Society Winter Meeting
Delta Chelsea Hotel, December 10-12, 2011, Toronto
Co-hosted by Ryerson University
These colloquia are free and open to all. The colloquia will take place once or twice a month on Thursdays at 12:10-1:00. Refreshments will be served.
Thursday, November 19, 2015 at 1:10pm, Location: ENG-210
Speaker: Dr. David Saunders
Title: An Optimal Stopping Problem Arising in Hedge Fund Investing
Thursday, November 5, 1:10pm Location: ENG-210
Speaker: Dr. Xingfu Zou, Department of Applied Mathematics
Title: Modelling the Role of Altruism of Antibiotic-Resistant Bacteria
Monday, March 2, 2015, 1:10pm, ENG-210
Speaker: Raymond Spiteri, Department of Computer Science,
University of Saskatchewan
Secrets of Success for Numerical Methods in Heart Simulation
Thursday, February 19, 2015, 12:30pm, ENG-210
Speaker: Michael Krivelevich, School of Mathematical Sciences,
Tel Aviv University
Intelligence vs Randomness: the power of choices
Thursday, February 5, 2015, 12:10pm, ENG-210
Speaker: Alexey Kuznetsov, York University
From Levy processes to Number Theory and beyond
Master's Seminar Series (AM 8000)
These seminars are free and open to all. With some exceptions, seminars will take place two to three times a month on Thursdays between 12:10-2:00.
Thursday, November 5, at 1-2pm, Location: ENG-210
1st talk by 1st talk by Dr. Garnet Ord at noon (sharp)
Title: Quantum Mechanics, Special Relativity and Applied Math
2nd talk by Dr. Alexey Rubtsov at 12:30pm
Title: Optimal Investment Strategies
Thursday, October 29, at 12pm-2pm, Location: ENG-210
1st talk by Dr. Dejan Delic at noon (sharp)
Title: Computational Complexity of Constraint Satisfaction Problems
2nd talk by Dr. Anthony Bonato at 12:30
Title: Modelling, mining, and searching networks
3rd talk by Dr. Sebastian Ferrando at 1pm
Title: Research Topics in Financial mathematics
4th talk by Dr. Boza Tasic at 1:30pm
Title: Universal Algebra and its applications
Thursday, October 22, at 1-2pm, Location: ENG-210
1st talk by Dr. Foivos Xanthos, at 1pm (sharp)
Title: Coherent risk measures
2nd talk by Dr. Pawel Pralat, at 1:30pm
Title: Modelling self-organizing networks
Thursday, October 31, 2012, 12:10pm,12:30pm,12:50pm,1:10pm,1:30pm ENG 210
Speakers Dr. Silvana Ilie, Dr.Jean-Paul Pascal, Dr. Pawel Pralat, Dr.Andrea Burgess, Dr. Katrin Rohlf
Grad seminars Oct. 2013
Thursday, April 18, 2013, 1:00-1:20 pm, (to be confirmed) ENG 210
In my thesis, I plan to focus on developing numerical strategies for an accurate and effective sensitivity analysis of the stochastic discrete model of the Chemical Master Equation for well-stirred biochemical systems
Thursday, April 18, 2013, 12:40-1:00 pm, (to be confirmed) ENG 210
Vivija Ping You
The Game of Cops and Robbers, and Brushes on Graphs
Thursday, April 11, 2013, 1:25-1:45 pm, ENG 210
Computation of the Minimum Variance Estimator in Hilbert space
Graphs at Ryerson (G@R) Seminars
Graphs @ Ryerson (G@R) is a group of researchers and students interested in pure and applied graph theory, and is housed in the Mathematics Department at Ryerson University. G@R runs a regular seminar series given by its members and visitors. Seminars usually take place in ENG210, on Thursdays at 1 pm.
