Seminar, Mathematical statistics

Giulia Pucci: Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs

28 Oct

Seminar, Mathematical statistics

Tuesday 2025-10-28, 13:15 - 14:15

Participating: Giulia Pucci (KTH)

Location: KTH, 3721 (Lindstedtsvägen 25)

2025-10-28T13:15:00.000+01:00 2025-10-28T14:15:00.000+01:00 Giulia Pucci: Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs (Seminar, Mathematical statistics) KTH, 3721 (Lindstedtsvägen 25) (KTH, Stockholm, Sweden)Giulia Pucci: Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs (Seminar, Mathematical statistics)

Johannes Heiny: Phase transitions for high-dimensional random matrices with applications in statistical learning

4 Nov

Seminar, Mathematical statistics

Tuesday 2025-11-04, 13:15 - 14:15

Participating: Johannes Heiny (KTH)

Location: KTH, 3721 (Lindstedtsvägen 25)

2025-11-04T13:15:00.000+01:00 2025-11-04T14:15:00.000+01:00 Johannes Heiny: Phase transitions for high-dimensional random matrices with applications in statistical learning (Seminar, Mathematical statistics) KTH, 3721 (Lindstedtsvägen 25) (KTH, Stockholm, Sweden)Johannes Heiny: Phase transitions for high-dimensional random matrices with applications in statistical learning (Seminar, Mathematical statistics)

Magnus Perninge: BSDEs with constrained jumps, double obstacle PDEs and games of impulse control

5 Nov

Seminar, Mathematical statistics

Wednesday 2025-11-05, 15:15 - 16:00

Participating: Magnus Perninge (Mälardalen University)

Location: Campus Albano, Cramér room, House 1, floor 3

2025-11-05T15:15:00.000+01:00 2025-11-05T16:00:00.000+01:00 Magnus Perninge: BSDEs with constrained jumps, double obstacle PDEs and games of impulse control (Seminar, Mathematical statistics) Campus Albano, Cramér room, House 1, floor 3 (KTH, Stockholm, Sweden)Magnus Perninge: BSDEs with constrained jumps, double obstacle PDEs and games of impulse control (Seminar, Mathematical statistics)

Kai Shao: TBA

11 Nov

Seminar, Mathematical statistics

Tuesday 2025-11-11, 13:15 - 14:15

Participating: Kai Shao (KTH)

Location: KTH, 3721 (Lindstedtsvägen 25)

2025-11-11T13:15:00.000+01:00 2025-11-11T14:15:00.000+01:00 Kai Shao: TBA (Seminar, Mathematical statistics) KTH, 3721 (Lindstedtsvägen 25) (KTH, Stockholm, Sweden)Kai Shao: TBA (Seminar, Mathematical statistics)