University of Cambridge > Talks.cam > mrt31's list

  Browse A-Z

Log in

University Account External (via Google)

πŸ” Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹ️ Information

mrt31's list

Further detail
Subscribe using ical/vcal (Help)

A personal list of talks.

If you have a question about this list, please contact: 14008. If you have a question about a specific talk, click on that talk to find its organiser.

0 upcoming talks and 644 talks in the archive.

Probability

Massive holomorphicity in near-critical dimers and the Sine Gordon model

UserNathanael Berestycki (University of Vienna).

HouseMR12.

ClockTuesday 17 March 2026, 14:00-15:00

Probability

Wandering exponent and free energy for the MΓ©zard-Parisi elastic polymer

UserGΓ©rard Ben Arous (Courant).

HouseMR9.

ClockFriday 13 March 2026, 14:00-15:00

Peter Whittle Lecture

The role of Random Matrix Theory for the optimization algorithms of Machine Learning

UserGΓ©rard Ben Arous (Courant).

HouseCentre for Mathematical Sciences MR2.

ClockThursday 12 March 2026, 16:30-17:30

Probability

Quantitative Brownian Regularity of the KPZ fixed point

UserPantelis Tassopoulos (Cambridge).

HouseMR12.

ClockTuesday 03 March 2026, 14:00-15:00

Probability

The random walk on the exclusion process: a Law of Large numbers in dimensions $\geq 5$

UserGuillaume Conchon--Kerjan (King's College London).

HouseMR12.

ClockTuesday 24 February 2026, 14:00-15:00

Probability

The polaron problem and Kac type interactions

UserErwin Bolthausen (Zurich).

HouseMR12.

ClockTuesday 17 February 2026, 14:00-15:00

Probability

Large deviations in sparse random graphs

UserAnirban Basak (ICTS, Tata Institute).

HouseMR12.

ClockTuesday 10 February 2026, 14:00-15:00

Probability

Chemical distance in high-dimensional percolation

UserJack Hanson (UniversitΓ€t Hamburg).

HouseMR12.

ClockTuesday 03 February 2026, 14:00-15:00

Probability

Stochastic heat equation and directed polymers in dimension d=2

UserQuentin Berger (Paris 13).

HouseMR12.

ClockTuesday 02 December 2025, 14:00-15:00

Probability

Spectral laws of sparse iid matrices

UserJulian Sahasrabudhe (University of Cambridge).

HouseMR12.

ClockTuesday 25 November 2025, 14:00-15:00

Probability

TheΒ Markov property for \varphi^4_3 on cylinders

UserTrishen Gunaratnam (TIFR Mumbai and ICTS Bangalore).

HouseMR12.

ClockTuesday 18 November 2025, 14:00-15:00

Probability

Spectral gaps of random hyperbolic surfaces

UserWill Hide (Oxford).

HouseMR12.

ClockTuesday 11 November 2025, 14:00-15:00

Probability

Games on trees

UserOmer Angel (UBC).

HouseMR12.

ClockTuesday 04 November 2025, 14:00-15:00

Probability

Mixing time of random walk on the small-world network

UserAndjela Sarkovic (Cambridge).

HouseMR12.

ClockTuesday 28 October 2025, 14:00-15:00

Probability

Capacity for branching random walks and percolation

UserPerla Sousi (Cambridge).

HouseMR12.

ClockTuesday 21 October 2025, 14:00-15:00

Probability

On large clusters for the Gaussian free field

UserPierre-François Rodriguez (Statslab).

HouseMR12.

ClockTuesday 14 October 2025, 14:00-15:00

CERF and CF Events

Cambridge Corporate Finance Theory Symposium 2025 Day 1

UserSpeaker to be confirmed.

HouseElton-Bowring Room, Memorial Court, Clare College.

ClockFriday 26 September 2025, 12:00-17:00

Probability

Mixing of a random walk on a randomly twisted hypercube

UserZsuzsa Baran (Cambridge).

HouseMR12.

ClockTuesday 20 May 2025, 14:00-15:00

Probability

Metrics and random walks on 2D critical percolation and CLE

UserYizheng Yuan.

HouseMR12.

ClockTuesday 13 May 2025, 14:00-15:00

Probability

The Porous Medium Equation: Multiscale Analysis of a Zero-Range Process, Integrability Estimate and Large Deviations

UserDaniel Heydecker (Imperial College).

HouseMR12.

ClockTuesday 06 May 2025, 14:00-15:00

Probability

Large Values of the Riemann Zeta Function in Short Intervals

UserLouis-Pierre Arguin (Oxford).

HouseMR12.

ClockTuesday 18 March 2025, 14:00-15:00

Peter Whittle Lecture

Algorithmic stability for regression and classification

UserRina Foygel Barber (Chicago).

HouseCentre for Mathematical Sciences MR2.

ClockThursday 13 March 2025, 16:30-17:30

Probability

Sharp threshold for the ballisticity of the random walk on the exclusion process

UserDaniel Kious (Bath).

HouseMR12.

ClockTuesday 11 March 2025, 14:00-15:00

Probability

The scaling limit of random planar maps with large faces.

UserArmand Riera (Paris).

HouseMR12.

ClockTuesday 04 March 2025, 14:00-15:00

Probability

Branching random walk with non-local competition

UserSarah Penington (Bath).

HouseMR12.

ClockTuesday 25 February 2025, 14:00-15:00

Probability

Height gap of the planar Brownian motion

UserTitus Lupu (Paris).

HouseMR12.

ClockTuesday 18 February 2025, 14:00-15:00

Probability

A switching property for percolation of Brownian loops

UserWendelin Werner (Cambridge).

HouseMR12.

ClockTuesday 11 February 2025, 14:00-15:00

Probability

Road layout in the KPZ class

UserMarton Balazs (Bristol).

HouseMR12.

ClockTuesday 04 February 2025, 14:00-15:00

Probability

The Brownian loop measure on Riemann surfaces and applications to length spectra

UserYilin Wang (IHES).

HouseMR12.

ClockTuesday 03 December 2024, 14:00-15:00

Probability

The *-Edge Reinforced random walk, bayesian statistics and statistical physics

UserPierre Tarres (Paris and Shanghai).

HouseMR12.

ClockTuesday 26 November 2024, 15:00-16:00

Probability

Mixing times for the open ASEP

UserDominik Schmid (Columbia).

HouseMR12.

ClockTuesday 26 November 2024, 14:00-15:00

Probability

The point of view of the particle for 2D random walks in Dirichlet environment

UserChristophe Sabot (Lyon).

HouseMR12.

ClockTuesday 19 November 2024, 14:00-15:00

Probability

A reduction of the theta(pc) problem to a correlation inequality.

UserGady Kozma (Weizmann Institute).

HouseMR12.

ClockTuesday 12 November 2024, 15:00-16:00

Probability

Random growth models with half space geometry

UserJimmy He (Ohio State University).

HouseMR12.

ClockTuesday 12 November 2024, 14:00-15:00

Probability

Rotationally Invariant First passage percolation - Scaling and Chaos

UserAllan Sly (Princeton).

HouseMR12.

ClockTuesday 05 November 2024, 14:00-15:00

Probability

Fragmentations with erasure

UserSerge Cohen, Toulouse.

HouseMR12.

ClockTuesday 22 October 2024, 14:00-15:00

Probability

Universality of directed polymers in the intermediate disorder regime

UserJulian Ransford (Cambridge).

HouseMR12.

ClockTuesday 15 October 2024, 14:00-15:00

Cambridge Finance Workshop Series

Estimating the Private Value of Financial Statement Statistics; the abstract is below. I hope to have a revised version ready closer to the actual presentation date.

UserProf. Russell Lundholm (University of British Columbia).

HouseW4.05.

ClockThursday 13 June 2024, 13:00-14:00

Probability

Loop-erased random walk in three dimensions

UserDaisuke Shiraishi (Kyoto).

HouseMR12.

ClockTuesday 04 June 2024, 14:00-15:00

Probability

Reinforced Random Walk and a Supersymmetric Spin System on the Tree

UserPeter Wildemann (Cambridge).

HouseMR12.

ClockTuesday 28 May 2024, 15:30-16:30

Probability

Scaling limit of high-dimensional random spanning trees

UserEleanor Archer (Paris).

HouseMR12.

ClockTuesday 28 May 2024, 14:14-15:15

Cambridge Finance Workshop Series

Money Management and Real Investment

UserSimon Gervais (Duke).

House109 - Castle Teaching Room.

ClockThursday 16 May 2024, 12:30-13:30

Probability

Two new results on random matrices

UserYi Han (Statslab).

HouseMR12.

ClockTuesday 07 May 2024, 14:00-15:00

Cambridge Finance Workshop Series

Policy Portfolio for Banks: Deposit Insurance and Ex-post Liquidity Injection

UserLin Shen (Insead).

HouseW2.02.

ClockThursday 02 May 2024, 13:00-14:00

Probability

Packing Spheres Randomly

UserMarcelo Campos (DPMMS).

HouseMR12.

ClockTuesday 30 April 2024, 14:00-15:00

Probability

Matrix Concentration and Free Probability

UserAfonso Bandeira (ETH ZΓΌrich).

HouseMR12.

ClockTuesday 12 March 2024, 14:00-15:00

Cambridge Finance Workshop Series

The Origins of Random Choice

UserSavitar Sundaresan (Imperial College London).

HouseCastle Teaching Room.

ClockThursday 07 March 2024, 13:00-14:00

Probability

Quantitative sub-ballisticity of self-avoiding walk on the hexagonal lattice

UserChristoforos Panagiotis (University of Bath).

HouseMR12.

ClockTuesday 05 March 2024, 14:00-15:00

Probability

Two-periodic weighted dominos and the sine-Gordon field at the free fermion point

UserScott Mason (Cambridge).

HouseMR12.

ClockTuesday 27 February 2024, 14:00-15:00

Cambridge Finance Workshop Series

Nonparametric conditional factors for unbalanced panels

UserPaul Schneider (Swiss Finance Institute) .

HouseW4.03.

ClockThursday 22 February 2024, 12:00-13:00

Probability

The Critical 2d Stochastic Heat Flow and other critical SPDEs

UserNikos Zygouras (Warwick).

HouseMR12.

ClockTuesday 20 February 2024, 14:00-15:00

Probability

Excess Folding for Transient Random Walks, Simple or Branching

UserAmine Asselah (Paris) and Bruno Schapira (Marseille).

HouseMR12.

ClockTuesday 13 February 2024, 14:00-16:15

Cambridge Finance Workshop Series

Board Gender Diversity, Innovation Ambidexterity, and Firm Performance

UserRanjani Krishan.

HouseLombard Room, Hotel Du Vin.

ClockThursday 08 February 2024, 13:00-14:00

Probability

Distances on the CLE(4), critical Liouville quantum gravity and 3/2-stable maps

UserEmmanuel Kammerer (Ecole Polytechnique).

HouseMR12.

ClockTuesday 06 February 2024, 15:30-16:30

Probability

The invariant measure of the 2D Yang-Mills Langevin dynamic

UserIlya Chevyrev (Edinburgh).

HouseMR12.

ClockTuesday 30 January 2024, 14:00-15:00

Cambridge Finance Workshop Series

How to discipline financial markets: reputation is not enough

UserMaria Bigoni (University of Bologna) .

HouseW4.03.

ClockThursday 25 January 2024, 12:30-13:30

Probability

Some aspects of the Anderson Hamiltonian in 1D

UserLaure Dumaz (CNRS, ENS Paris).

HouseMR12.

ClockTuesday 23 January 2024, 14:00-15:00

Probability

Weak coupling scaling of critical SPDEs

UserGuiseppe Cannizzaro, University of Warwick.

HouseMR12.

ClockTuesday 28 November 2023, 14:00-15:00

Probability

Critical core percolation on random graphs

UserAlice Contat (University of Paris-Saclay).

HouseMR12.

ClockTuesday 21 November 2023, 14:00-15:00

Probability

A topological transition in the XY model

UserDiederik van Engelenburg (Lyon).

HouseMR12.

ClockTuesday 14 November 2023, 14:00-15:00

Probability

Phase transitions of the graphical representations of the Ising model

UserFrederik Ravn Klausen (University of Copenhagen) .

HouseMR12.

ClockTuesday 07 November 2023, 14:00-15:00

Probability

How long are the arms in Dielectric-Breakdown Model?

UserIlya Losev (Cambridge).

HouseMR12.

ClockTuesday 31 October 2023, 14:00-15:00

Cambridge Finance Workshop Series

Periodic portfolio selection with quasi-hyperbolic discounting

UserAlex Tse (UCL).

HouseCastle Teaching Room.

ClockThursday 26 October 2023, 13:00-14:00

Probability

Determinants of Laplacians of converging surfaces

UserRenan Gross (Tel Aviv).

HouseMR12.

ClockTuesday 24 October 2023, 14:00-15:00

Peter Whittle Lecture

A new coefficient of correlation

UserSourav Chatterjee (Stanford) .

HouseCentre for Mathematical Sciences MR2.

ClockWednesday 18 October 2023, 16:30-17:30

Probability

Spin glass phase in the Edwards-Anderson model at zero temperature

UserSourav Chatterjee (Stanford).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 17 October 2023, 14:00-15:00

Probability

Sampling from the random cluster model on the random regular graph at all temperatures

UserAndreas Galanis (Oxford).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 10 October 2023, 14:00-15:00

Probability

Right-Most Position of a Last Progeny Modified Branching Random Walk

UserAntar Bandyopadhyay, ISI Delhi.

HouseMR11.

ClockWednesday 04 October 2023, 16:00-17:00

CERF and CF Events

Proxy Voting and the Rise of ESG

UserEnrichetta Ravina (Chicago Fed).

HouseCJBS, Castle Teaching Room.

ClockThursday 15 June 2023, 13:00-14:00

Probability

Scaling limits and decay of correlations for non-convex interaction

UserStefan Adams (Warwick).

HouseMR14.

ClockTuesday 13 June 2023, 14:00-15:00

Probability

Scaling limits and decay of correlations for non-convex interaction

UserStefan Adams (Warwick).

HouseMR14.

ClockTuesday 13 June 2023, 14:00-15:00

CERF and CF Events

The Behavioral Policy Uncertainty Channel and Fiscal Analysis: Theory and Evidence

UserHormoz Ramian (University of Glasgow).

HouseCJBS, room W201.

ClockThursday 01 June 2023, 13:00-14:00

Probability

On LΓ©vy-driven Loewner Evolutions

Room changed

UserAnne Schreuder (Statslab).

HouseMR14.

