MATHEMATICAL MODELLING SEMINAR

2020

Sep 8 , Simon, Péter (ELTE): Epidemic propagation on networks, a differential equation approach (in Hungarian) (Abstract, Slides)

Sep 15, Csató, László (SZTAKI, Corvinus): Fair tournament design: a flaw of the UEFA Euro 2020 qualification (in Hungarian) (Abstract, Slides)

Sep 22, Telcs, András (Wigner RCP, BME SZIT): Causal discovery (in English) (Abstract, Slides)

Sep 29, O’Brien, Timothy E. (Loyola University Chicago): Curvature, Optimal Design and Statistical Modelling: Intersections of Mathematics and Statistics, Theory and Applications (in English) (Abstract, Slides)

Oct 6, Zaránd, Gergely (BME, Institute of Physics): Random matrices and the geometry of their random eigenstates from a physicist’s perspective (in Hungarian) (Abstract)

Oct 13, Fegyverneki, Tamás (Morgan Stanley): Will I get my money back? - Modeling counterparty default (in English) (Abstract, Slides)

Oct 27, Telek, Miklós (BME HIT): Concentrated matrix exponential distributions and their application in transient analysis of stochastic processes and inverse Laplace transformation (in English) (Abstract, Slides)

Nov 3, Pereszlényi, Attila (SZTAKI): Computations with Low Rank Matrices in Logarithmic Space (in English) (Abstract, Slides)

Nov 10, Koncz, Imre (BlackRock): Special methods and challenges in FX derivative modelling (in Hungarian) (Abstract, Slides)

Nov 17, Vajna, Szabolcs (AImotive): Mathematical problems in self-driving applications (in Hungarian) (Abstract, Slides)

Nov 24, Bernáth, Attila (ELTE/Lufthansa Systems): Airline crew management and optimization (in Hungarian) (Abstract, Slides)

Dec 1, Bihary, Zsolt (Corvinus): Income distribution and tax policy (in Hungarian) (Abstract, Presentation, Calculations)

Dec 8, Arany László (MSCI): Predicting bond bid-ask spreads using deep learning (in English) (Abstract, Slides)

 

Information: Mádi-Nagy Gergely