Seminars and Colloquia by Series

Numerical Algebraic Geometry adjoint meeting

Series
Other Talks
Time
Sunday, January 8, 2017 - 09:00 for 8 hours (full day)
Location
Skiles 005
Speaker
Anton Leykin – Georgia Tech –

Please Note: Tentative schedule: 9-12: mini-presentations, informal discussion, Q&A, led by Jose Rodriguez (numerical decomposition), Elizabeth Gross (reaction networks), Dan Bates (numerical AG for sciences and engineering); 12-1: lunch; 1pm+: catch flights, continue talking in groups.

This is an informal get-together of the Joint Meetings participants and locals interested in various aspects of Numerical Algebraic Geometry. This area combines numerical analysis and nonlinear algebra in algorithms that found various applications in other parts of mathematics and outside. (If interested in joining, email leykin@math.gatech.edu)

Joint Stochastics-Math Finance Seminar - Three puzzles in quantitative finance

Series
Other Talks
Time
Wednesday, November 16, 2016 - 13:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Viorel Costeanu – J.P. Morgan –
1. One day before the election, the statistics site 538 predicted a 70% chance of a Clinton victory. How do we judge the quality of probabilistic prediction models? Ultimately every quant finance model has a probabilistic prediction model at its core, for instance the geometric Brownian Motion is the core of Black-Scholes. I will explain the Basel Traffic Ligths Framework and then I'll ask the audience to think how the framework can be extended. 2. Multi-factor local volatility. I will explain Dupire's local volatility model and ask how this model can be extended to a multi-factor framework. 3. Model overfitting. There are objective criteria for statistical model overfitting, such as AIC. Such criteria don't exist for risk-neutral derivatives pricing models.

Faculty Meeting

Series
Other Talks
Time
Tuesday, October 25, 2016 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Prasad Tetali – School of Mathematics, Georgia Tech

Mathematical results in quantum physics

Series
Other Talks
Time
Saturday, October 8, 2016 - 09:34 for 8 hours (full day)
Location
CULC and Skiles
Speaker
see http://qmath13.gatech.edu/ – various
THis is an international meeting that will take place 8-11 October. See http://qmath13.gatech.edu/ for more details.

Bloch groups, algebraic K-theory and units

Series
Other Talks
Time
Wednesday, September 14, 2016 - 16:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Don Zagier – Max Planck Institute for Mathematics Bonn –
We will describe an etale version of Bloch groups and regulators which for the case of number fields that take values in quotients of units of their rings of integers. Joint work with Frank Calegari and Stavros Garoufalidis

Reading group in Nonequilibrium Statistical Mechanics.

Series
Other Talks
Time
Monday, September 12, 2016 - 16:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Rafel de la Llave – Georgia Tech
The goal of this group is to read carefully the book "Introduction to Chaos in non-equilibrium stat. Mechanics". There will be several speakers. AThe first lecture will be a quick introduction to thermodynamics and statistical mechanics for mathematicians. We hope to explain the physical basis of the problems to mathematicians who have no background in physics and also cover some of the mathematical subtleties that are often overlooked in physiscs courses.

The Beginning of the Year Meeting

Series
Other Talks
Time
Tuesday, August 30, 2016 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Prasad Tetali – School of Mathematics, Georgia Tech
All School of Mathematics faculty, staff and postdocs are invited to attend this welcome event which will open with a short presentation and introducing new members to the School. Lunch will be provided.

Final presentations for 2016 IMPACT REU

Series
Other Talks
Time
Wednesday, July 20, 2016 - 10:00 for 2 hours
Location
Skiles ground floor atrium
Speaker
IMPACT REU – Georgia Tech
Poster presentations by Ibrahim Apata (Morehouse), Chelsea Huston (Spelman), Jason Kolbush (Georgia Tech), Isabella Nang (Georgia State), Taylor Strickland (Agnes Scott), and Ida De Vierno (Georgia Tech).

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