BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Jie Yen Fan (University of Sydney) DTSTART:20230330T020000Z DTEND:20230330T030000Z DTSTAMP:20260422T212924Z UID:OneSchool/1 DESCRIPTION:Title: Mimicking: martingales with matching marginals\nby Jie Yen Fan (Univ ersity of Sydney) as part of OneSchool Seminar\n\nLecture held in Quad S24 9 & Online.\n\nAbstract\nOne School Seminar: \n"Mimicking: martingales wit h matching marginals" \nJie Yen Fan (University of Sydney) \n\nThursday 30 March\, 1-2pm \nQuad S249 and via Zoom - https://uni-sydney.zoom.us/j/847 13102485\n\nAbstract: Motivated by questions from finance\, we are interes ted in constructing new\nprocesses from existing ones while preserving cer tain desired properties. In\nparticular\, starting from a martingale\, we construct new martingales that have the same\nmarginal distributions as t he original process. We call this mimicking. This allows us\nto develop alternative (and hopefully better) models for asset price while retaining the\n(European) option prices. In this talk\, I will give an overview of mimicking and some\nexamples.\n LOCATION:https://researchseminars.org/talk/OneSchool/1/ END:VEVENT BEGIN:VEVENT SUMMARY:Nathan Duignan (University of Sydney) DTSTART:20230406T030000Z DTEND:20230406T040000Z DTSTAMP:20260422T212924Z UID:OneSchool/2 DESCRIPTION:Title: Perspectives on Dynamical Systems and Their Application to Nuclear Fusio n\nby Nathan Duignan (University of Sydney) as part of OneSchool Semin ar\n\nLecture held in Quad S249 & Online.\n\nAbstract\nOne School Seminar: \n"Perspectives on Dynamical Systems and Their Application to Nuclear Fus ion" \nNathan Duignan (University of Sydney) \n\nThursday 6 April\, 1-2pm \nQuad S249 & online via Zoom - https://uni-sydney.zoom.us/j/89022204678\n \nAbstract: Historically\, research of dynamical systems involved finding quantitative\,\nexplicit solutions to the defining differential equations. This was an almost purely\nanalytic perspective of dynamical systems. \ n\nOver the past century\, many fields of Mathematics have brought a new p erspective on\ndynamical systems. With these new perspectives has come ne w fruits\; insights and\nqualitative information about solutions to the sy stem. \n\nIn this talk I will show how a combination of a geometric\, top ological\, and algebraic\nperspective of dynamical systems has allowed me (and friends) to make new progress\ntoward nuclear fusion confinement.\n LOCATION:https://researchseminars.org/talk/OneSchool/2/ END:VEVENT BEGIN:VEVENT SUMMARY:Ellis Patrick (University of Sydney) DTSTART:20230518T030000Z DTEND:20230518T040000Z DTSTAMP:20260422T212924Z UID:OneSchool/3 DESCRIPTION:Title: Viewing snapshots of the cellular landscape of diseased tissue through t he lens of a statistician\nby Ellis Patrick (University of Sydney) as part of OneSchool Seminar\n\nLecture held in Quad S249 & Online.\n\nAbstra ct\nThe human body comprises over 37 trillion cells with diverse forms and functions\, which can exhibit dynamic changes based on their environmenta l context. Understanding the spatial interactions between cells and change s in their state within the tissue microenvironment is crucial to comprehe nding the development of human diseases. State-of-the-art technologies can now deeply phenotype cells in their native environment\, providing a high -throughput means of identifying spatially related changes in their functi on. In this talk\, I will illustrate how established statistical tools can be bent in novel ways to produce new perspectives of diseased tissue. By doing this I hope to motivate discussions on how these complex cellular sy stems could be quantified with unique\, robust or mathematically rigorous approaches.