ClockTuesday 30 May 2023, 14:00-15:00

Probability

Sphere-packings on lattices in mathematical physics

UserIzabella Stuhl (Penn State).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 23 May 2023, 15:30-16:30

Probability

Scaling limit of multi-type stationary measures in the KPZ class

UserOfer Busani (Bonn).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 23 May 2023, 14:00-15:00

CERF and CF Events

Distressed Investment, Corporate Debt Liquidity, and Capital Structure

UserAlex Gorbenko (UCL).

HouseCJBS, room W202.

ClockThursday 18 May 2023, 12:45-14:00

Probability

Mixing time of random walk on dynamical random cluster

UserAlexandre Stauffer (Bath).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 16 May 2023, 14:00-15:00

CERF and CF Events

Taxes and Equity Risk and Return: The case of Tax-Loss Carry Forwards

UserRon Giammarino (University of British Columbia).

HouseCJBS, room W201.

ClockThursday 04 May 2023, 13:00-14:00

Probability

The bead process on the torus

UserSamuel Johnston (King's College London).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 02 May 2023, 14:00-15:00

Probability

Capacity of the range of random walk

UserIzumi Okada (Tokyo).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 14 March 2023, 15:30-16:30

Probability

Transition of the simple random walk on the graph of the ice-model

UserSerge Cohen (Toulouse).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 14 March 2023, 14:00-15:00

CERF and CF Events

Misfortune and Mistake: The Financial Conditions and Decision-Making Ability of High-Cost Loan Borrowers

UserArna Olafsson (Copenhagen Business School).

HouseZoom only.

ClockThursday 09 March 2023, 13:00-14:00

Probability

Properties of the gradient squared of the Gaussian free field

UserAlessandra Cipriani (UCL).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 07 March 2023, 14:00-15:00

Probability

On the Replica Symmetric Regime of the SK Model

UserChristian Brennecke (Bonn).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 28 February 2023, 14:00-15:00

CERF and CF Events

The Rise of Anti-Activist Poison Pills

UserOfer Eldar (Duke University).

HouseCJBS, room W2.02 .

ClockThursday 23 February 2023, 13:00-14:15

Probability

Random trees conditioned on the number of vertices and leaves

UserSlava Kargin (Binghampton).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 21 February 2023, 15:30-16:30

Probability

Large deviations for out of equilibrium correlations in the symmetric simple exclusion process

UserBenoit Dagallier (Statslab).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 21 February 2023, 14:00-15:00

CERF and CF Events

Market Segmentation Through Information

UserMatt Elliot (Cambridge Economics) .

HouseHotel du Vin Cambridge, Lombard Room .

ClockThursday 09 February 2023, 13:00-14:00

Probability

Random tournaments

UserBrett Kolesnik (Oxford).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 07 February 2023, 14:00-15:00

CERF and CF Events

Research Unbundling and Market Liquidity: Evidence from MiFID II

UserRu Xie (University of Bath).

HouseCJBS, room W201.

ClockThursday 26 January 2023, 13:00-14:15

Probability

On the number of level sets of smooth Gaussian fields

UserDmitry Belyaev (Oxford).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 29 November 2022, 14:00-15:00

Probability

The contact process over a dynamical d-regular graph

UserDaniel Valesin (Warwick).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 22 November 2022, 15:30-16:30

Probability

Expander graphs are globally synchronising

UserVictor Souza, Cambridge.

HouseMR14, Centre for Mathematical Sciences.

ClockMonday 21 November 2022, 16:00-17:00

Probability

Gaussian multiplicative chaos measures, PainlevΓ© equations, and conformal blocks

UserHarini Desiraju (Newton Institute).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 15 November 2022, 14:00-15:00

Probability

The scaling limit theory of critical planar fuzzy Potts models

UserMatthis Lehmkuehler (ETH Zurich).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 08 November 2022, 14:00-15:00

Probability

Regularity of SLE: Precise variation and modulus of continuity

UserYizheng Yuan (Statslab).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 01 November 2022, 14:00-15:00

Peter Whittle Lecture

Resampling methods for networks

UserLiza Levina (Michigan).

HouseCentre for Mathematical Sciences MR2.

ClockThursday 27 October 2022, 17:00-18:00

Probability

State spaces and stochastic dynamics for Yang Mills in 2D and 3D

UserAjay Chandra (Imperial).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 25 October 2022, 14:00-15:00

Probability

Scaling limit of a branching process in a varying environment

UserGuillaume Conchon-Kerjan (Bath).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 18 October 2022, 14:00-15:00

Probability

The scaling limit of the 2D discrete Gaussian model at high temperature

UserJiwoon Park (Statslab).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 11 October 2022, 14:00-15:00

Probability

Schur-Weyl duality and large $N$ limit in 2d Yang-Mills theory

UserThierry LΓ©vy (Sorbonne UniversitΓ©).

HouseMR9, Centre for Mathematical Sciences.

ClockWednesday 07 September 2022, 15:00-16:00

Probability

Well-posedness and large-particle limit for a model in collective dynamics

UserSara Merino-Aceituno (UniversitΓ€t Wien).

HouseMR9, Centre for Mathematical Sciences.

ClockWednesday 07 September 2022, 14:00-15:00

Probability

Planar aggregation with subcritical fluctuations and the Hastings-Levitov models

UserVittoria Silvestri (UniversitΓ  di Roma La Sapienza).

HouseMR9, Centre for Mathematical Sciences.

ClockWednesday 07 September 2022, 11:30-12:30

Probability

The Anderson operator

UserIsmael Bailleul (UniversitΓ© de Rennes).

HouseMR9, Centre for Mathematical Sciences.

ClockWednesday 07 September 2022, 10:00-11:00

Probability

Limits of Polya urns with innovations

UserJean Bertoin (Zurich).

HouseMR9, Centre for Mathematical Sciences.

ClockWednesday 07 September 2022, 09:00-10:00

Probability

Depth-First Search in a Random Digraph

UserSvante Janson (Uppsala Universitet).

HouseMR9, Centre for Mathematical Sciences.

ClockTuesday 06 September 2022, 16:30-17:30

Probability

Hidden Ancestor Graphs with Assortative Vertex Attributes

UserRichard Darling (NSA).

HouseMR9, Centre for Mathematical Sciences.

ClockTuesday 06 September 2022, 15:00-16:00

Probability

Kac's process and the spatially homogeneous Boltzmann equation

UserDaniel Heydecker (MPI).

HouseMR9, Centre for Mathematical Sciences.

ClockTuesday 06 September 2022, 14:00-15:00

Probability

Height function delocalisation on cubic planar graphs

UserPiet Lammers (IHES).

HouseMR9, Centre for Mathematical Sciences.

ClockTuesday 06 September 2022, 11:30-12:30

Probability

On the enumeration of random maps with three tight boundaries and its probabilistic consequences

UserGregory Miermont (Lyon).

HouseMR9, Centre for Mathematical Sciences.

ClockTuesday 06 September 2022, 10:00-11:00

Probability

The motion of hybrid zones (and how to stop them)

UserAlison Etheridge (Oxford).

HouseMR9, Centre for Mathematical Sciences.

ClockTuesday 06 September 2022, 09:00-10:00

Probability

Stability of the elliptic Harnack Inequality

UserMartin Barlow (UBC).

HouseMR9, Centre for Mathematical Sciences.

ClockMonday 05 September 2022, 16:30-17:30

Probability

A polynomial expansion for Brownian motion and the associated fluctuation process

UserKaren Habermann (Warwick).

HouseMR9, Centre for Mathematical Sciences.

ClockMonday 05 September 2022, 15:00-16:00

Probability

Signatures and functions on unparameterised path space

UserThomas Cass (Imperial College London).

HouseMR9, Centre for Mathematical Sciences.

ClockMonday 05 September 2022, 14:00-15:00

Probability

Rough Paths and more scalable data science

UserTerry Lyons (Oxford).

HouseMR9, Centre for Mathematical Sciences.

ClockMonday 05 September 2022, 11:30-12:30

Probability

Stochastic quantisation of Yang-Mills

UserMartin Hairer (Imperial College London).

HouseMR9, Centre for Mathematical Sciences.

ClockMonday 05 September 2022, 10:00-11:00

Cambridge Finance Workshop Series

Data and Welfare in Credit Markets

UserConstantine Yannelis (University of Chicago Booth School of Business).

HouseIn-person at JBS (room W201), and online (Zoom).

ClockThursday 16 June 2022, 13:00-14:00

Probability

Exit sets for vector valued GFF and interplay with planar O(N) models

UserChristophe Garban (Lyon).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 14 June 2022, 14:00-15:00

Cambridge Finance Workshop Series

Temperature Shocks and Industry Earnings News

UserJawad M. Addoum (Cornell).

HouseOnline.

ClockThursday 09 June 2022, 13:00-14:00

Probability

A dynamical approach to lattice Yang-Mills

UserHao Shen (Wisconsin, Madison).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 07 June 2022, 14:00-15:00

Probability

Scaling limit of the heavy-tailed ballistic deposition model with p-sticking

UserSantiago Saglietti (Pontificia Universidad CatΓ³lica de Chile).

HouseOnline (Zoom).

ClockTuesday 31 May 2022, 14:00-15:00

Probability

Percolation, long-range correlations and critical exponents on transient graphs

UserAlexander Drewitz (UniversitΓ€t zu KΓΆln).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 24 May 2022, 14:00-15:00

Cambridge Finance Workshop Series

The Corporate Supply of (Quasi) Safe Assets

UserLira Mota (Princeton).

HouseOnline.

ClockThursday 19 May 2022, 13:00-14:00

Probability

Scaling limits and macroscopic behavior for stochastic models of active matter

UserClΓ©ment Erignoux, INRIA Lille Nord.

HouseMR2.

ClockTuesday 17 May 2022, 13:00-14:30

Probability

The chemical distance in random interlacements in the low-intensity regime

UserSaraΓ­ HernΓ‘ndez-Torres (Technion).

HouseMR12, Centre for Mathematical Sciences.

ClockTuesday 10 May 2022, 14:00-15:00

Cambridge Finance Workshop Series

Do Short Sellers Care about ESG?

UserMehrshad Motahari (Bayes Business School, City University of London).

HouseIn-person at JBS (Castle Teaching Room) and online .

ClockThursday 05 May 2022, 13:00-14:00

Peter Whittle Lecture

Demystifying Deep Learning

UserRob Nowak (U. Wisconsin).

HouseCentre for Mathematical Sciences MR2.

ClockThursday 17 March 2022, 17:00-18:00

Probability

Integrable fluctuations in random growth

UserJeremy Quastel (Toronto).

HouseOnline (Zoom).

ClockTuesday 15 March 2022, 14:00-15:00

Cambridge Finance Workshop Series

Stability and Evolution in Investor Ideology

UserEnrichetta Ravina (Chicago Fed).

HouseOnline.

ClockThursday 10 March 2022, 13:00-14:00

Probability

Mixing times for the TASEP on the circle

UserDominik Schmid (Princeton and Bonn).

HouseMR12.

ClockTuesday 08 March 2022, 14:00-15:00

Probability

Absolutely Continuous Self Similar Measures

UserSam Kittle (Cambridge) .

HouseMR12.

ClockTuesday 01 March 2022, 14:00-15:00

Cambridge Finance Workshop Series

Board Diversity and Rare Disasters Risk Insurance

UserDunhong Jin (Hong Kong University Business School).

HouseOnline.

ClockThursday 24 February 2022, 13:00-14:00

Probability

Sharpness of the phase transition for level set percolation of long-range correlated Gaussian fields

UserStephen Muirhead (Melbourne).

HouseMR12.

ClockTuesday 22 February 2022, 14:00-15:00

Probability

The interchange model and related spin systems on two-block graphs

UserJakob Bjornberg (Chalmers).

HouseMR12.

ClockTuesday 15 February 2022, 14:00-15:00

Cambridge Finance Workshop Series

Strategic Default and Renegotiation: Evidence from Commercial Real Estate Loans

UserErkan YΓΆnder (Concordia University).

HouseOnline.

ClockThursday 10 February 2022, 13:00-14:00

Probability

Entropic Independence and Optimal Sampling from Combinatorial Distributions

UserNima Anari (Stanford).

HouseOnline (Zoom).

ClockTuesday 08 February 2022, 16:30-17:30

Probability

Characteristic of a second class particle.

UserMustazee Rahman, Durham University.

HouseOnline (Zoom).

ClockTuesday 01 February 2022, 14:00-15:00

Cambridge Finance Workshop Series

Monitoring Secretive Startups

UserScott Guernsey (UTK).

HouseOnline.

ClockThursday 27 January 2022, 13:00-14:00

Probability

Brownian excursions, conformal loop ensembles and critical Liouville quantum gravity

UserEllen Powell (Durham).

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 30 November 2021, 14:00-15:00

Cambridge Finance Workshop Series

Harnessing the Overconfidence of the Crowd: A Theory of SPACs

UserMartin Szydlowski (Carlson School of Management).

HouseOnline.

ClockThursday 25 November 2021, 13:00-14:00

Probability

Geodesic stars in Brownian geometry

UserJean-Francois Le Gall (Universite Paris-Saclay).

HouseOnline (Zoom).

ClockTuesday 23 November 2021, 14:00-15:00

Probability

On a probabilistic approach to the parabolic-parabolic Keller-Segel system

UserMilica Tomasevic (Γ‰cole Polytechnique).

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 16 November 2021, 15:30-16:30

Probability

Regularity of the SLE(4) uniformizing map and the SLE(8) trace

UserKonstantinos Kavvadias (Cambridge).

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 16 November 2021, 14:00-15:00

Cambridge Finance Workshop Series

Pi-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets

UserSebastian Ebert (Frankfurt School of Finance & Management).

HouseOnline.

ClockThursday 11 November 2021, 13:00-14:00

Probability

Large degrees yield short trees

UserSerte Donderwinkel (Oxford).

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 09 November 2021, 14:00-15:00

Probability

Learning low-degree functions from few random queries

UserAlexandros Eskenazis (Cambridge).

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 02 November 2021, 15:30-16:30

Probability

Empirical measures, geodesic lengths, and a variational formula in first-passage percolation

UserErik Bates, University of Wisconsin-Madison .

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 02 November 2021, 14:00-15:00

Cambridge Finance Workshop Series

Asset Allocation and Returns in the Portfolios of the Wealthy

UserCynthia Balloch (LSE).

HouseOnline.

ClockThursday 28 October 2021, 13:00-14:00

Probability

Distribution dependent SDEs driven by additive continuous and fractional Brownian noise

UserAvi Mayorcas (Cambridge) .

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 26 October 2021, 14:00-15:00

Probability

Quenched and annealed heat kernels on the uniform spanning tree

UserMartin Barlow (UBC).

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 19 October 2021, 14:00-15:00

Cambridge Finance Workshop Series

The Aggregate Consequences of Forbearance Lending: Evidence from Japan

UserIsabelle Roland (University of Cambridge, Economics).

