Book
We study the onesided limit order book for sell (or buy) orders and model it as a measurevalued process. Limit orders arrive to the book…


Tridiagonal matrices appear almost everywhere (like 2nd order differential operators).This talk grew out of four very different applications: 1. (positive definite) Completion to maximum…


