WPI Researcher Uses Math to Help Army Protect Soldiers from Chemical Attack

A nice article on CIMS Member Randy Paffenroth’s work with the U.S. Army Combat Capabilities Development Command Soldier Center (CCDC-SC) on using mathematics and data science for threat analysis in chemical warfare:

Graphon Mean Field Games: A Dynamical Equilibrium Theory for a Networked World

Speaker: Peter Caines from McGill University Date and Time: 03/06/20, 11am-12 Room: SH203 Abstract: The complexity of large population multi-agent dynamical systems, such as occur in economics, communication systems, and environmental and transportation systems, makes centralized control infeasible and classical game theoretic solutions intractable. In this talk we first present the Mean Field Game (MFG) theory of large population […]

Dynamic Noisy Rational Expectations Equilibrium with Heterogeneous Information.

Speaker: Scott Robertson from Boston University Date and Time: 02/24/20, 4-5pm Room: SH306 Abstract: In this talk, we consider equilibria in the presence of asymmetric information and misinformed agents (noise traders). We establish existence of two equilibria. First, a full communication one where the informed agents’ signal is disclosed to the market, and static policies are optimal. […]

Dynamic Index Tracking and Risk Exposure Control Using Derivatives

Speaker: Tim Leung from UW-Seattle Date and Time: 03/23/2020,  4-5pm Abstract: A common challenge faced by many institutional and retail investors is to effectively control risk exposure to various market factors. There is a great variety of indices designed to provide different types of exposures across sectors and asset classes. Some of these indices can be difficult […]

Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization

Speaker: Lingjiong Zhu from Florida State University Date and Time: 11/05/2019,  4-5pm Abstract: Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradient with momentum where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global minimum. Many works reported its empirical success […]

Limit Theorems and Regenerative Processes

Speaker: Ju-yi Yen from University of Cincinnati Date and Time: 10/29/19, 4-5pm Abstract:In this talk, we present limit theorems related to integrals of functions taken at the values of Brownian motion. These limit theorems involve regenerative processes and the local time of the Brownian motion.

The Inverse First Passage Time Problem for killed Brownian motion

Speaker: Alex Hening from Tufts Date and Time: 10/08/19, 4-5pm Abstract: The inverse firat passage time problem asks whether, for a Brownian motion B and a nonnegative random variable ζ, there exists a time-varying barrier b such that P{B s > b(s), 0 ≤ s ≤ t} = P{ζ > t}. We study a ”smoothed” version […]

Randy Paffenroth helping NASA

CIMS Member Randy Paffenroth’s collaboration with a CIMS Sponsor Nanocomp Technologies Inc. has been getting some notice!  See the article written by Sharon Gaudin about this collaboration is helping NASA.  This story has also been picked up by WBZ Radio.

Actuarial Networking Night

We’re hosting our 5th annual Actuarial Networking Night in a few weeks, on Wednesday, September 11, at 5:00 pm in the Campus Center Odeum.  We have 16 companies sending representatives (often WPI grads!), plus we’ll  open this up to all of our current MAC and MA majors who may want to learn a bit more about […]

NSF-REU Students Present Findings at GE Aviation,US.

Students in the CIMS REU in Industrial Mathematics and Statistics made their final presentation at their industrial sponsor, GE Aviation, US, in Cincinnati, OH on July 16, 2019. The team is advised by Prof. Randy Paffenroth and Prof. Burt Tilley.

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