MATHEMATICAL MODELLING SEMINAR

2015

Sep. 8, Kói, Tamás (BME MI): Introduction to Stochastic Processes (Abstract, Slides)

Sep. 15, Telcs, András (BME SZIT): Modelling stochastic neural learning (Abstract, Slides)

Sep. 29, Farkas, Márton and Nagy, Viktor (Citibank): Models for pricing quanto products in finance (Abstract, Slides)

Oct. 6, Lagzi, István (ELTE): When chemistry meets mathematics (Abstract)

Oct. 13, Csáji, Balázs Csanád (MTA SZTAKI): Finite Sample System Identification: Exact, Distribution-Free Confidence Regions (Abstract, Slides)

Oct. 20, Koncz, Imre (Falkstenen AB): How to make money by bets on functionals? - FX derivatives modelling and pricing (Abstract, Slides)

Oct. 27, Quarteroni, Alfio (Ecole Polytechnique Fédérale de Lausanne, Switzerland and Politecnico di Milano, Italy): Mathematical models for the cardiovascular system: numerical simulation, control and optimization, clinical applications (Abstract)

Nov. 3, Molnár-Sáska, Gábor (Morgan Stanley): Modeling in risk (Abstract)

Nov. 10, Hangos, Katalin (MTA SZTAKI): Dynamic modelling and model analysis based on first engineering principles (Abstract, Slides, Case Study)

Nov. 24, Salamon, Gábor (Morgan Stanley): What if they don't pay? -- Thoughts about Counterparty Risk (Abstract)

Dec. 1, Kovács, József Viktor (IP Systems): Integration of day-ahead electricity markets by advanced hybrid market coupling auction (Abstract, Slides)

Dec. 8, Bihary, Zsolt (Corvinus University of Budapest): Managing investment funds with Kelly and Kalman (Abstract, Slides, kelly.xls, kellySP500.xls)

The talks are held in Hungarian!

Information: Mádi-Nagy Gergely