Talks

 

Here you can find list with the links to the talks and presentations given by the member of the chair.

 
Date Title Speaker Location
15/08/2022 - 19/08/2022Bayesian optimal design of experiment via conditional expectation with SGD implementationDr. Truong-Vinh HoangAachen, Germany
18/07/2022 - 29/07/2022Optimal Market Making with Real Data ApplicationsDr. Burcu Aydogan Ph.D.Tirana, Albania
17/07/2022 - 22/07/2022Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems EstimationNadhir Ben Rached PhDLinz, Austria
07/06/2022 - 10/06/2022ADAPTIVE MULTILEVEL MONTE CARLO FOR PDEs AND SDEsDr. Raul F. TemponeBudapest, Hungary
15/05/2022 - 28/05/2022Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilationDr. Truong-Vinh HoangKing Abdullah University of Science and Technology, Saudi Arabia
15/05/2022 - 28/05/2022Small-noise approximation for Bayesian optimal experimental design with nuisance uncertaintyArved Bartuska M.A.,M.Sc.King Abdullah University of Science and Technology, Saudi Arabia (Hybrid)
15/05/2022 - 28/05/2022Optimal Market Making with Mean-Reversion and Stochastic Volatility Price ProcessDr. Burcu Aydogan Ph.D.King Abdullah University of Science and Technology, Saudi Arabia (Hybrid)
12/04/2022 - 15/04/2022Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilationDr. Truong-Vinh HoangAtlanta, Georgia, USA (Hybrid)
12/04/2022 - 12/04/2022 Laplace Approximation for Bayesian Optimal Experimental Design with Nuisance UncertaintyArved Bartuska M.A.,M.Sc.Atlanta (Hybrid)
11/07/2021 - 14/07/2021An Optimal Market Making Model where the Price Dynamics Follows a Mean-reverting Process with Stochastic VolatilityDr. Burcu Aydogan Ph.D.Online
28/06/2021 - 30/06/2021A-optimality Bayesian experimental design via conditional expectationDr. Truong-Vinh HoangAthen, Greece
28/06/2021 - 29/06/2021Optimal Market Making Models with Stochastic Volatility for High-Frequency TradingDr. Burcu Aydogan Ph.D.Online
19/04/2021 - 30/04/2021Machine learning based conditional mean filter: a non-linear extension of the ensemble Kalman filterDr. Truong-Vinh HoangOnline
22/03/2021 - 22/03/2021Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast DataDr. Raul F. TemponeOnline
15/03/2021 - 19/03/2021Neural network-based ensemble filter for nonlinear data assimilationDr. Truong-Vinh HoangOnline
01/03/2021 - 05/03/2021Deep Learning-Based Conditional Mean Filter for Data Assimilation of Non-Linear Dynamical SystemDr. Truong-Vinh HoangOnline
23/07/2020 - 23/07/2020Bayesian model selection method and its application in modeling Covid-19 pandemic developmentDr. Truong-Vinh HoangOnline