HouseOnline.

ClockThursday 14 October 2021, 13:00-14:00

Probability

The Slow Bond Problem

UserSourav Sarkar (Cambridge).

HouseMR12 Centre for Mathematical Sciences.

ClockTuesday 12 October 2021, 14:00-15:00

Cambridge Finance Workshop Series

Asset Transfer Measurement Rules

UserLucas Mahieux (Tilburg School of Economics and Management).

HouseOnline.

ClockThursday 17 June 2021, 13:00-14:00

Probability

Wilson loop expectations as sums over surfaces in 2D

UserMinjae Park (MIT).

HouseZoom.

ClockTuesday 15 June 2021, 16:00-17:00

Probability

Wilson loop expectations as sums over surfaces in 2D

UserMinjae Park (MIT).

HouseZoom.

ClockTuesday 15 June 2021, 16:00-17:00

Probability

The directed landscape

UserDuncan Dauvergne (Princeton).

HouseZoom.

ClockTuesday 08 June 2021, 14:00-15:00

Cambridge Finance Workshop Series

Group-Managed Real Options

UserLorenzo Garlappi (Sauder).

HouseOnline.

ClockThursday 03 June 2021, 13:00-14:00

Probability

Hastings-Levitov planar aggregation

UserJames Norris (Statslab).

HouseZoom.

ClockTuesday 01 June 2021, 14:00-15:00

Probability

Integrability of the conformal loop ensemble

UserMorris Ang (MIT).

HouseZoom.

ClockTuesday 25 May 2021, 14:00-15:00

Cambridge Finance Workshop Series

Women in the Financial Sector

UserMaria-Teresa Marchica at ABMS.

HouseOnline.

ClockThursday 20 May 2021, 13:00-14:00

Probability

Intersection of the traces of two independent walks in high dimensions

UserAmine Asselah (Paris-Est Creteil).

HouseZoom.

ClockTuesday 18 May 2021, 14:00-15:00

Probability

Revisiting optimal scaling of Metropolis-Hastings methods

UserJure Vogrinc.

HouseZoom.

ClockTuesday 11 May 2021, 14:00-15:00

Cambridge Finance Workshop Series

Climate Risk and the Pandemic

UserRob Engle (NYU Stern School of Business).

HouseOnline.

ClockThursday 06 May 2021, 17:00-18:00

Probability

On the radius of Gaussian free field excursion clusters

UserFranco Severo (Geneva and IHES).

HouseZoom.

ClockTuesday 04 May 2021, 14:00-15:00

Probability

Supercritical Percolation on Finite Transitive Graphs

UserPhilip Easo (Cambridge).

HouseZoom.

ClockTuesday 16 March 2021, 14:00-15:00

Cambridge Finance Workshop Series

Factor demand and factor returns

UserDr Cameron Peng Assistant Professor of Finance, LSE.

HouseOnline.

ClockThursday 11 March 2021, 13:00-14:00

Probability

Fluctuation bounds for O'Connell-Yor type systems

UserPhilippe Sosoe (Cornell).

HouseZoom.

ClockTuesday 09 March 2021, 14:00-15:00

Probability

Soliton decomposition of the Box-Ball System

UserLeo Rolla (Warwick).

HouseZoom.

ClockTuesday 02 March 2021, 14:00-15:00

Cambridge Finance Workshop Series

Title: Injunction Risk, Technology Commercialization, and Profitability

UserPo-Hsuan (Paul) Hsu (University of Hong Kong).

HouseOnline.

ClockThursday 25 February 2021, 13:00-14:00

Probability

Variational methods for a singular SPDE yielding the universality of the magnetisation ripple

UserPavlos Tsatsoulis (Max-Planck-Institut, Leipzig).

HouseZoom.

ClockTuesday 23 February 2021, 14:00-15:00

Probability

Limiting Behaviour for Heat Kernels of Random Processes in Random Environments

UserPeter Taylor (Statslab).

HouseZoom.

ClockTuesday 16 February 2021, 14:00-15:00

Cambridge Finance Workshop Series

A Theory of Proxy Advice when Investors Have Social Goals

UserJohn Matsusaka, USC Gould.

HouseOnline.

ClockThursday 11 February 2021, 13:00-14:00

Probability

Geodesics in the Brownian map: Strong confluence and geometric structure

UserWei Qian (Orsay).

HouseZoom.

ClockMonday 08 February 2021, 14:00-15:00

Probability

Random walks on decorated Galton-Watson trees

UserEllie Archer (Tel Aviv).

HouseZoom.

ClockTuesday 02 February 2021, 14:00-15:00

Cambridge Finance Workshop Series

Investor Confidence and Portfolio Dynamics

UserRaman Uppal, EDHEC.

HouseOnline.

ClockThursday 28 January 2021, 13:00-14:00

Probability

Factors in probability and ergodic theory

UserTerry Soo (UCL).

HouseZoom.

ClockTuesday 26 January 2021, 14:00-15:00

Probability

Maximum and coupling of the sine-Gordon field

UserMichael Hofstetter (Cambridge).

HouseZoom.

ClockTuesday 01 December 2020, 14:00-15:00

Cambridge Finance Workshop Series

Credit Allocation and Macroeconomic Fluctuations

UserKarsten MΓΌller (Princeton University).

HouseOnline.

ClockThursday 26 November 2020, 13:00-14:00

Cambridge Finance Workshop Series

Intermediary Financing without Commitment

UserYunzhi Hu (Kenan Flagler) .

HouseOnline.

ClockThursday 12 November 2020, 13:00-14:00

Probability

How far do activated random walkers spread from a single source?

UserVittoria Silvestri (La Sapienza, Rome).

HouseZoom.

ClockTuesday 10 November 2020, 14:00-15:00

Probability

Monotonicity and phase transition for the edge-reinforced random walk

UserRemy Poudevigne.

HouseZoom.

ClockTuesday 03 November 2020, 14:00-15:00

Cambridge Finance Workshop Series

Optimism in the Executive Team: Corporate Asset Transactions and Stock Performance

UserPiet Eichholtz (Maastricht University) .

HouseOnline.

ClockThursday 29 October 2020, 13:00-14:00

Probability

Dimensions of the two-valued sets of the 2D GFF

UserLukas Schoug (Cambridge).

Househttps://maths-cam-ac-uk.zoom.us/j/5903322638?pwd=dzJRRS9BKzhEaGVCNncxaWcvL0IxQT09.

ClockTuesday 27 October 2020, 14:00-15:00

Probability

Percolation for the Gaussian free field on the cable system

UserAlexis PrΓ©vost.

Househttps://maths-cam-ac-uk.zoom.us/j/92621143616?pwd=YWZsclZMb2Mwa2hOZ09IajNOUTNEdz09.

ClockTuesday 20 October 2020, 14:00-15:00

Cambridge Finance Workshop Series

Comparative Ambiguity Aversion for Smooth Utility Functions

UserChiaki Hara (Kyoto University) .

HouseOnline.

ClockThursday 15 October 2020, 13:00-14:00

Probability

A Markov Process associated to the noncutoff Boltzmann Equation

UserDaniel Heydecker (Cambridge).

HouseZoom.

ClockTuesday 13 October 2020, 14:00-15:00

Cambridge Finance Workshop Series

Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply

UserAlbert J. Menkveld (VU University Amsterdam).

House TBC.

ClockThursday 11 June 2020, 13:00-14:00

Cambridge Finance Workshop Series

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

UserGeorgy Chabakauri is an associate professor of Finance at the LSE.

HouseOnline.

ClockThursday 28 May 2020, 13:00-14:00

Cambridge Finance Workshop Series

Financial Cycles with Heterogeneous Intermediaries

UserHelene Rey (London Business School).

HouseOnline.

ClockThursday 14 May 2020, 13:00-14:00

Cambridge Finance Workshop Series

Trading and shareholder democracy

UserSpeaker to be confirmed.

House Webinar (via Zoom online)- link to follow.

ClockThursday 30 April 2020, 13:00-14:00

Probability

Random measures on the Brownian path with prescribed expectation

UserAbel Farkas (RΓ©nyi Institute, Budapest).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 April 2020, 14:00-15:00

Probability

Random walk on the simple symmetric exclusion process

UserDaniel Kious (Bath).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 March 2020, 14:00-15:00

Cambridge Finance Workshop Series

Financing and Resolving Banking Groups (joint with Albert Banal-Estanol and Julian Kolm)

UserGyΓΆngyi LΓ³rΓ‘nth (University of Vienna).

HouseKH107, Keynes House, Cambridge Judge Business School.

ClockThursday 05 March 2020, 12:30-13:30

Probability

On the statistical behavior of the Riemann zeta function

UserChristian Webb (Aalto, Finland).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 March 2020, 14:00-15:00

Probability

Empirical Measure and Small Noise Asymptotics under Large Deviation Scaling for Interacting Diffusions

UserAmarjit Budhiraja (UNC Chapel Hill).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 February 2020, 14:00-15:00

Cambridge Finance Workshop Series

When Shareholders Disagree: Trading after Shareholder Meetings

UserErnst Maug (University of Mannheim, Business School).

HouseKH107, Keynes House, Cambridge Judge Business School.

ClockThursday 20 February 2020, 12:30-13:30

Probability

The optimal matching problem

UserMartin Huesmann.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 February 2020, 14:00-15:00

Probability

Local geometry of the rough-smooth interface in the two-periodic Aztec diamond.

UserSunil Chhita (Durham).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 February 2020, 14:00-15:00

Cambridge Finance Workshop Series

Are star lawyers also better lawyers?

UserAlberto Manconi (Bocconi School of Management).

HouseUpper Hall, Peterhouse College, Cambridge CB2 1RD.

ClockThursday 06 February 2020, 13:00-14:00

Probability

Mixing and cut-off for random walks on finite fields and random polynomials

UserEmmanuel Breuillard (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 04 February 2020, 14:00-15:00

Probability

Patterns and SzemerΓ©di phenomena in random fractals

UserPablo Shmerkin (Buenos Aires).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 January 2020, 14:00-15:00

Cambridge Finance Workshop Series

Bank Intermediation and Consumer Bankruptcy

UserAnne Villamil (Henry B. Tippie College of Business, the University of Iowa).

HouseUpper Hall, Peterhouse College, Cambridge CB2 1RD.

ClockThursday 23 January 2020, 13:00-14:00

Probability

Fluctuations in the number of level set components of planar Gaussian fields

UserStephen Muirhead (Queen Mary).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 January 2020, 14:00-15:00

Probability

Kinetic theory for the low-density Lorentz gas

UserJens Marklof (Bristol).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 December 2019, 14:00-15:00

Cambridge Finance Workshop Series

Gender diversity in corporate boards: Evidence from a natural experiment

UserOlga Kuzmina.

HouseKH107, Cambridge Judge Business School.

ClockThursday 28 November 2019, 13:00-14:00

Probability

CENTRAL LIMIT THEOREMS AND THE GEOMETRY OF POLYNOMIALS

UserJulian Sahasrabudhe (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 November 2019, 15:15-16:15

Probability

Variational principle for lattice models with long-range interactions

UserPiet Lammers (Statslab).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 November 2019, 14:00-15:00

Probability

Understanding Liouville quantum gravity through two square subdivision models

UserJosh Pfeffer (MIT).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 05 November 2019, 14:00-15:00

Cambridge Finance Workshop Series

Agency Conflicts, Macroeconomic Risk, and Asset Prices

UserAdelphe Ekponon (Cambridge Judge Business School).

House W2.02, Cambridge Judge Business School, Trumpington Street, Cambridge CB2 1AG.

ClockThursday 31 October 2019, 12:30-13:30

Probability

Cutoff for the mean-field zero-range process

UserJustin Salez (Paris-Dauphine).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 October 2019, 15:15-16:15

Probability

Forest fire processes and near-critical percolation with heavy-tailed impurities

UserPierre Nolin (City University of Hong Kong).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 October 2019, 14:00-15:00

Probability

Cutoff for Random Walk on Random Cayley Graphs

UserSam Thomas (Statslab).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 October 2019, 14:00-15:00

Cambridge Finance Workshop Series

Simulating liquidity stress in the derivatives market

UserGerardo Ferrara, Ph.D., Economist | Market Behaviour & Activities Team | Capital Markets Division, Bank of England.

HouseCastle Teaching Room, 4th floor, Cambridge Judge Business School, Trumpington Street, CB2 1AG.

ClockThursday 17 October 2019, 13:00-14:00

Probability

Fortuin-Kastelyn type representations for Threshold Gaussian and Stable Vectors: aka Divide and Color processes (joint work with Malin PalΓΆ ForsstrΓΆm)

UserJeff Steif (Chalmers).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 October 2019, 14:00-15:00

Peter Whittle Lecture

Simplicity and Complexity of Belief-Propagation

UserElchanan Mossel (MIT).

HouseCentre for Mathematical Sciences MR2.

ClockMonday 14 October 2019, 16:30-17:30

Cambridge Finance Workshop Series

Union Debt Management

UserRigas Oikonomou (Universite Catholique de Louvain).

HouseRoom W4.03 Cambridge Judge Business School.

ClockThursday 13 June 2019, 12:30-13:30

Probability

Hard-core configurations on Z^2 and other lattices

UserIzabella Stuhl (Penn State).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 June 2019, 14:00-15:00

Probability

Large deviations of subgraph counts for sparse random graphs

UserAmir Dembo (Stanford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 04 June 2019, 14:00-15:00

Cambridge Finance Workshop Series

Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices

UserMara Faccio (Purdue), A professor of finance and the Hanna Chair in Entrepreneurship at Purdue’s Krannert School.

HouseRoom W4.03 Cambridge Judge Business School.

ClockThursday 30 May 2019, 12:30-13:30

Probability

Isomorphism theorems and the sign cluster geometry of the Gaussian free field

UserPierre-Francois Rodriguez (IHES, Paris).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 May 2019, 15:00-16:00

Probability

Existence and uniqueness of the Liouville quantum gravity metric for γ ∈ (0, 2)

UserEwain Gwynne (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 May 2019, 14:00-15:00

Cambridge Finance Workshop Series

Corporate Governance and the CAPM: Some Theory and Evidence

UserErnst-Ludwig von Thadden (University of Manheim), Professor of Economics and Finance..

HouseNorth 10 (lower ground), Trumpington Street.

ClockThursday 16 May 2019, 12:30-13:30

Probability

Stochastic homogenization in amorphous media and applications to exclusion processes

UserAlessandra Faggionato (La Sapienza, Rome).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 May 2019, 14:00-15:00

Probability

Flux Large Deviations

UserRobert Patterson (Weierstrass Institute, Berlin).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 May 2019, 14:00-15:00

Cambridge Finance Workshop Series

Off-Market Block Trades, Transparency and Information Efficiency: New Evidence from Futures Markets

UserAlex Frino (University of Wollogong, Australia).

