Please note that the list below only shows forthcoming events, which may not include regular events that have not yet been entered for the forthcoming term. Please see the past events page for a list of all seminar series that the department has on offer.
James Clerk Maxwell (1831–1879) was, by any measure, a natural philosopher of the first rank who made wide-ranging contributions to science. He also, however, wrote poetry.
In this talk examples of Maxwell’s poetry will be discussed in the context of a biographical sketch. It will be argued that not only was Maxwell a good poet, but that his poetry enriches our view of his life and its intellectual context.
- History of Mathematics
The solution to the standard cost efficiency problem depends crucially on the fact that a single real-world measure P is available to the investor pursuing a cost-efficient approach. In most applications of interest however, a historical measure is neither given nor can it be estimated with accuracy from available data. To incorporate the uncertainty about the measure P in the cost efficient approach we assume that, instead of a single measure, a class of plausible prior models is available. We define the notion of robust cost-efficiency and highlight its link with the maxmin expected utility setting of Gilboa and Schmeidler (1989) and more generally with robust preferences in a possibly non expected utility setting.
This is joint work with Thibaut Lux and Steven Vanduffel (VUB)
- Mathematical and Computational Finance Seminar
In this talk, I will present some recent results exploring the connections between dynamical systems and network science. I will particularly focus on large-scale structures and their dynamical interpretation. Those may correspond to communities/clusters or classes of dynamically equivalent nodes. If time allows, I will also present results where the underlying network structure is unknown and where communities are directly inferred from time series observed on the nodes.
- Industrial and Applied Mathematics Seminar