Joint Mathematics Meetings AMS Special Session
Current as of Saturday, January 14, 2023 03:30:05
- Program
- ·
- Deadlines
- ·
- Timetable
- ·
- Inquiries: meet@ams.org
2023 Joint Mathematics Meetings (JMM 2023)
- John B. Hynes Veterans Memorial Convention Center, Boston Marriott Hotel, and Boston Sheraton Hotel, Boston, MA
- January 4-7, 2023 (Wednesday - Saturday)
- Meeting #1183
Associate Secretary for the AMS Scientific Program:
Steven H. Weintraub, Lehigh University shw2@lehigh.edu
AMS Special Session on Financial Mathematics I
-
Friday January 6, 2023, 1:00 p.m.-5:30 p.m.
AMS Special Session on Financial Mathematics I
Independence East, Sheraton Boston Hotel
Organizers:
Sixian Jin, Worcester Polytechnic Institute sjin2@wpi.edu
Stephan Strum, Worcester Polytechnic Institute
-
1:00 p.m.
Risk Filtering and Risk-Averse Control of Systems with Model Uncertainty
Igor Cialenco*, Illinois Instutute of Technology
(1183-90-17794) -
1:30 p.m.
Equilibrium with Asymmetric Information and General Uninformed Agent Preferences
Scott Robertson*, Questrom School of Business, Boston University
(1183-91-20260) -
2:00 p.m.
Predictable Forward Performance Processes in Complete Markets
Bahman Angoshtari*, University of Miami
(1183-91-19535) -
2:30 p.m.
The Heavy-Tail Phenomenon in SGD
Mert Gurbuzbalaban, Rutgers University
Umut Simsekli, INRIA
Lingjiong Zhu*, Florida State University
(1183-68-20449) -
3:00 p.m.
No-arbitrage Pricing in a Market for Position on a Multilane Freeway
Henry Schellhorn*, Claremont Graduate University
(1183-91-19737) -
3:30 p.m.
Stochastic differential equations involving random time changes and their financial applications
Kei Kobayashi*, Fordham University
(1183-60-19515) -
4:00 p.m.
THE CONVERGENCE RATE OF THE EQUILIBRIUM MEASURE FOR THE LQG MEAN FIELD GAME WITH A COMMON NOISE
Qingshuo Song*, Worcester Polytechnic Institute
(1183-60-17197) -
4:30 p.m.
Asset Pricing and Corporate Governance
Arash Fahim*, Florida State University
Vijay R Krishna, Associate Professor, Department of Economics, Florida State University
(1183-91-20065) -
5:00 p.m.
What does the VIX index tell us?
Scott Fullenbaum, Tufts University
Jackson Hebner, University of Connecticut
Dong Min Hwang, Carnegie Mellon University
Jeffrey Liebner, Lafayette College
Qin Lu*, Lafayette College
Ashton Wine, Xavier University
(1183-62-15347)
-
1:00 p.m.
-
Saturday January 7, 2023, 1:00 p.m.-4:30 p.m.
AMS Special Session on Financial Mathematics II
Independence West, Sheraton Boston Hotel
Organizers:
Sixian Jin, Worcester Polytechnic Institute jsxjsx12345@hotmail.com
Stephan Strum, Worcester Polytechnic Institute
-
1:00 p.m.
Pricing of Contingent Claims in Large Markets
Oleksii Mostovyi*, University of Connecticut
(1183-60-18591) -
1:30 p.m.
On the Modelling of Impulse Control with Random Effects for Continuous Markov Processes with Application to Ergodic Inventory Control Models
Chao Zhu*, University of Wisconsin-Milwaukee
(1183-93-19830) -
2:00 p.m.
Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models
Yang Shen, University of New South Wales
Bin Zou*, UNIVERSITY OF CONNECTICUT
(1183-93-15394) -
2:30 p.m.
Spectral Methods and Ross Recovery
Wenjian Liu*, Queensborough Community College, CUNY
(1183-91-19601) -
3:00 p.m.
The Abelian sandpile model in financial crises
Wayne Tarrant*, Rose-Hulman Institute of Technology
(1183-91-19067) -
3:30 p.m.
XVA Valuation under Market Illiquidity
Weijie Pang*, Wentworth Institute of Technology
Stephan Strum, Worcester Polytechnic Institute
(1183-60-20359) -
4:00 p.m.
Deep filtering algorithms with adaptive learning rates and its applications
Hongjiang Qian*, University of Connecticut
Gang George Yin, University of Connecticut
Qing Zhang, University of Georgia
(1183-93-19219)
-
1:00 p.m.