PROGRAMS AND ACTIVITIES

January 29, 2015

Commercial and Industrial Mathematics Program Calendar

To cooperate with business, enabling technology transfer between mathematical scientists and the information society

 

2015 Jan Feb Mar Apr May Jun Jul 2015 Later Months
January to April 2015 [next period]
Date Time Event

Wed Jan 28

5:00 p.m.

Quantitative Finance Seminar

Paolo Guasoni (Boston University and Dublin City University)

Nonlinear Price Impact and Portfolio Choice

Anna Obizhaeva (University of Maryland)

High-Frequency Trading Invariants for Equity-Index Futures

Fields Institute, Room 230

Wed Feb 25

5:00 p.m.

Quantitative Finance Seminar

Joe Campolieti (Wilfrid Laurier University)

Terry Rockafellar (University of Washington)

Fields Institute

Tue Mar 10

5:00 p.m.

Industrial Optimization Seminar

Miguel Anjos (Unversity of Montréal)

Innocent Kamwa (Hydro-Québec)

Fields Institute, Room 230

Mon Mar 16

5:00 p.m.

Industrial Optimization Seminar

Miguel Anjos (Ecole Polytechnique Montréal)

Innocent Kamwa (Hydro-Québec)

Fields Institute, Room 230

Wed Mar 25

5:00 p.m.

Quantitative Finance Seminar

Sasha Stoikov (Cornell University)

Yaacov Mutnikas (Bank of England)

Fields Institute

Wed Apr 29 -
Thu Apr 30

Workshop on Big Data in Commercial and Retail Banking

Fields Institute, Room 230

Wed Apr 29

5:00 p.m.

Quantitative Finance Seminar

Marcel Nutz (Columbia University)

Joe Langsam (University of Maryland)

Fields Institute