HouseRoom W4.03 Cambridge Judge Business School.

ClockThursday 02 May 2019, 12:30-13:30

Probability

Covariance formulas for fluctuations of linear spectral statistics for Wigner matrices with few moments

UserAnna Maltsev (Queen Mary University of London).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 30 April 2019, 14:00-15:00

Probability

Large deviations for the maximum of a branching random walk

UserNina Gantert (Technical University of Munich).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 March 2019, 14:00-15:00

Cambridge Finance Workshop Series

Competition, No-Arbitrage, and Systematic Risk

UserYuri Tserlukevich (Arizona State University) , W. P. Carey Finance, Associate Professor.

HouseCastle Teaching Room, Cambridge Judge Business School.

ClockThursday 07 March 2019, 13:00-14:00

Probability

Entropy decay and concentration for Strong Rayleigh measures via couplings

UserJonathan Hermon (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 05 March 2019, 14:00-15:00

Probability

Subsequential limits for Liouville graph distance

UserAlex Dunlap (Stanford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 February 2019, 14:00-15:00

Cambridge Finance Workshop Series

Impact Investing

UserBrad M Barber (UC Davis) , Professor of Finance.

HouseRoom W4.05 Cambridge Judge Business School.

ClockThursday 21 February 2019, 13:00-14:00

Probability

Mixing times of exclusion processes on regular graphs

UserRichard Pymar (Birkbeck).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 February 2019, 14:00-15:00

Probability

Scaling limit of the condensate dynamics in a reversible zero range process

UserMichail Loulakis (Athens).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 February 2019, 14:00-15:00

Cambridge Finance Workshop Series

Patenting in an Entrepreneurial Region during the Great Depression: The Case of Cleveland, Ohio

UserNaomi Lamoreaux Stanley B. Resor Professor of Economics and Professor of History, Yale University.

HouseCastle Teaching Room, Cambridge Judge Business School.

ClockThursday 07 February 2019, 12:30-13:30

Probability

Bootstrap percolation and kinetically constrained spin models: critical time scales

UserCristina Toninelli (Dauphine).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 05 February 2019, 14:00-15:00

Probability

Sumset bounds for the entropy on abelian groups

UserIoannis Kontoyiannis (Engineering, Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 January 2019, 14:00-15:00

Cambridge Finance Workshop Series

Financial Restructuring and Resolution of Banks

UserJean-Edouard Colliard (HEC Paris).

HouseRoom W4.05 Cambridge Judge Business School.

ClockThursday 24 January 2019, 13:00-14:00

Probability

Scaling limits for planar aggregation with subcritical fluctuations

UserAmanda Turner (Lancaster).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 January 2019, 16:30-17:30

Probability

Kazhdan groups have cost 1

UserTom Hutchcroft (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 November 2018, 14:00-15:00

Cambridge Finance Workshop Series

Crisis, contagion and containment policies in financial networks : A dynamic approach

UserProfessor Hubert Kempf (Ecole Normale Superieure de Cachan), CESifo Research Network Fellow..

HouseRoom W4.05 Cambridge Judge Business School.

ClockThursday 22 November 2018, 12:30-13:30

Probability

On gradient estimates for random walks in time-dependent random environments

UserMartin Slowik (Berlin).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 November 2018, 14:00-15:00

Probability

The smoothed KPZ equation in dimension three and higher: Edwards-Wilkinson regime of its fluctuations and its localization properties

UserChiranjib Mukherjee (Munster).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 November 2018, 14:00-15:00

Cambridge Finance Workshop Series

Competition and Voting Premium

UserOğuzhan Karakaş University Senior Lecturer in Finance, Cambridge Judge Business School, CERF Fellow..

HouseNorth 10 (lower ground), Trumpington Street.

ClockThursday 08 November 2018, 12:30-13:30

Probability

The TAP-Plefka variational principle for mean field spin glasses

UserDavid Belius (Basel).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 06 November 2018, 14:00-15:00

Probability

Nonpositive curvature is not coarsely universal

UserAlexandros Eskenazis (Princeton).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 30 October 2018, 14:00-15:00

Cambridge Finance Workshop Series

CEO Option Compensation Can Be a Bad Option: Evidence from Product Market Relationships

UserRon Masulis (UNSW Business School).

HouseRoom W4.05 Cambridge Judge Business School.

ClockThursday 25 October 2018, 13:00-14:00

Probability

Mixing time for the non-babktracking random walk on random graphs with communities

UserAnna Ben-Hamou (Paris).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 23 October 2018, 14:00-15:00

Probability

Last-Passage Percolation with constraints, and applications to polymers in random environment

UserQuentin Berger (Paris).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 16 October 2018, 14:00-15:00

Cambridge Finance Workshop Series

Dynamic Bank Capital Regulation in Equilibrium

UserMarcella Lucchetta (UniversitΓ  Ca’Foscari Venezia).

HouseRoom W4.05 Cambridge Judge Business School.

ClockThursday 11 October 2018, 13:00-14:00

Peter Whittle Lecture

When Statistics Meets Computing

UserProfessor Tony Cai (Wharton, University of Pennsylvania).

HouseCentre for Mathematical Sciences MR2.

ClockWednesday 10 October 2018, 17:00-18:00

Probability

Invariance principle for the random Lorentz gas beyond the [Boltzmann-Grad / Gallavotti-Spohn] limit

UserBalint Toth (Bristol).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 October 2018, 14:00-15:00

Probability

The Dirichlet problem for circle packings

UserAsaf Nachmias (Tel Aviv).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 September 2018, 14:00-15:00

Probability

Delocalization of uniform graph homomorphisms from Z^2 to Z

UserMartin Tassy (Dartmouth).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 August 2018, 14:00-15:00

Cambridge Finance Workshop Series

Angels, Entrepreneurship, and Employment Dynamics: Evidence from Investor Accreditation Rules

UserLuke Stein, Assistant Professor, Finance, Arizona State University..

HouseRoom W4.03 Judge Business School.

ClockThursday 14 June 2018, 13:00-14:00

Probability

Polluted Bootstrap Percolation

UserAlexander E Holroyd.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 June 2018, 14:00-15:00

Cambridge Finance Workshop Series

The Dark Side of Circuit Breakers

UserCambridge Finance Workshop - Hui Chen (MIT) .

HouseRoom W4.03 Judge Business School.

ClockThursday 31 May 2018, 13:00-14:00

Probability

High-density hard-core configurations on a triangular lattice

UserYuri Suhov (Penn State and Statslab).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 May 2018, 14:00-15:00

Probability

A particle model for Wasserstein type diffusion

UserVitalii Konarovskyi.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 May 2018, 14:00-15:00

Cambridge Finance Workshop Series

Dynamic Liquidity-Based Security Design

UserProfessor Kathy Yuan, LSE.

HouseW2.01.

ClockThursday 17 May 2018, 12:30-13:30

Probability

The criticality of a randomly-driven front

UserAmir Dembo (Stanford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 May 2018, 14:00-15:00

Probability

First passage percolation in hostile environment (on hyperbolic graphs)

UserElisabetta Candellero (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 08 May 2018, 14:00-15:00

Cambridge Finance Workshop Series

Short-Sales Constraints and Aftermarket IPO Pricing

UserRichard G. Sloan, Professor, Emile R. Niemela Chair in Accounting and International Business Haas Accounting Group.

HouseRoom W4.03 Cambridge Judge Business School.

ClockThursday 03 May 2018, 13:00-14:00

Probability

Asymptotics for 2D critical and near-critical first-passage percolation

UserChanglong Yao (Academy of Mathematics and Systems Science, Chinese Academy of Sciences).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 01 May 2018, 14:00-15:00

Probability

Extremal and local statistics for gradient field models

UserWei Wu (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 March 2018, 16:15-17:15

Probability

Parking

UserMatthew Junge.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 March 2018, 15:00-16:00

Cambridge Finance Workshop Series

Short-Selling Restrictions and Returns: a Natural Experiment

UserProfessor Marco Bonomo, Insper.

HouseKH107(Keynes House), Cambridge Judge Business School, University of Cambridge.

ClockThursday 08 March 2018, 12:45-13:45

Probability

Recurrence of the vertex-reinforced jump process in two dimensions

UserTyler Helmuth (Bristol).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 06 March 2018, 16:15-17:15

Probability

Criticality in random transposition random walk

UserDominic Yeo (Technion, Haifa).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 February 2018, 16:15-17:15

Cambridge Finance Workshop Series

The Digital Revolution and the State

UserWilliam H. Janeway is a Senior Advisor and Managing Director of Warburg Pincus and a Member of the Board of Managers of CERF..

HouseRoom W4.03 Cambridge Judge Business School.

ClockThursday 22 February 2018, 13:00-14:00

Probability

Title to be confirmed

UserBen Wallace (IST, Austria).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 February 2018, 16:15-17:15

Probability

The Fyodorov-Bouchaud conjecture and Liouville conformal field theory

UserGuillaume Remy (ENS Paris).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 February 2018, 16:15-17:15

Cambridge Finance Workshop Series

An experimental analysis of the effect of Quantitative Easing

UserNobuyuki Hanaki, University of Nice.

HouseRoom W4.03 Cambridge Judge Business School.

ClockThursday 08 February 2018, 13:00-14:00

Probability

Determinantal structures in (2+1)-dimensional growth and decay models

UserTheodoros Assiotis (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 30 January 2018, 16:15-17:15

Cambridge Finance Workshop Series

INFORMATIVE SOCIAL INTERACTIONS

UserDr HΓ©ctor Calvo Pardo is Reader in Economics within Social Sciences at the University of Southampton..

HouseRoom W4.03 Judge Business School.

ClockThursday 25 January 2018, 13:00-14:00

Probability

Variation of the Nazarov-Sodin constant for random plane waves and arithmetic random waves

UserIgor Wigman (King's College, London).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 23 January 2018, 16:15-17:15

Probability

Improved bounds for sampling colorings of sparse random graphs

UserCharis Efthymiou (Frankfurt).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 November 2017, 16:15-17:15

Cambridge Finance Workshop Series

Expected Returns and Risk in the Stock Market

UserMichael Brennan is a professor of finance at the University of Manchester, having previously held this position at UCLA and London Business School..

HouseRoom W4.03 Cambridge Judge Business School.

ClockThursday 23 November 2017, 13:00-14:00

Probability

Statistical mechanics on nonamenable graphs

UserTom Hutchcroft (Cambridge) .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 November 2017, 16:15-17:15

Probability

Macroscopic loops in the loop O(n) model

UserYinon Spinka (Tel Aviv).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 November 2017, 16:15-17:15

Cambridge Finance Workshop Series

Do CEOs Affect Employees' Political Choices?

UserIlona Babenko, Arizona State University.

HouseRoom W2.01 Cambridge Judge Business School.

ClockThursday 09 November 2017, 12:45-13:45

Probability

Limit theory for statistics of random geometric structures

UserJoe Yukich (Lehigh University).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 November 2017, 16:15-17:15

Probability

Matrix Dyson equation and random matrices with correlations

UserLaszlo ErdΓΆs (IST Austria).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 31 October 2017, 16:15-17:15

Cambridge Finance Workshop Series

Firebreaks and Risk-Shifting in Financial Networks

UserMatthew Elliott, University Lecturer, Faculty of Economics, University of Cambridge..

HouseRoom W4.03 Judge Business School.

ClockThursday 26 October 2017, 13:00-14:00

Probability

Random cluster dynamics for the Ising model is rapidly mixing

UserMark Jerrum (Queen Mary, London).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 October 2017, 16:15-17:15

Probability

Approximating conditional distributions

UserAlessandra Cipriani (Bath).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 October 2017, 16:15-17:15

Cambridge Finance Workshop Series

Misreporting and Feedback Effect

UserProfessor Hui Chen, University of Zurich.

HouseRoom W4.03 Cambridge Judge Business School.

ClockThursday 12 October 2017, 13:00-14:00

Probability

Haldane relation for interacting dimers

UserAlessandro Giuliani (Rome 3).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 October 2017, 16:15-17:15

Probability

The Laplacian on some finitely ramified self-conformal circle packing fractals and Weyl's asymptotics for its eigenvalues

UserNaotaka Kajino (Kobe University, Japan).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 04 July 2017, 16:15-17:15

Cambridge Finance Workshop Series

Macro Risks and the Term Structure of Interest Rates

UserGeert Bekaert, Finance and Economics, Columbia Business School, Leon G. Cooperman Professor of Finance and Economics..

HouseRoom W4.03 Judge Business School.

ClockThursday 15 June 2017, 13:00-14:00

Probability

The Structure of Extreme Level Sets in Branching Brownian Motion

UserLisa Hartung (NYU).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 06 June 2017, 16:15-17:15

Cambridge Finance Workshop Series

β€œLearning Through Crowdfunding”

UserKatrin Tinn, Imperial College London.

HouseRoom W4.03 Judge Business School.

ClockThursday 01 June 2017, 13:00-14:00

Probability

How to replace random walk representations in models that don't have one?

UserErwin Bolthausen (Zurich).

HouseMR3, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockWednesday 24 May 2017, 16:15-17:15

Cambridge Finance Workshop Series

Sequential Credit Markets

UserUlf Axelson, Abraaj Group Professor in Finance and Private Equity London School of Economics and Political Science..

HouseRoom W4.03 Judge Business School.

ClockThursday 18 May 2017, 13:00-14:00

Probability

Probabilizing Parking Functions

UserPersi Diaconis (Stanford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 May 2017, 16:15-17:15

Cambridge Finance Workshop Series

Product Market Competition and Option Prices

UserMorellec, Erwan (SFI).

HouseRoom W4.03 Judge Business School.

ClockThursday 04 May 2017, 13:00-14:00

Probability

Sharpness of the phase transition for random-cluster and Potts model via decision trees

UserAran Raoufi (Geneva).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 May 2017, 16:15-17:15

Probability

Variational principles for discrete maps

UserMartin Tassy (UCLA).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 May 2017, 15:00-16:00

Probability

The distribution of ΞΆ'/ΞΆ about a random point on the critical line

UserSasha Sodin (Queen Mary, London).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 March 2017, 16:30-17:30

Cambridge Finance Workshop Series

Contagion in the CDS Market

UserH. Peyton Young, James Meade Professor of Economics, University of Oxford.

HouseRoom W4.03 Judge Business School.

ClockThursday 09 March 2017, 13:00-14:00

Probability

The front location in branching Brownian motion with decay of mass

UserSarah Pennington (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 March 2017, 16:30-17:30

Probability

Spectral radii of sparse random matrices

UserAntti Knowles (Geneva).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 March 2017, 15:15-16:15

Probability

Quantum ergodicity and Benjamini-Schramm convergence of hyperbolic surfaces

UserEtienne Le Masson (Bristol).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 February 2017, 16:30-17:30

Cambridge Finance Workshop Series

Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability

UserAgostino Capponi (Columbia University).