Tuesday, November 24, at 3:00pm, Location: ENG-210
Speaker: Peter Horak, University of Washington Tacoma
Tiling n-space by unit cubes
Tuesday, October 6, 2015, 3:00pm Location: ENG-210
Speaker: Xavier Perez-Gimenez, Ryerson University
A probabilistic version of the game of Zombies and Survivors on graphs
Tuesday, September 15, 2015, 3:00pm Location: ENG-210
Speaker: Konstantinos Georgiou, Ryerson University
Lift and project systems performing on the partial-vertex-cover polytope
Biomathematics and Fluids Seminars
The Biomathematics and Fluids Research Group at Ryerson runs a regular seminar series given by its visitors. The seminars are held in ENG 210, Thursdays at 12pm or 1pm.
Thursday, April 2, 2015, 1:00-2:00 pm, Location: ENG210
Department of Mathematics and Statistics, McMaster University.
Predator-prey with distributed delay: insights and challenges.
Thursday, February 26, 2015, 12:00-1:00 pm, Location: ENG210
Dr. Xiaodan Sun
Department of Mathematics and Statistics, York University.
School of Mathematics and Statistics, Xi'an Jiaotong University Xi'an, Shaanxi, China
Modeling cross contamination during poultry processing-dynamics in the chiller tank.
Thursday, January 22, 2015, 12:00-1:00 pm, Location: ENG210
Dr. Lin Chen,
Department of Mathematics and Statistics, York University.
Two-Dimensionality of Yeast Colony Expansion Accompanied by Pattern Formation.
Financial Mathematics Seminars
The Financial Mathematics Research Group at Ryerson runs a regular seminar series; group members, students and visitors will be presenting talks as advertised below.
Friday, November 27, from 2:00pm to 5:00pm, Location: ENG-210
Speaker: Nikolay Ryabkov, Principal, Quantitative Investment and
Alpha Research for OMERS Title: Challenges and Opportunities in Quantitative Investment
Monday, November 30, at 12am-1pm, Location: ENG-210
Speaker: Dr. Haomiao Yu, Economics Department, Ryerson University
Type-Symmetric Randomized Equilibrium
Tuesday, October 20, 12-1:30 pm Location: ENG-210
Speaker: Niushan Gao (Southwest Jiaotong University)
Title: On the Fatou property of risk measures.
In this talk, we will discuss the problem of determining the dual representation of risk measures with the Fatou property. In particular we will propose a solution to this problem when the space of financial positions is a Banach lattice. Our approach is based on the concept of unbounded order convergence.
November 27th 11am-12pm, ENG 210
Dr. Alexey Rubtsov, Department of Mathematics, Ryerson University
Abstract: Title of the talk: Portfolio Choice with Stochastic Interest Rates and Learning about Stock Return Predictability.
The problem of optimal wealth allocation is solved under the assumptions that interest rates are stochastic and stock returns are predictable with observed and unobserved factors. The stock risk premium is taken to be an affine function of the predictive variables and the stock return volatility is assumed to depend on the observed factor. The latent factor is estimated based on the observations. It is shown that the stock return predictability can significantly impact the optimal bond portfolio. The welfare loss from ignoring learning can be considerable.
Thursday, October 30, 2014, 11:00 am, ENG 210
Dr. Pablo Olivares, Department of Mathematics, Ryerson University
speaks on Pricing Basket Contracts by Polynomial Approximations and Discontinuous Models
Abstract: Some results about pricing basket contracts such as spreads and exchange options considering approximation techniques based on Bernstein, Chebyshev and Taylor polynomials. The dynamic of the underlying assets is driven by some classes of Levy models with finite and infinity activity, and stochastic covariance models with Inverse Gaussian subordinators as background noise.
September 25, 2014, 11:00 am -12:00 pm, EPH441
Dr. Marianito Rodrigo
University of Wollongong, New South Wales, Australia
Valuation of American options with general payoffs
Dr. Sebastian Ferrando, Department of Mathematics, Ryerson University
topic: Trajectory Based Discrete Market Models and Arbitrage. Relation to Risk Neutral Pricing