April 24, 2014

FieldsLive Video Archive

This archive holds videos of past Fields lectures. These videos may be viewed in two ways, by pressing the interactive or static buttons beside each lecture.

The interactive player provides the same unique ability to adjust the view, and zoom in and out when needed, that is provided by our FieldsLive live streaming system. It is still somewhat experimental and under development. It is targeted for desktop use and requires a web browser with the Flash Player plugin (version 11 or later), which is not available on many mobile devices.

Garbled video in the interactive version? May be a Flash Player bug. Try turning off hardware acceleration (right-click on video, choose "Settings", and click left-most icon on bottom to get to the display settings where you can turn it off).

The static button lets you view a precomposed video for viewing in any media player that supports the Ogg Theora video format (support for this is built in to the Firefox and Chrome browsers and should work on mobile devices too). It also allows the video to be downloaded for later viewing (right-click on the button). However, since zooming in is not possible, blackboard writing may not be legible.

The info (and, in some cases, slides) links take you to a web page with information and downloadable slides. If there is no slides link, there may still be downloadable slides available from within the info page.

Industrial-Academic Workshop on Optimization in Finance and Risk Management (Other events)

interactive static info R. Tyrrell Rockafellar: The Fundamental Quadrangle of Risk in Optimization and Statistics (September 23)
interactive static info Ralph E. Steuer: Experience Computing Efficient Surfaces in Multi-criteria Portfolio Selection (September 23)
interactive static info Oleksandr Romanko: Value-at-Risk Optimization (September 23)
interactive static info Jonathan Li: Accounting for Risk Measure Ambiguity when Optimizing Financial Positions (September 23)
interactive static info Reha Tütüncü: Current Trends in Portfolio Optimization (September 23)
interactive static info Thamayanthi Chellathurai: Optimal Hedging in an Incomplete Market (September 23)
interactive static info Kumaraswamy Ponnambalam: Moments Based Fitting of Kumaraswamy PDF for Estimating VaR in Portfolio Optimization (September 23)
interactive static info Christian Bliek: Overview of IBM CPLEX and Its Use in Finance (September 23)
interactive static info Alan J. King: Integrating Real and Implied Probability Measures in Asset Liability Management (September 23)
interactive static info Dan Rosen: Credit Risk, Multi-Factor Models, and Optimization (September 23)
interactive static info Luis Seco: Stochastic Correlation in Financial Markets (September 24)
interactive static info Hasan Mytkolli: “Bag of Models” Approach for Risk Management: Predicting the Bustout Behavior (September 24)
interactive static info Aleksandr Aravkin: Dynamic Factor Modeling via Robust Subspace Tracking (September 24)
interactive static info John Birge: Portfolio Optimization with Non-Normal Returns (September 24)
interactive static info Garud Iyengar: Large Scale Portfolio Selection with Spectral Risk Measures (September 24)
interactive static info Bin Zou: Explicit Solutions of Optimal Consumption, Investment and Insurance Problem when There is Regime Switching (September 24)
interactive static info Nader Azad: Multi-Mitigation Strategies for Designing Reliable Supply Chain Networks under Disruption Risks (September 24)
interactive static info Hongfeng Liang: On Component Commonality for Assemble-to-Order Systems (September 24)
interactive static info Amir Memartoluie: Worst-Case Copulas and Mass Transportation in Counterparty Credit Risk Management (September 24)
interactive static info Ajay Singh: Random Matrix Application to Volatility Cross-Correlations (September 24)
interactive static info Jonathan Briggs: A Portfolio Construction Toolkit (September 24)
interactive static info Bogie Ozdemir: Capital and Business Mix Optimization (September 24)