HouseRoom W4.03 Judge Business School.

ClockThursday 23 February 2017, 13:00-14:00

Probability

Invariance principle for random walk in time-dependent balanced random environment

UserJean-Dominique Deuschel (Berlin).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 February 2017, 15:00-16:00

Probability

Hook-up probabilities for conformal loop ensembles

UserWendelin Werner (ETH).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 February 2017, 16:30-17:30

Cambridge Finance Workshop Series

Harnessing the Wisdom of Crowds

UserZhi Da, Professor of Finance, University of Notre Dame..

HouseLecture Theatre 1, Cambridge Judge Business School, Trumpington Street.

ClockThursday 09 February 2017, 13:00-14:00

Probability

Eigenvectors and spectral measure of random regular graphs of fixed degree

UserRoland Bauerschmidt (Cambridge) .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 February 2017, 16:30-17:30

Probability

Percolation games

UserJames Martin (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 31 January 2017, 16:30-17:30

Cambridge Finance Workshop Series

The Dynamics of Investment, Payout and Debt

UserProfessor Bart Lambrecht, Cambridge Judge Business School.

HouseRoom W4.03 Judge Business School.

ClockThursday 26 January 2017, 13:00-14:00

Probability

Delocalising the parabolic Anderson model

UserNadia Sidorova (UCL).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 January 2017, 16:30-17:30

Cambridge Finance Workshop Series

Safe-Haven CDS Premiums

UserDavid Lando, Professor of Finance, Copenhagen Business School.

HouseCastle Teaching Room.

ClockThursday 24 November 2016, 13:00-14:00

Probability

Diffusion processes on branching Brownian motion

UserSebastian Andres (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 November 2016, 16:30-17:30

Probability

Critical branching diffusions in bounded domains.

UserEllen Powell (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 November 2016, 16:30-17:30

Cambridge Finance Workshop Series

Going Negative: The Legal, Institutional, and Political Case for Negative Interest Rates at the U.S. Federal Reserve

UserPeter Conti-Brown, the Wharton School of the University of Pennsylvania.

House Lecture Theatre 3, Cambridge Judge Business School (http://www.jbs.cam.ac.uk/aboutus/location.html).

ClockThursday 10 November 2016, 13:00-14:00

Probability

Quasilinear SPDEs via rough paths

UserHendrik Weber (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 08 November 2016, 16:30-17:30

Probability

Exceptional times of the critical ErdΕ‘s-RΓ©nyi graph

UserMatt Roberts (Bath).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 01 November 2016, 16:30-17:30

Cambridge Finance Workshop Series

The Real Effect of Financial Innovation: Evidence from Credit Default Swaps Trading and Corporate Innovation

UserXin CHANG, Simba (CJBS).

HouseRoom W4.03 Judge Business School.

ClockThursday 27 October 2016, 13:00-14:00

Probability

Discontinuity of the phase transition for the planar random-cluster and Potts models with q > 4

UserMatan Harel (IHES Paris).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 October 2016, 16:30-17:30

Probability

Double random currents, dimers and trees

UserMarcin Lis (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 October 2016, 15:15-16:15

Probability

Small-time fluctuations for sub-Riemannian diffusion loops

UserKaren Habermann (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 October 2016, 16:30-17:30

Cambridge Finance Workshop Series

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

UserYuan, Kathy (LSE).

HouseRoom W4.03 Judge Business School.

ClockThursday 13 October 2016, 13:00-14:00

Probability

Local time at zero metric associated to a GFF on a cable graph.

UserTitus Lupu (ETH Zurich).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 October 2016, 16:30-17:30

Probability

Weighted information and weighted entropy

UserI Stuhl (Denver/Debrecen) and Y Suhov (Penn State/Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockMonday 01 August 2016, 14:00-15:00

Probability

Biased Random Walks among random conductances

UserNina Gantert (TU Munich).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 31 May 2016, 16:30-17:30

Cambridge Finance Workshop Series

Risk Managementβ€”the Revealing Hand

UserAnette Mikes - HEC Lausanne.

HouseRoom W4.03 Judge Business School.

ClockThursday 26 May 2016, 13:00-14:00

Probability

Perturbative regimes for deterministic dynamics of a diluted gas of hard spheres

UserThierry Bodineau (Γ‰cole Polytechnique).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 May 2016, 16:30-17:30

Probability

Conformal restriction: the trichordal case

UserWei Qian (ETH).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 May 2016, 15:15-16:15

Peter Whittle Lecture

Dimers Day in Cambridge

UserBoutiller, Chhita, Dubedat, Laslier, Toninelli.

HouseMR12 Centre for Mathematical Sciences.

ClockMonday 23 May 2016, 10:45-17:45

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

UserA series of six lectures by Julien DubΓ©dat.

HouseCMS MR5.

ClockFriday 20 May 2016, 11:00-12:30

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

UserA series of six lectures by Julien DubΓ©dat.

HouseCMS MR5.

ClockThursday 19 May 2016, 10:30-12:30

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

UserA series of six lectures by Julien DubΓ©dat.

HouseCMS MR5.

ClockWednesday 18 May 2016, 11:30-12:30

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

UserA series of six lectures by Julien DubΓ©dat.

HouseCMS MR5.

ClockTuesday 17 May 2016, 11:30-12:30

Dimer observables and Cauchy-Riemann operators

Dimer observables and Cauchy-Riemann operators

UserA series of six lectures by Julien DubΓ©dat .

HouseCMS MR5.

ClockMonday 16 May 2016, 11:30-12:30

Cambridge Finance Workshop Series

A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data

UserYacine Ait-Sahalia, Otto A. Hack 1903 Professor of Finance and Economics .

HouseRoom W4.03 Judge Business School.

ClockThursday 12 May 2016, 13:00-14:00

Probability

Growth exponent for loop-erased random walk in 3 dimensions

UserDaisuke Shiraishi (Kyoto and ETH).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 May 2016, 16:30-17:30

Probability

A new proof of Friedman’s second eigenvalue Theorem and its extensions

UserCharles Bordenave (Toulouse).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 May 2016, 16:30-17:30

Probability

From disorder relevance to the 2d Stochastic Heat Equation.

UserNikolaos Zygouras (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 April 2016, 16:30-17:30

Probability

Steiner trees in the stochastic mean-field model of distance

UserAyalvadi Ganesh (Bristol).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 08 March 2016, 16:30-17:30

Probability

Update Tolerance in Uniform Spanning Forests

UserTom Hutchcroft (UBC).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 08 March 2016, 15:00-16:00

Cambridge Finance Workshop Series

Innovation, Social Connections, and the Boundary of the Firm

UserSudipto Dasgupta (Lancaster).

HouseRoom W4.03 Judge Business School.

ClockThursday 03 March 2016, 13:00-14:00

Probability

Random geodesics for the corner growth model

UserNicos Georgiou (Sussex).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 01 March 2016, 16:30-17:30

Probability

Scaling limits of random walks and their time changes on trees and other graphs

UserDavid Croydon (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 23 February 2016, 16:30-17:30

Cambridge Finance Workshop Series

Incompatible European Partners? Cultural Predisposition and Household Financial Behaviour

UserMichael Haliassos holds the Chair of Macroeconomics and Finance at Goethe University Frankfurt and is Director of the newly launched CEPR Network on Household Finance, Fellow of CEPR and NETSPAR, and advisor to the ECB and ESMA..

HouseRoom W4.03 Judge Business School.

ClockThursday 18 February 2016, 13:00-14:00

Probability

Ordering random variables and racing prime numbers

UserAdam Harper (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 16 February 2016, 16:30-17:30

Probability

A rough describtion of local sets of bounded type for the Gaussian free field

UserJuhan Aru (ETH).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 16 February 2016, 15:00-16:00

Probability

Cutoff for the random walk on random directed graphs

UserJustin Salez.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 February 2016, 16:30-17:30

Cambridge Finance Workshop Series

Are Serial Acquirers Born or Made

UserRaghavendra Rau, Sir Evelyn de Rothschild Professor of Finance at Cambridge Judge Business School.

House Lecture Theatre 2, Cambridge Judge Business School (http://www.jbs.cam.ac.uk/aboutus/location.html).

ClockThursday 04 February 2016, 13:00-14:00

Probability

Non-extensive condensation in reinforced branching processes

UserCΓ©cile Mailler .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 January 2016, 16:30-17:30

Cambridge Finance Workshop Series

Central Bank Collateral Frameworks

UserProfessor Kjell G. Nyborg, a native of Norway, currently holds the Chair in Corporate Finance at the Department of Banking and Finance at the University of Zurich.

HouseRoom W4.05 Judge Business School.

ClockThursday 21 January 2016, 13:00-14:00

Probability

Condensation of a self-attracting random walk

UserNathanael Berestycki (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 January 2016, 15:00-16:00

Probability

Monodromies of ramified random coverings and geometry on partitions

UserFranck Gabriel (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 01 December 2015, 16:30-17:30

Cambridge Finance Workshop Series

Why Do Institutions Delay Reporting Their Shareholdings? Evidence from Form 13F

UserSusan Christoffersen is an Associate Professor of Finance, Rotman School of Management.

HouseRoom W2.02 Judge Business School.

ClockThursday 26 November 2015, 13:00-14:00

Probability

The phase transition in bounded-size Achlioptas processes

UserLutz Warnke (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 November 2015, 16:30-17:30

Probability

Weakly asymmetric bridges and the KPZ equation

UserCyril LabbΓ© (Paris-Dauphine).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 November 2015, 16:30-17:30

Probability

How to initialise a second class particle?

UserMarton Balazs (Bristol).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 November 2015, 15:00-16:00

Cambridge Finance Workshop Series

Noisy Rational Bubbles

UserQiusha Peng Interests: Macroeconomics, Theory, Finance.

HouseRoom W4.03 Judge Business School.

ClockThursday 12 November 2015, 13:00-14:00

Probability

Fixed-energy harmonic functions

UserRichard Kenyon (Brown).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 November 2015, 16:30-17:30

Probability

Every planar graph with the Liouville property is amenable

UserJohannes Carmesin (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 November 2015, 16:30-17:30

Cambridge Finance Workshop Series

Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios

UserUPPAL Raman, PhD Professor - Speciality: Finance, EDHEC Business School.

HouseRoom W4.03 Judge Business School.

ClockThursday 29 October 2015, 13:00-14:00

Probability

Dimers on Rail Yard Graphs

UserSanjay Ramassamy (Brown).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 October 2015, 16:30-17:30

On the support of extremal martingale measures with given marginals: the countable case

UserLuciano Campi.

HouseCMS, MR15.

ClockTuesday 27 October 2015, 15:00-16:00

Probability

Random walks on groups and the Kaimanovich-Vershik conjecture

UserRussell Lyons (Indiana University).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 October 2015, 16:30-17:30

Probability

Hyperplane arrangements and Stopping times

UserEvita Nestoridi (Stanford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 October 2015, 15:00-16:00

Cambridge Finance Workshop Series

Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market

UserBrent W. Ambrose is the Smeal Professor of Real Estate, Director of the Institute for Real Estate Studies, and Director of the Smeal College Ph.D. Program at the Smeal College of Business at the Pennsylvania State University. .

HouseRoom W4.03 Judge Business School.

ClockThursday 15 October 2015, 13:00-14:00

Probability

LΓ©vy master fields on the plane

UserAntoine Dahlqvist (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 October 2015, 16:30-17:30

Cambridge Finance Workshop Series

Ad-hoc Seminar: Commodities as Collateral

UserKe Tang, Professor of Finance, School of Social Science, Tsinghua University, Beijing.

HouseRoom W4.03 Judge Business School.

ClockTuesday 08 September 2015, 12:00-13:00

Probability

The master field on the plane

UserThierry Levy (UPMC).

HouseSeminar Room 2 Isaac Newton Institute, Cambridge.

ClockTuesday 23 June 2015, 15:00-16:00

Cambridge Finance Workshop Series

Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust

UserJohn Cotter is Professor in Finance and the Chair in Quantitative Finance at University College Dublin. .

HouseRoom W4.03 Judge Business School.

ClockThursday 11 June 2015, 13:00-14:00

Probability

Diffusivity of random walks in random environments

UserBalint Toth (Bristol and Budapest).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 June 2015, 16:30-17:30

Probability

The full extremal process of the discrete Gaussian free field in 2D

UserOren Louidor (Technion).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 June 2015, 16:30-17:30

Probability

A KPZ formula for SLE and Brownian motion

UserNina Holden (MIT).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 June 2015, 15:00-16:00

Probability

Fluctuation results for Hastings-Levitov planar growth

UserVittoria Silvestri (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 May 2015, 16:30-17:30

Probability

Amenability of automata groups

UserOmer Angel (UBC).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 May 2015, 15:00-16:00

Probability

Frozen percolation

UserRob van den Berg (CWI Amsterdam).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 May 2015, 16:30-17:30

Probability

Recent applications of a rigorous renormalisation group method to critical phenomena

UserGordon Slade (University of British Columbia).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 May 2015, 15:00-16:00

Cambridge Finance Workshop Series

On the Long Run Volatility of Stocks

UserCarlos Carvalho.

HouseRoom W4.03 Judge Business School.

ClockThursday 14 May 2015, 13:00-14:00

Probability

Random cascade measures and self-similar structures

UserKenneth Falconer (St. Andrews).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 May 2015, 16:30-17:30

Probability

Group Walk Random Graphs

UserA. Georgakopoulos (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 May 2015, 15:00-16:00

Cambridge Finance Workshop Series

Mind the Gap: The Difference between US and European Loan Rates

UserAnthony Saunders – John M. Schiff Professorship in Finance - Stern.

House10 Trumpington Street.

ClockWednesday 06 May 2015, 13:00-14:00

Probability

On Talagrand's convolution conjecture in Gaussian space

UserRonen Eldan (Berkeley).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 05 May 2015, 16:30-17:30

Probability

Locality of critical points: the connective constant

UserGeoffrey Grimmett (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 05 May 2015, 15:00-16:00

Cambridge Finance Workshop Series

Financially Constrained Arbitrage and Cross-Market Contagion

UserDenis Gromb is Professor of Finance at INSEAD, where he teaches Corporate Finance.

HouseRoom W4.03 Judge Business School.