\n LOCATION:https://researchseminars.org/talk/OneSchool/3/ END:VEVENT BEGIN:VEVENT SUMMARY:Clara Grazian (University of Sydney) DTSTART:20231026T023000Z DTEND:20231026T033000Z DTSTAMP:20260422T212924Z UID:OneSchool/4 DESCRIPTION:Title: Some Consistency Results for Bayesian Analysis of Long Memory Processes< /a>\nby Clara Grazian (University of Sydney) as part of OneSchool Seminar\ n\nLecture held in University of Sydney\, Law Annex SR 340 & Online.\n\nAb stract\nLong memory processes\, characterized by slow decay of autocorrela tions\, have gained substantial attention in various fields\, including ec onomics\, finance\, and signal processing. Bayesian analysis has become a prominent framework for modelling these processes due to its flexibility a nd the ability to incorporate prior information. This presentation explore s the critical topic of consistency in Bayesian analysis of long memory pr ocesses. We delve into the fundamental concepts of long memory\, highlight ing the challenges that arise when applying Bayesian methods to such data. In this talk\, we review the key methodologies used to obtain parameter e stimates in the presence of long memory. We examine the challenges and som e Bayesian solution to this problem. By addressing the consistency of Baye sian analysis in the context of long memory processes\, this presentation aims to provide a deeper understanding of the challenges and solutions in modelling and forecasting long-range-dependent data.\n LOCATION:https://researchseminars.org/talk/OneSchool/4/ END:VEVENT BEGIN:VEVENT SUMMARY:Lindon Roberts (University of Sydney) DTSTART:20231012T020000Z DTEND:20231012T030000Z DTSTAMP:20260422T212924Z UID:OneSchool/5 DESCRIPTION:Title: Blackbox Optimisation Algorithms\nby Lindon Roberts (University of S ydney) as part of OneSchool Seminar\n\nLecture held in Quad S249 & Online. \n\nAbstract\nNumerical optimisation - being able to find maxima/minima of functions - is an important part in numerical analysis\, with many applic ations across different disciplines. This problem becomes much harder if o nly limited information about the functions is available - no analytic exp ression and/or no exact function values available\, for example. In this c ase\, specialised techniques known as 'blackbox optimisation' must be used . In this talk\, I will give an overview of some useful techniques for bla ckbox optimisation and some recent work on improving the scalability of th ese techniques using tools from random matrix theory.\n LOCATION:https://researchseminars.org/talk/OneSchool/5/ END:VEVENT BEGIN:VEVENT SUMMARY:Zhou Zhou (University of Sydney) DTSTART:20231102T020000Z DTEND:20231102T030000Z DTSTAMP:20260422T212924Z UID:OneSchool/6 DESCRIPTION:by Zhou Zhou (University of Sydney) as part of OneSchool Semin ar\n\nLecture held in Carslaw 375 & Online.\nAbstract: TBA\n LOCATION:https://researchseminars.org/talk/OneSchool/6/ END:VEVENT BEGIN:VEVENT SUMMARY:Zhou Zhou (University of Sydney) DTSTART:20240418T030000Z DTEND:20240418T040000Z DTSTAMP:20260422T212924Z UID:OneSchool/7 DESCRIPTION:Title: Time-inconsistent problems\nby Zhou Zhou (University of Sydney) as p art of OneSchool Seminar\n\nLecture held in University of Sydney Law Annex Lecture Theatre 026 and online.\n\nAbstract\nTime inconsistency refers to the phenomenon that a plan that was deemed to \nbe optimal at some point may no longer be preferred from a future perspective\, due to a \nchange o f preferences. In this talk\, we will present some dynamic optimisation pr oblems \nin decision making that are time-inconsistent. We will introduce a game-theoretic \nframework to address the time inconsistency. We will fu rther investigate a class of \ntime-inconsistent problems - stopping under nonexponential discounting. Finally\, we will \ntalk about mathematical c hallenges in the research of general time-inconsistent problems.\n LOCATION:https://researchseminars.org/talk/OneSchool/7/ END:VEVENT END:VCALENDAR