15/08/2022 - 19/08/2022 | Bayesian optimal design of experiment via conditional expectation with SGD implementation | Dr. Truong-Vinh Hoang | Aachen, Germany |
18/07/2022 - 29/07/2022 | Optimal Market Making with Real Data Applications | Dr. Burcu Aydogan Ph.D. | Tirana, Albania |
17/07/2022 - 22/07/2022 | Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation | Nadhir Ben Rached PhD | Linz, Austria |
07/06/2022 - 10/06/2022 | ADAPTIVE MULTILEVEL MONTE CARLO FOR PDEs AND SDEs | Dr. Raul F. Tempone | Budapest, Hungary |
15/05/2022 - 28/05/2022 | Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation | Dr. Truong-Vinh Hoang | King Abdullah University of Science and Technology, Saudi Arabia |
15/05/2022 - 28/05/2022 | Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty | Arved Bartuska M.A.,M.Sc. | King Abdullah University of Science and Technology, Saudi Arabia (Hybrid) |
15/05/2022 - 28/05/2022 | Optimal Market Making with Mean-Reversion and Stochastic Volatility Price Process | Dr. Burcu Aydogan Ph.D. | King Abdullah University of Science and Technology, Saudi Arabia (Hybrid) |
12/04/2022 - 15/04/2022 | Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation | Dr. Truong-Vinh Hoang | Atlanta, Georgia, USA (Hybrid) |
12/04/2022 - 12/04/2022 | Laplace Approximation for Bayesian Optimal Experimental Design with Nuisance Uncertainty | Arved Bartuska M.A.,M.Sc. | Atlanta (Hybrid) |
11/07/2021 - 14/07/2021 | An Optimal Market Making Model where the Price Dynamics Follows a Mean-reverting Process with Stochastic Volatility | Dr. Burcu Aydogan Ph.D. | Online |
28/06/2021 - 30/06/2021 | A-optimality Bayesian experimental design via conditional expectation | Dr. Truong-Vinh Hoang | Athen, Greece |
28/06/2021 - 29/06/2021 | Optimal Market Making Models with Stochastic Volatility for High-Frequency Trading | Dr. Burcu Aydogan Ph.D. | Online |
19/04/2021 - 30/04/2021 | Machine learning based conditional mean filter: a non-linear extension of the ensemble Kalman filter | Dr. Truong-Vinh Hoang | Online |
22/03/2021 - 22/03/2021 | Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data | Dr. Raul F. Tempone | Online |
15/03/2021 - 19/03/2021 | Neural network-based ensemble filter for nonlinear data assimilation | Dr. Truong-Vinh Hoang | Online |
01/03/2021 - 05/03/2021 | Deep Learning-Based Conditional Mean Filter for Data Assimilation of Non-Linear Dynamical System | Dr. Truong-Vinh Hoang | Online |
23/07/2020 - 23/07/2020 | Bayesian model selection method and its application in modeling Covid-19 pandemic development | Dr. Truong-Vinh Hoang | Online |