ClockThursday 30 April 2015, 13:00-14:00

Probability

On a simple model of deposition

UserAmine Asselah (Paris 12).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 April 2015, 16:30-17:30

Probability

Stochastic dynamics of discrete interfaces and dimer models

UserBenoit Laslier (Statslab).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 April 2015, 15:00-16:00

Probability

Conformally invariant loop measures

UserStΓ©phane Benoist (Columbia).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 April 2015, 16:30-17:30

Probability

Planar maps, circle patterns, conformal point processes and 2D gravity

UserFrançois David (CEA).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 April 2015, 15:00-16:00

Probability

Invariants of Random Knots

UserChaim Even Zohar (Hebrew University of Jerusalem).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 March 2015, 16:30-17:30

Probability

Random loop models and quantum spin systems

UserDaniel Ueltschi (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 March 2015, 15:00-16:00

Probability

On the Gibbs states of the Ising and Potts models

UserLoren Coquille, Bonn University.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 March 2015, 16:30-17:30

Probability

The maximal particle of branching random walk in random environment

UserAlexander Drewitz (Columbia).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 March 2015, 15:00-16:00

Cambridge Finance Workshop Series

Precautionary Saving and Aggregate Demand

UserM. Edouard Challe is a CNRS researcher and associate professor of Economics at Ecole Polytechnique.

HouseRoom W4.06 Judge Business School.

ClockThursday 05 March 2015, 13:00-14:00

Probability

Metropolis dynamics of mean-field spin glasses

UserJiri Cerny, Vienna.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 March 2015, 16:30-17:30

Probability

Cluster growth in a forest fire model

UserNic Freeman, Bristol.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 March 2015, 15:00-16:00

Probability

Continuity and stability of the cut locus of the Brownian map

UserBrett Kolesnik (UBC).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 February 2015, 16:00-17:00

Cambridge Finance Workshop Series

Credit Ratings and Structured Finance

UserJoel Shapiro is Associate Professor of Finance at SaΓ―d Business School, University of Oxford.

House10 Trumpington Street.

ClockThursday 19 February 2015, 13:00-14:00

probability

Liouville Brownian motion and thick points of the Gaussian free field

This talk has been canceled/deleted

UserHenry Jackson, Cambridge.

HouseMR12, CMS.

ClockTuesday 17 February 2015, 16:00-17:00

Probability

Liouville Brownian motion and thick points of the Gaussian free field

UserHenry Jackson, Cambridge.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 February 2015, 16:00-17:00

Probability

Analysis of a stochastic branching recursion related to the Anderson transition

UserDr. Christian Webb.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 February 2015, 15:45-16:45

Cambridge Finance Workshop Series

The Excessive Creation of Sequel Firms

UserPierre Mella-Barral, Professor - Speciality: Finance, EDHEC Business School.

House10 Trumpington Street.

ClockThursday 05 February 2015, 13:00-14:00

Peter Whittle Lecture

An afternoon of talks exploring the links between classical information theory, probability, statistics and their quantum counterparts.

UserReinhard Werner (Hannover), Fernando Brandao (Microsoft Research), Robert Koenig (TU Munich), Renato Renner (ETH Zurich).

HouseMR15 Centre for Mathematical Sciences.

ClockWednesday 28 January 2015, 14:00-18:10

Cambridge Finance Workshop Series

Randomized Strategies and Prospect Theory in a Dynamic Context

UserProfessor David Hobson, University of Warwick, Department of Statistics.

House Lecture Theatre 3, Judge Business School (http://www.jbs.cam.ac.uk/aboutus/location.html).

ClockThursday 22 January 2015, 12:30-13:30

Probability

Random Dirichlet series arising from records

UserDr Ryokichi Tanaka, Tohoku University .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 December 2014, 15:30-16:30

Cambridge Finance Workshop Series

Robust vs realistic: interpolating between model-specific and model-free settings for pricing and hedging

User Prof. Jan Obloj, Associate Professor of Mathematical Finance, Fellow and Tutor in Mathematics at St John's College, Member of the Oxford-Man Institute of Quantitative Finance.

HouseJudge Business School - Room W4.03.

ClockThursday 27 November 2014, 17:00-18:00

Probability

On the peeling process of random planar maps

UserProfessor Nicolas Curien, Universite Paris-Sud Orsay .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 November 2014, 14:00-15:00

Probability

Bernoulli convolutions for algebraic parameters

UserDr Peter Varju, University of Cambridge .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 November 2014, 16:30-17:30

Cambridge Finance Workshop Series

The Economic Impact of a Bank Oligopoly: Britain at the Turn of the 20th Century

UserFabio Braggion.

HouseJudge Business School - Room W4.03.

ClockThursday 13 November 2014, 17:00-18:00

Probability

Maximal couplings and geometry

UserDr Sayan Banerjee, University of Warwick.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 November 2014, 16:30-17:30

Probability

The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos.

UserDr Christian Webb, Aalto University, Finland .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 04 November 2014, 16:30-17:30

Probability

Scaling limit of the largest clusters in critical percolation and FK-Ising models in two dimensions

UserDr Demeter Kiss, Statistical Laboratory, Cambridge.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 October 2014, 16:30-17:30

Probability

Solving the dynamical sine-Gordon equation

UserDr Hao Shen, University of Warwick .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 October 2014, 16:30-17:30

Cambridge Finance Workshop Series

Comparative Advantage and Specialization in Bank Lending

UserDr Daniel Paravisini , The London School of Economics.

HouseBarbara White Room, Newnham College.

ClockThursday 16 October 2014, 17:00-18:00

Probability

Random walk on hyperbolic unimodular triangulations and circle packing

UserDr Gourab Ray, Statistical Laboratory, University of Cambridge .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 October 2014, 16:30-17:30

Cambridge Finance Workshop Series

Misspecified Recovery

UserJose A. Scheinkman, Edwin W. Rickert Professor of Economics at Columbia University.

HouseJudge Business School - Room W4.03.

ClockThursday 09 October 2014, 17:00-18:00

Peter Whittle Lecture

Peter Whittle Colloquium

UserYuval Peres (MSR Redmond) , BΓ‘lint TΓ³th (TU Budapest/U Bristol) , Wendelin Werner (ETH Zurich) .

HouseMR12 Centre for Mathematical Sciences.

ClockFriday 03 October 2014, 16:00-19:00

Probability

What happens to a random walk of chained particles when the chain forms a loop or is very long?

UserProfessor Serge Cohen, Institut Mathematique de Toulouse.

HouseMR13, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockThursday 12 June 2014, 15:30-16:30

Probability

Phase transition in loop percolation

UserDr Artem Sapozhnikov, Max-Planck Institut fur Mathematik, Leipzig.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 May 2014, 16:30-17:30

Probability

Rounding Markov Chains and Iterative Load-Balancing Schemes

UserDr Thomas Sauerwald, Computer Laboratory, University of Cambridge .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 May 2014, 16:30-17:30

Probability

Polymer pinning with sparse disorder

UserProfessor Ken Alexander, University of Southern California.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 May 2014, 15:00-16:00

Probability

Random lattice triangulations

UserDr Alexandre Stauffer, University of Bath .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 May 2014, 16:30-17:30

Probability

Random loop models with links to quantaum spin systems

UserDr Daniel Ueltschi, Warwick University .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 06 May 2014, 16:30-17:30

Probability

Mixing-time and cut-off window for the exclusion process on 1-dimensional graphs

UserDr Hubert Lacoin, Universite Paris Dauphine.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 April 2014, 16:30-17:30

Probability

A dynamical system of the WR model in 1D

UserDr Yuri Suhov, Statslab/University of Sao Paulo, Brazil .

HouseMR15, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 April 2014, 14:15-15:15

Probability

Planar lattices do not recover from forest fires

UserDemeter Kiss (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 March 2014, 14:00-15:00

Probability

Some properties of the true self-repelling motion

User Laure Dumaz (Cambridge) .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 04 March 2014, 16:30-17:30

Probability

Random stable looptrees

User Igor Kortchemski (ENS Paris).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 February 2014, 14:00-15:00

Probability

Asymptotic normality of fringe subtrees in conditioned Galton--Watson trees

UserSvante Janson (Uppsala University).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 February 2014, 16:30-17:30

Probability

Random matrices at high temperature

UserRomain Allez (Berlin) .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 February 2014, 16:30-17:30

Probability

About the FK-Potts relation in the continuous CLE setup, and its connection to the Gaussian Free Field

UserWendelin Werner (ETH).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 04 February 2014, 14:00-15:00

Probability

An analytic inequality and some random applications

UserProf Ken Falconer (St Andrews).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 January 2014, 16:30-17:30

Probability

Lengths of Monotone Subsequences in a Mallows Permutation

UserNayantara Bhatnagar (University of Delaware).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 January 2014, 16:30-17:30

Probability

On exact scaling log-infinitely divisible cascades

UserXiong Jin (Manchester).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 January 2014, 15:15-16:15

Probability

Localization of weighted vertex reinforced random walks on the integers

UserBruno Schapira (Aix-Marseille).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 December 2013, 15:30-16:30

Probability

Recent progress in multi-type WR models

UserYuri Suhov (Cambridge & Sao Paulo) .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 December 2013, 14:00-15:00

Probability

Brownian motion in Liouville quantum gravity

UserNathanael Berestycki (Cambridge) .

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 November 2013, 16:30-17:30

Probability

Conformal invariance of isoradial dimers

UserZhongyang Li (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 November 2013, 14:00-15:00

Probability

Local limit theorem for ballistic random walk in random environments

User Noam Berger (Munich).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 November 2013, 16:30-17:30

Probability

Uniformity of the late points of the random walk on the discrete torus

UserPerla Sousi (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 05 November 2013, 16:30-17:30

Probability

Small-particle scaling limits in a regularized Laplacian growth model

UserAlan Sola (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 October 2013, 16:30-17:30

Probability

Coulomb gas ensembles in 2D

UserHΓ₯kan Hedenmalm (KTH).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 October 2013, 16:30-17:30

Probability

Large N asymptotics of the Yang-Mills measure

UserThierry Levy (Paris VI).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 October 2013, 14:00-15:00

Probability

Percolation of finite clusters

UserGeoffrey Grimmett (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 June 2013, 14:00-15:00

Probability

Self-avoiding walk on regular graphs

UserZhongyang Li (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 May 2013, 16:30-17:30

Probability

Nodal length fluctuations for arithmetic random waves.

UserIgor Wigman, (King's College London).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 May 2013, 16:30-17:30

Probability

Nucleation and growth in the Ising model at very low temperatures (joint work with Francesco Manzo, Roma)

UserRaphael Cerf (UniversitΓ© Paris-Sud).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 May 2013, 14:00-15:00

Probability

Connectivity patterns in loop percolation and constant term identities

UserDan Romik (UC Davis).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 March 2013, 16:30-17:30

Cambridge Finance Workshop Series

Venture Capital, Patents and Innovation

UserRoberta Dessi, Toulouse School of Economics (joint with Nina Yin). .

HouseBarbara White Room, Newnham College.

ClockTuesday 05 March 2013, 17:00-18:00

Probability

Discrete holomorphicity and Ising model transfer matrix formalism

UserKalle KytΓΆlΓ€ (Helsinki).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 February 2013, 16:30-17:30

Cambridge Finance Workshop Series

Testing the Returns from Black-Box Hedge Fund

UserPeyton Young, University of Oxford.

HouseBarbara White Room, Newnham College.

ClockTuesday 19 February 2013, 17:00-18:00

Probability

A consistency estimate for Kac's model of elastic collisions in a dilute gas

UserJames Norris (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 February 2013, 16:30-17:30

Probability

Flows driven by rough paths

UserIsmael Bailleul (IRMAR).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 February 2013, 16:30-17:30

Cambridge Finance Workshop Series

Structural liquidity: Time coordination of economic activities and sectoral interdependence

UserIvano Cardinale (Emmanuel College), Roberto Scazzieri (University of Bologna and Gonville and Caius College).

HouseBarbara White Room, Newnham College.

ClockTuesday 05 February 2013, 17:00-18:00

Probability

Self-avoiding walks, one-third and two-thirds, and KPZ universality

UserAlan Hammond (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 05 February 2013, 16:30-17:30

Probability

Finite range decomposition of free fields

UserRoland Bauerschmidt (UBC).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 January 2013, 14:00-15:00

Probability

Diffusivity of random walk in divergence free random drift field in 2d

UserBalint Toth (TU Budapest ).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 January 2013, 16:30-17:30

Probability

The free Bose gas and permutations of integers

UserThomas Richthammer (Munich).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 January 2013, 16:30-17:30

Probability

A new approach to the Brownian web

UserNathanael Berestycki (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 November 2012, 16:30-17:30

Cambridge Finance Workshop Series

CF Weekly Workshop - by Ranadeva Jasasekera - 'A general theory of the firm'

UserRanadeva Jayasekera, a lecturer from Southampton (ex Cambridge PhD).

HouseBarbara White Room, Newnham College.

ClockTuesday 20 November 2012, 17:00-18:00

Probability

Invariant and unimodular measures in the theory of random graphs

UserVadim Kaimanovich (University of Ottawa).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 November 2012, 16:30-17:30

Cambridge Finance Workshop Series

CF Weekly Workshop - by Mike Joyce, Bank of England - Quantitative easing in the UK: evidence from financial markets on QE1 and QE2

UserMike Joyce, Bank of England.

HouseBarbara White Room, Newnham College.

ClockTuesday 06 November 2012, 17:00-18:00

Probability

On the monotonicity of the speed of biased random walk on a Galton-Watson tree without leaves

UserAlexander Fribergh (Courant Institute of Mathematical Sciences).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 30 October 2012, 16:30-17:30

Cambridge Finance Workshop Series

CF Weekly Workshop - by Xuan Tam - Bankruptcy and Delinquency in a Model of Unsecured Debt

UserXuan Tam - CFAP, Cambridge Judge Business School, University of Cambridge.

HouseSidgwick Hall, Newnham College.

ClockTuesday 23 October 2012, 17:00-18:00

Probability

SLE(8/3)-bubbles

User Dmitry Belyaev (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 23 October 2012, 16:30-17:30

Probability

Zero-temperature Stochastic 2D Ising model and anisotropic curve-shortening flow

UserHubert Lacoin (UniversitΓ© Paris Dauphine ).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 16 October 2012, 16:30-17:30

Cambridge Finance Workshop Series

CF Weekly Workshop - by Professor Alexander Lipton - Asymptotics for Exponential LΓ©vy Processes and their Volatility Smile: Survey and New Results

UserProfessor Alexander Lipton, Bank of America Merrill Lynch, Imperial College..

HouseLecture Theatre, Trinity Hall.

ClockTuesday 09 October 2012, 17:00-18:00

Probability

Space-time percolation and detection by mobile nodes

User Alexandre Stauffer (Microsoft Research).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 October 2012, 16:30-17:30

Probability

Recurrence of planar graph limits

User Ori Gurel-Gurevich (University of British Columbia).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 July 2012, 14:15-15:15

Probability

Variations of the Mermin--Wagner theorem

UserYuri Suhov (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 June 2012, 14:15-15:15

Cambridge Finance Workshop Series

Conceptualising EU/IMF Financial Assistance Negotiation in Latvia

UserSamuel Dahan.

