MATHEMATICAL MODELLING SEMINAR

2016

Sep. 6, Kói, Tamás (BME MI): Introduction to Stochastic Processes (Abstract, Slides)

Sep. 13, Baran, Sándor (University of Debrecen): Probabilistic methods in weather forecasting (Abstract, Slides)

Sep. 20, Hari, Norbert (Morgan Stanley): Pricing Counterparty Risk (Abstract, Other slides on the same topic)

Sep. 27, Kádár, Ferenc (OTP Bank): Advanced statistical methods for credit risk modeling in practice (Abstract, Slides)

Oct. 4, Insperger, Tamás (Department of Applied Mechanics, BME): On the limits of human balancing: delay, sensory uncertainties and movement constraints (Abstract, Slides)

Oct. 11, Salamon, Gábor (Morgan Stanley): XVA -- the Valuation Adjustment Zoo (Abstract)

Oct. 18, Csete Mária, Bánhelyi Balázs és Csendes Tibor (SZTE): Optimalizálás és szimuláció kedvezõ plazmonikai szerkezetek tervezéséhez (Abstract, Slides)

Oct. 25, Bihary, Zsolt (Corvinus University of Budapest): Optimal financing strategies (Abstract, Slides, Excel)

Nov. 8, Cseh, Ágnes (MTA): Algorithmic Mechanism Design in Matching Markets (Abstract, Slides)

Nov. 15, Szentes, Balázs (LSE): Buyer-Optimal Learning and Monopoly Pricing (Abstract, Slides)

Nov. 22, Simon, Péter (ELTE MI): Modeling propagation processes on networks by using differential equations (Abstract, Slides)

Nov. 29, Györfi, László (BME SZIT): Empirical growth optimal portfolio selections (Abstract, Slides)

Dec. 6, Varga, Dániel (Rényi Institute of Mathematics): Neural Art (Abstract)

The talks are held in Hungarian!

Information: Mádi-Nagy Gergely