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.

CIMS hosts Veronica Meija Bustamante visit.

Dr. Veronica Meija Bustamante, VP at JP Morgan-Chase, gave a presentation to the CIMS REU in Industrial Mathematics and Statistcs on “Applications of Data Science in Finance” on July 12, 2019. The talk was open to all of the NSF-funded REU students on campus as well as WPI undergraduate student researchers.

REU Students Present Findings at Pfizer Inc.

Students in the CIMS REU in Industrial Mathematics and Statistics made their final presentation at their industrial sponsor, Pfizer Inc. in Cambridge, MA on July 11, 2019. The team is advised by Dr. Simone Cassani and Prof. Suzanne Weekes.

NSF-REU Students visit Pfizer Corporation in Cambridge, MA

Students from the NSF-funded Research Experiences for Undergraduates in Industrial Mathematics and Statistics gave a presentation on the findings of their research to Pfizer Corporation in Cambridge, MA, on June 21, 2019. In the presentations the students described modifications to systems biology models of the coagulation, platelet production, and immune systems to model dynamics related […]

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