HouseLucia Windsor Room, Newnham College.

ClockTuesday 29 May 2012, 17:00-18:00

Probability

On the continuity of SLE(k) curves in k and their behavior at the tip

UserFredrik Johansson Viklund (Columbia).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 May 2012, 16:30-17:30

Cambridge Finance Workshop Series

The Incentives of Performance Fees, High-Water Marks and Personal Stakes

UserMoritz Dumbgen.

HouseLucia Windsor Room, Newnham College.

ClockTuesday 15 May 2012, 17:00-18:00

Probability

Edge reinforced random walks, Vertex reinforced jump process, and the SuSy hyperbolic sigma model.

UserPierre Tarres (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 May 2012, 16:00-17:00

Cambridge Finance Workshop Series

Did inflation targeting make a difference during the financial crisis?

UserJonathan Smith.

HouseLucia Windsor Room, Newnham College.

ClockTuesday 08 May 2012, 17:00-18:00

Cambridge Finance Workshop Series

'Towards a new institutional analysis of London's insurance market'

UserAdrian Leonard is a PhD candidate in the Faculty of History studying under Professor Martin Daunton and Dr D'Maris Coffman, supported by the Centre for Financial History at Newnham College and the Cambridge Centre for Risk Studies..

HouseLucia Windsor Room, Newnham College.

ClockTuesday 01 May 2012, 17:00-18:00

Probability

Magnetization field at criticality in the Ising model

UserChristophe Garban.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 01 May 2012, 16:00-17:00

Cambridge Finance Workshop Series

The Financing and Re-financing of the War of the Spanish Succession, and then Re-Financing the South Sea Company

UserLarry Neal is an Emeritus Professor of Economics at the University of Illinois..

HouseLucia Windsor Room, Newnham College.

ClockTuesday 24 April 2012, 17:00-18:00

Probability

Generalized sub-Riemannian cut loci and implied/local volatility smiles

UserPeter Friz (TU Berlin).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 April 2012, 16:30-17:30

Cambridge Finance Workshop Series

The Impact of Jumps and Thin Trading on Realsied Hedge Ratios

UserLyudmyla Hvozdyk, CERF, Cambridge Judge Business School.

HouseLucia Windsor Room, Newnham College.

ClockTuesday 06 March 2012, 17:00-18:00

Probability

Loop statistics for dimer models on the torus

UserCedric Boutillier (Paris).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 06 March 2012, 14:15-15:15

Probability

Random rigidity in the free group

UserDanny Calegari (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 February 2012, 14:15-15:15

Cambridge Finance Workshop Series

How Does A Firm’s Default Risk Affect Its Expected

UserKevin Aretz, Manchester Business School.

HouseBarbara White Room, Newnham College.

ClockTuesday 21 February 2012, 17:00-18:00

Probability

Random Toeplitz matrices

UserArnab Sen (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 February 2012, 14:15-15:15

Cambridge Finance Workshop Series

Capital in the Business Cycle: Renting versus Ownership

UserGabor Pinter.

HouseLucia Windsor Room, Newnham College.

ClockTuesday 14 February 2012, 17:00-18:00

Probability

Disorder, entropy and harmonic functions

UserHugo Duminil (Geneva).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 February 2012, 14:15-15:15

Probability

Another natural random triangulation of the disk

UserWendelin Werner (Paris-Sud).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 February 2012, 16:30-17:30

Probability

Branching Brownian motion with selection

UserPascal Maillard (UPMC).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 February 2012, 14:15-15:15

Probability

Analytical and Combinatorial Problems via Probability

Joint Seminar with Combinatorics Series

UserJordan Stoyanov (Newcastle).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockThursday 02 February 2012, 14:30-15:30

Probability

Connectivity properties of random interlacements

UserBalazs Rath (ETH, Zurich).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 31 January 2012, 16:30-17:30

Probability

Scaling limits for anisotropic Hastings-Levitov type clusters

UserAlan Sola (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 31 January 2012, 14:15-15:15

Probability

Energy of cutoff functions and heat kernel upper bounds

User Martin Barlow (UBC).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 January 2012, 14:15-15:15

Probability

Probabilistic models for causal quantum gravity and scale dependent spectral dimension

UserStefan Zohren (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 January 2012, 16:30-17:30

Probability

Spectral statistics of large random matrices

UserAntti Knowles (Harvard).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 January 2012, 14:15-15:15

Probability

Critical 2-dimensional Ising model: local statistics and combinatorics via dimers

UserBeatrice de Tiliere (Paris).

HouseTBC, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 November 2011, 16:30-17:30

Probability

Algorithmic Barriers from Phase Transitions

User Dimitris Achlioptas (University of Athens & RACTI).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 November 2011, 16:30-17:30

Probability

On the relation of random unitary matrices and zeta function zeros

UserVladislav Kargin (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 08 November 2011, 16:30-17:30

Probability

Speed of random walks

UserYuval Peres (Microsoft Research, Redmond).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 08 November 2011, 14:15-15:15

Probability

Cover times, blanket times, and the Gaussian free field.

User Yuval Peres Microsoft Research, Redmond.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 01 November 2011, 14:15-15:15

Probability

Critical Temperature of Periodic Ising Models

UserZhongyang Li (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 October 2011, 14:15-15:15

Probability

Mixing times are hitting times of large sets

UserPerla Sousi (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 October 2011, 16:30-17:30

Probability

Universality and RSW for inhomogeneous bond percolation

UserIoan Manolescu (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 October 2011, 16:30-17:30

Probability

Unbiased Shifts for Brownian Motion

UserHermann Thorisson (University of Iceland).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockMonday 26 September 2011, 14:15-15:15

Probability

Symmetric processes and Ocone martingales

UserThorsten Rheinlander.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 June 2011, 16:30-17:30

Probability

Connectivity in discrete random processes

UserPo-Shen Loh (Carnegie-Mellon).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockThursday 09 June 2011, 16:30-17:30

Probability

Dynamics of the evolving Bolthausen-Sznitman coalescent

UserJason Schweinsberg (UCSD).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 31 May 2011, 16:30-17:30

Probability

Probabilistic Euler Scheme for Fractional Conservational Laws

UserRaphael Roux (Dauphine).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 May 2011, 16:30-17:30

Probability

Aggregation and Coalescence III

UserJames Norris (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 May 2011, 16:30-17:30

Probability

Old and new results on stationary tessellations

UserGuenter Last (Karlsruhe Institute of Technology).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 May 2011, 16:30-17:30

Probability

Aggregation and Coalescence II

UserJames Norris (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 May 2011, 15:00-16:00

Probability

Aggregation and Coalescence I

UserJames Norris (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 May 2011, 16:30-17:30

Peter Whittle Lecture

An afternoon of Mathematics and Biology

UserRichard Durbin (Wellcome Trust Sanger Institute), Glenn Vinnicombe (Engineering Department), Ottoline Leyser (Sainsbury Laboratory).

HouseWolfson Room (MR2) Centre for Mathematical Sciences.

ClockTuesday 26 April 2011, 14:00-19:00

Cambridge Finance Workshop Series

tbc

UserSpeaker to be confirmed.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 15 March 2011, 16:45-17:45

Probability

Critical temperature of the square lattice Potts model

UserHugo Dominil-Copin (Geneva).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 March 2011, 16:30-17:30

Probability

The branching Brownian motion seen from its tip

UserJulien Berestycki (Paris VI).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 08 March 2011, 16:30-17:30

Cambridge Finance Workshop Series

Understanding the Global Imbalance from the Perspective of Outsourcing Activities to China

UserDr Yuning Gao (WCFH, University of Cambridge).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 01 March 2011, 16:45-17:45

Probability

New results on spectra of multi-particle SchrΓΆdinger operators with random potentials.

UserYuri Suhov (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 01 March 2011, 16:30-17:30

Cambridge Finance Workshop Series

What Death Can Tell: Are Executives Paid for Their Contributions to Firm Value?

UserDr Bang Dang Nguyen (CJBS & Hong Kong University of Science and Technology).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 22 February 2011, 16:45-17:45

Probability

Self-interacting random walks and their asymptotic behavior

UserWendelin Werner (Universite Paris-Sud and ENS).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 February 2011, 16:30-17:30

Probability

A probabilistic approach to Carne's bound

UserRemi Peyre (UPMA.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 February 2011, 16:30-17:30

Probability

Scaling limits of forest fire processes.

UserNicolas Fournier (Marne-La-VallΓ©e).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 08 February 2011, 16:30-17:30

Cambridge Finance Workshop Series

Likelihood Inference in Non-Linear Term Structure Models: The Importance of the Zero Lower Bound

UserAndrew Meldrum (Faculty of Economics).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 08 February 2011, 16:30-17:30

Cambridge Finance Workshop Series

Risk-Based Pricing and Default in Subprime Credit Card Markets

UserDr Sule Alan (Faculty of Economics).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 01 February 2011, 16:45-17:45

Probability

Probabilistic representation of quantum correlation

UserDaniel Ueltschi (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 01 February 2011, 16:30-17:30

Probability

Continuity of mutual information and the entropy-power inequality

UserMark Kelbert (Swansea).

HouseMR11, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockWednesday 26 January 2011, 16:30-17:30

Probability

Abelian sandpiles on infinite graphs

UserAntal Jarai (Bath).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 January 2011, 16:30-17:30

Probability

Hedging under arbitrage

UserJohannes Ruf (Columbia).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 January 2011, 14:00-15:00

Probability

Time inhomogeneous Markov chains: merging and stability

UserLaurent Saloff-Coste (Cornell).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 January 2011, 16:30-17:30

Cambridge Finance Workshop Series

Coherent global market simulations for counterparty credit portfolios

UserClaudio Albanese (King's College, London).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 30 November 2010, 17:00-18:00

Probability

Talk cancelled

UserMichael Keane (Wesleyan University).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 30 November 2010, 14:00-15:00

Probability

Concentration inequalities by the entropy method, variations

UserStephane Boucheron (Universite Paris 7).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockFriday 26 November 2010, 16:00-17:00

Cambridge Finance Workshop Series

Dr Hector Calvo Pardo (University of Southampton)

UserSubjective stock market expectations and portfolio choice.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 23 November 2010, 17:00-18:00

Probability

Lifetime of relativistic diffusions

UserIsmael Bailleul (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 23 November 2010, 16:30-17:30

Cambridge Finance Workshop Series

Trading to stops

UserProf Chris Rogers (Statistical Laboratory).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 16 November 2010, 17:00-18:00

Cambridge Finance Workshop Series

Roundheads versus Cavaliers: Assessing the Impact of Quantitative Easing

UserProf Jagjit Chadha (University of Kent).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 09 November 2010, 17:00-18:00

Probability

Bulk scaling limit of the Laguerre ensemble

UserStephanie Jacquot (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 November 2010, 16:30-17:30

Probability

Relativistic stochastic processes

UserFabrice Debbasch (Paris VI).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockThursday 04 November 2010, 16:00-17:00

Cambridge Finance Workshop Series

What determines government spending multipliers?

UserProf Giancarlo Corsetti (Faculty of Economics).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 02 November 2010, 17:00-18:00

Probability

Coalescing systems of non-Brownian particles

UserArnab Sen (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 November 2010, 16:30-17:30

Cambridge Finance Workshop Series

Optimal hedging of variance derivatives

UserMr John Crosby (UBS and Glasgow University).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 26 October 2010, 17:00-18:00

Probability

Statistics at the tip of a branching random walk, and simple models of evolution with selection.

UserBernard Derrida (ENS Paris).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 October 2010, 16:30-17:30

Cambridge Finance Workshop Series

On the Forecasting Performance of Macroeconomic Fundamentals on Exchange Rate Movements

UserWeiwei Yin (Faculty of Economics).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 19 October 2010, 17:00-18:00

Probability

Near-critical scaling limits

UserChristophe Garban (CNRS, Lyon).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 October 2010, 16:30-17:30

Cambridge Finance Workshop Series

From Keynesian consensus to 'sado-monetarism': UK monetary policy from devaluation to Mrs Thatcher

UserDuncan Needham (Faculty of History).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 12 October 2010, 17:00-18:00

Probability

Stochastic Differential Games and Applications to Energy and Consumer Goods Markets

UserRonnie Sircar (Princeton).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 October 2010, 16:30-17:30

Probability

On the Range of a Random Walk In a Torus

UserEric Shellef (Weizmann Institute).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 15 June 2010, 16:30-17:30

Cambridge Finance Workshop Series

Rethinking the dynamics of financial networks

UserLord Robert May, University of Oxford.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 04 June 2010, 17:00-18:00

Cambridge Finance Workshop Series

Roundheads versus Cavaliers: Assessing the Impact of Quantitative Easing (working title)

UserProf Jagjit Chadha, University of Kent.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 28 May 2010, 17:00-18:00

Probability

Detection of critical events before public announcements

UserArne Lokka (LSE).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 May 2010, 16:30-17:30

Cambridge Finance Workshop Series

The valuation of very long term liabilities (provisional title)

UserDr Simon Taylor, Cambridge Judge Business School.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 21 May 2010, 17:00-18:00

Probability

Stochastic geometry of the quantum Ising model

UserJakob Bjornberg (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 May 2010, 16:30-17:30

Cambridge Finance Workshop Series

Asset price bubbles and econometrics

UserAnsgar Walther, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 14 May 2010, 17:00-18:00

Probability

Branching Brownian motion in an inhomogeneous breeding potentia - CANCELLED

UserSimon Harris (University of Bath).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 May 2010, 16:30-17:30

Probability

On a Heath-Jarrow-Morton approach for stock options

UserJan Kallsen, University of Kiel.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 May 2010, 16:30-18:30

Cambridge Finance Workshop Series

Explaining External Asset Allocation: A Multi-Country Model with Preference Heterogeneity

UserSergejs Saksonovs, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 07 May 2010, 17:00-18:00

Probability

Discrete complex analysis and probability

UserStanislav Smirnov (University of Geneva).

HouseA1.06 Wolfson Lecture Room , CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockWednesday 05 May 2010, 17:00-18:00

Probability

Asymptotic behaviour of near-critical branching Brownian motion

UserNathanaΓ«l Berestycki (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 04 May 2010, 16:30-17:30

Cambridge Finance Workshop Series

Understanding the shape of the new institutional architecture of EU financial market supervision

UserProf Eilis Ferran, 3CL.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 30 April 2010, 17:00-18:00

Probability

Recursive triangulations and fragmentation theory

UserNicolas Curien (ENS).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 April 2010, 16:30-17:30

Probability

The noisy veto-voter model: a Recursive Distributional Equation on [0,1]

UserSaul Jacka (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 March 2010, 16:30-17:30

Probability

Random shapes and Sierpinski-type carpets

UserWendelin Werner (ENS Paris and Orsay).

HouseMR2, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockFriday 05 March 2010, 14:00-15:00

Cambridge Finance Workshop Series

Computer Simulation of the Financial Markets

UserMr Christopher Clack, Direct of Financial Computer at UCL.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 26 February 2010, 17:00-18:00

Probability

Applications of a Markov mapping theorem

UserTom Kurtz (Wisconsin).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 23 February 2010, 16:30-17:30

Probability

Embeddings, entanglement, and percolation

UserGeoffrey Grimmett (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 16 February 2010, 16:30-17:30

Probability

Quantitative chaos propagation estimates for jump processes

UserClement Mouhot (CNRS & Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 February 2010, 16:30-17:30

Probability

Collision of random walks

UserPerla Sousi (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 February 2010, 16:30-17:30

Probability

Scaling limits of random planar maps with large faces

UserGregory Miermont (Paris-Sud Orsay).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 January 2010, 16:30-17:30

Probability

Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations

UserDaniel Remenik, Cornell University.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 January 2010, 16:30-17:30

Probability

Diffusion and cascading behavior in random networks

Note unusual day and time: 3pm in MR5 (joint with Networks).

UserMark LeLarge (ENS Paris).

HouseMR5, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockMonday 11 January 2010, 15:00-16:00

Probability

Directed polymers in random environment with heavy tails.

UserOren Louidor (NYU).

HouseSeminar Room 2, Newton Institute Gatehouse..

ClockFriday 04 December 2009, 14:30-15:30

Probability

Percolation of random interlacements under small intensities

UserAugusto Teixeira (ETH-ZΓΌrich).

HouseNewton Institute Gatehouse.

ClockWednesday 02 December 2009, 16:00-17:00

Cambridge Finance Workshop Series

The 2008-2009 crisis in historical perspective: international cooperation and the emergence of the G20

UserDr Luca Einaudi, G8 & G20 office.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 27 November 2009, 17:00-18:00

Probability

Concentration inequalities for random matrix and operator eigenvalues

UserYuri Suhov.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 November 2009, 16:30-17:30

Cambridge Finance Workshop Series

Feedback Trading and the Optimal Choice of Price Impact (provisional title)

Entrant for the CF Best Student Paper Award 2009-2010

UserJimmy Oh, PhD student, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 20 November 2009, 17:00-18:00

Probability

Title to be confirmed

UserAleksander Mijatovic (Imperial College).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 17 November 2009, 16:30-17:30

Cambridge Finance Workshop Series

Title to be confirmed

Entrant for the CF Best Student Paper Award 2009-2010

UserPhilipp Andres, PhD student, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 13 November 2009, 17:00-18:00

Probability

Put-call Symmetry

UserMike Tehranchi (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 November 2009, 16:30-17:30

Cambridge Finance Workshop Series

Expectations of Inflation, Monetary Policy & the Term Structure of Interest Rates

PLEASE NOTE: This is a different venue to usual.

UserProf Michael Magill, University of Southern California.

HouseRoom B16, Faculty of Law.

ClockFriday 06 November 2009, 17:00-18:00

Probability

Drift, draft and structure: modelling evolution in a spatial continuum

UserAlison Etheridge, Oxford (TBC).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 November 2009, 16:00-17:30

Cambridge Finance Workshop Series

The Stimulus Effect of the VAT cut - an early assessment

UserDr Tom Crossley, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 30 October 2009, 17:00-18:00

Probability

Sandpiles, Staircases and Self-organized criticality

UserAnne Fey, Eindehoven.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 October 2009, 16:30-17:30

Probability

Directed polymers and the quantum Toda lattice

UserNeil O'Connell (Univ .Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 October 2009, 16:30-17:30

Probability

The simple harmonic urn

UserStas Voklov (Univ. Bristol).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 October 2009, 16:00-17:30

Probability

A diffusion description of the random matrix hard edge

UserBrian Rider (Colorado).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 June 2009, 14:00-15:00

Probability

Brownian polymers

UserPierre Tarres (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 May 2009, 16:00-17:30

Probability

The mathematics of collective synchronization (Rouse Ball Lecture)

User Professor Steven Strogatz Cornell University.

HouseRoom 3, Mill Lane lecture rooms.

ClockTuesday 19 May 2009, 12:00-13:00

Probability

Parameter Estimation for Rough Differential Equations

UserAnastasia Papavasilious (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 May 2009, 14:00-15:00

Probability

Construction of a probability measure with a prescribed logarithmic derivative ; existence and uniqueness.

UserPaul Malliavin (Paris VI).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockWednesday 29 April 2009, 14:00-15:00

Probability

Pinning-depinning transition in Random Polymers

UserNikos Zygouras (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 21 April 2009, 14:00-15:00

Probability

Title to be confirmed

UserAlexander Holroyd (Microsoft Research and UBC).

HouseMR2, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 March 2009, 14:00-15:00

Probability

Convolution tail equivalent distributions: basic properties (Joint with Networks (OR) seminar).

UserDmitri Korshunov (Novosibirsk).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockFriday 27 February 2009, 14:00-15:00

Probability

Refined and enhanced FFT techniques, with applications to pricing barrier options and their sensitivities

UserSergei Levendorskii (Univeristy of Chicago).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 February 2009, 15:30-16:30

Probability

JOINT WITH NETWORKS (OR) SEMINAR SERIES:A Survey of Results for Deletion Channels and Related Synchronization Channels

UserMichael Mitzenmacher, Harvard University.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 24 February 2009, 14:00-15:00

Cambridge Finance Workshop Series

Incidence Analysis of the Restoration and Hanoverian Excise: Assessing Contemporary Claims for Back Shifting, Forward Shifting and Substitution Effects

UserD'Maris Coffman, Newnham College.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 17 February 2009, 17:00-18:00

Probability

Local semicircle law and level repulsion for Wigner random matrices

UserBenjamin Schlein (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 February 2009, 14:00-15:00

Probability

A new combinatorial method for calculating the moments of LΓ©vy area

UserDaniel Levin (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 February 2009, 14:00-15:00

Probability

On the mixing time of random conjugacy walks

UserNathanael Berestycki (Cambridge)..

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockMonday 26 January 2009, 14:00-15:00

Cambridge Finance Workshop Series

Title to be confirmed

UserSpeaker to be confirmed.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 20 January 2009, 17:00-18:00

Probability

Towards a (rough) pathwise theory of fully non-linear stochastic partial differential equations

UserHarald Oberhauser, Cambridge.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 January 2009, 14:00-15:00

Probability

Towards a (rough) pathwise theory of fully non-linear stochastic partial differential equations"

UserHarald Oberhauser (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockMonday 19 January 2009, 14:00-15:00

Probability

Talagrand's concentration inequality for empirical processes

UserRichard Nickl (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 02 December 2008, 14:00-15:00

Cambridge Finance Workshop Series

β€œOn the Epidemic of Financial Crises” (tbc)

UserVanessa Smith, Centre for Financial Analysis and Policy.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 25 November 2008, 17:00-18:00

Probability

Trees and rough paths

UserJean Picard (Clermont-Ferrand).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 25 November 2008, 14:00-15:00

Cambridge Finance Workshop Series

A Four-moment Portfolio Strategy for Emerging Equity Markets

UserWarapong Wongwachara, PhD student, Department of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 18 November 2008, 17:00-18:00

Probability

Loop-erased random walk on planar graphs

UserAriel Yadin (Weizmann Institute).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 18 November 2008, 14:00-15:00

Cambridge Finance Workshop Series

β€œIntermediation in Financial Networks” (tbc)

UserAna Babus, Centre for Financial Analysis.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 11 November 2008, 17:00-18:00

Probability

Some stationary fields and their spectral measure on hyperbolic plane

UserSerge Cohen (Toulouse).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 November 2008, 14:00-15:00

Cambridge Finance Workshop Series

Measurement in Accounts: Fair Value and the Credit Crunch

UserGeoffrey Whittington, Centre for Financial Analysis and Policy.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 04 November 2008, 17:00-18:00

Probability

On refracted stochastic processes and the analysis of insurance risk

UserHansjoerg Albrecher (RICAM, Linz).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 04 November 2008, 14:00-15:00

Cambridge Finance Workshop Series

Diverse Beliefs in a Simple Economy

UserAngus Brown, Phd student on DPMMS.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 28 October 2008, 17:00-18:00

Probability

Phase transitions for dilute particle systems with potentials of Lennard-Jones type

UserNadia Sidorova (UCL).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 28 October 2008, 14:00-15:00

Cambridge Finance Workshop Series

Herd Induced by Uninformed Traders in Efficient Financial Markets

UserGongyu Chen (PhD student, Department of Economics).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 21 October 2008, 17:00-18:00

Probability

Uniform limit theorems for wavelet density estimators

joint Statistics/Probability Seminar

UserEvarist Gine (University of Connecticut).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockMonday 20 October 2008, 14:00-15:30

Probability

Transience in a Statistical Mechanics model of Random Band Matrices

UserTom Spencer (IAS, Princeton).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 14 October 2008, 14:00-15:00

Probability

The oriented swap process

User Dan Romik (Hebrew University).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 07 October 2008, 14:00-15:00

Cambridge Finance Workshop Series

Inside and Outside Liquidity.

UserJose Scheinkman, Princeton University.

HouseWinstanley Lecture Hall, Trinity College.

ClockWednesday 25 June 2008, 11:00-12:30

Probability

Moment explosions and long-term behaviour of affine stochastic volatility models

UserMartin Keller-Ressel (TU Vienna).

HouseMR14, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockWednesday 18 June 2008, 14:15-15:00

Cambridge Finance Workshop Series

Optimal Asset Allocation with Factor Models for Large Portfolios

UserPaolo Zaffaroni, Imperial College London.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 10 June 2008, 17:00-18:00

Probability

Title to be confirmed

UserSpeaker to be confirmed.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 10 June 2008, 14:00-15:00

Cambridge Finance Workshop Series

Modelling and Predicting the Time-varying Volatility Risk Premium: a Bayesian Non-Gaussian State Space Approach

UserGael Martin, Monash University, Clayton, Australia.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 03 June 2008, 17:00-18:00

Probability

A model for the evolution of an order book

UserSasha Stoikov (Columbia).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 03 June 2008, 14:00-15:00

Probability

Super-Brownian motion among Poissonian obstacles

UserAmandine Veber (Ecole Normale).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 May 2008, 14:00-15:00

Cambridge Finance Workshop Series

CEO Turnover, Firm Performance, and Ownership Structure

UserStefan Petry, Cambridge University.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 20 May 2008, 17:00-18:00

Probability

Random attractors for stochastic Navier-Stokes equations in some unbounded domains

UserZdzislaw Brzezniak (York).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 May 2008, 14:00-15:00

Cambridge Finance Workshop Series

A Structural Model of Portfolio Default Risk with Stochastic Time

UserSeung Yang, Cambridge University.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 13 May 2008, 17:00-18:00

Probability

Where does randomness lead in spacetime?

UserIsmael Bailleul (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 May 2008, 14:00-15:00

Probability

Behaviour near the extinction time in stable fragmentation processes

UserChristina Goldschmidt (Oxford).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 06 May 2008, 14:00-15:00

Probability

Large deviations, metastability, and stochastic resonance

UserMark Freidlin (University of Maryland).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockFriday 02 May 2008, 15:30-16:30

Probability

Large deviations, metastability, and stochastic resonance

UserMark Freidlin (University of Maryland).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockFriday 02 May 2008, 15:30-16:30

Cambridge Finance Workshop Series

An Optimal Selling Strategy Based on Predicting the Ultimate Maximum Price

UserVioletta Bernyk, University of Cambridge.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 29 April 2008, 17:00-18:00

Probability

Title to be confirmed

UserSpeaker to be confirmed.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 April 2008, 14:00-15:00

Probability

Title to be confirmed

UserSpeaker to be confirmed.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 11 March 2008, 14:00-15:00

Probability

Title to be confirmed

UserYves Le Jan (Orsay).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 26 February 2008, 14:00-15:00

Probability

Title to be confirmed

UserSpeaker to be confirmed.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 19 February 2008, 14:00-15:00

Probability

A natural notion of Ornstein-Uhlenbeck processes with applications to simulated annealing

UserJosef Teichmann (TU Vienna).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 12 February 2008, 14:00-15:00

Probability

Random walks in random environment in the sub-ballistic regime: ageing and localization

UserOlivier Zindy (WIAS).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 05 February 2008, 14:00-15:00

Probability

Optimal Skorokhod embeddings with applications to pricing and hedging of double barrier options

UserJan Obloj (Imperial).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 29 January 2008, 14:00-15:00

Probability

A characterization of forward utility functions

UserMike Tehranchi (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 22 January 2008, 14:00-15:00

Probability

Birth-and-death Markov processes in spatial ecology

UserYuri Kondratiev (University of Reading).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 27 November 2007, 14:00-15:00

Probability

Recent progress in the multi-patricle Anderson tight binding model

UserProf. Y.M. Suhov (Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 20 November 2007, 14:00-15:00

Probability

On the relations between implied and spot volatilities

UserValdo Durrleman (Ecole Polytechnique).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockFriday 16 November 2007, 14:00-15:00

Probability

The discrete Feynman integral

UserTony Dorlas (DIAS).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 13 November 2007, 14:00-15:00

Probability

Some universality results for 2D percolation

UserHelen Lei (UCLA).

HouseMR11, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockFriday 09 November 2007, 14:00-15:00

Probability

Dynamics for the Brownian web

UserJonathan Warren (Warwick).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 06 November 2007, 14:00-15:00

Probability

Random even graphs and the Ising model

UserGeoffrey Grimmett, University of Cambridge.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 23 October 2007, 14:00-15:00

Probability

Double phase transition for a self-repelling Brownian particle

UserNathanael Berestycki, University of Cambridge.

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 16 October 2007, 14:00-15:00

Probability

Coalescing Brownian motions

UserJames Norris (University of Cambridge).

HouseMR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

ClockTuesday 09 October 2007, 14:00-15:00

Please see above for contact details for this list.

Other lists

Courtyard Marriott Hotel, newport Pagnell Physics and Chemistry of Solids Group Geometry in Science

Other talks

Title TBC Non-stationarity in structural dynamics, challenges and implications for modelling and structural health monitoring Clonal haematopoiesis, early detection and pre-leukemia to leukemia development Formal Dinner at Selwyn College Title TBC Not-so-noble gases, key tracers of Earth’s habitability: what their behaviour in planetary interiors can tell us?
 

Β© 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity