Events
Sebastian Herrmann, University of Michigan, Inventory Management for High-Frequency Trading with Imperfect Competition
SAS 4201We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact are described by a system of nonlinear equations; explicit solutions obtain around the continuous-time limit. Unlike in the risk-neutral case, the optimal inventories…
Dustin Leininger, NC State, Crash Course on Spectral Sequences
SAS 4201Spectral sequences are an algebraic tool for computing (co)homology of differential graded algebras (DGAs) developed by by Leray in the 1940's and have since found applications in various fields which utilize DGAs to compute useful invariants (e.g. Algebraic Topology, Knot Theory, ect.). This talk will provide a broad overview and attempt to answer some basic…
Scott Batson, Space and Naval Warfare Systems Center Atlantic (SPAWAR), “Mathematics in Industry
This talk will report on my experiences as a Mathematician at Space and Naval Warfare (SPAWAR) Systems Center Atlantic. After an introduction, I will provide an overview of SPAWAR Atlantic, talk in general about my opportunities and experiences as a Mathematics PhD in the government, and then give examples of research projects I support. Finally,…
An Introduction to Data Visualization in R using ggplot
This semester the Biomathematics GSA will be hosting student led tutorials on a variety of topics. The goal of these tutorials is to help graduate students develop computational tools. This week will cover data visualization using R Studio with the ggplot package. If you are interested in participating please bring a laptop with the necessary…
Departmental Tea and Cookies
SAS 4104Seyma Shabbir, NC State, Setting Up Your Webpage in WordPress
Effective webpages are an increasingly important medium for disseminating information related to classes and research. For TAs, they provide a critical way to share material with your class whereas for those entering the job market, they are often checked by potential employers interested in obtaining more information about candidates. Hence it is important to construct…
Jose Figueroa-Lopez, Utility Maximization in Hidden Regime-Switching Markets with Default Risk
SAS 4201We consider the problem of maximizing expected utility from terminal wealth for a power investor who can allocate his wealth in a stock, a defaultable security, and a money market account. The dynamics of these security prices are governed by geometric Brownian motions modulated by a hidden continuous time finite state Markov chain. We reduce…
Owen Coss, NC State, Resolving Singularities by the Blowup Process in R^2
SAS 4201In this talk I will introduce the ideas of singularities of a polynomial and resolution of those singularities, and then develop the blowup process algorithm. For a polynomial f, a point is singular if f and all its first partials vanish at that point. A resolution of the singularities of f gives a non-singular polynomial…
Introduction to R Shiny: presenting results with an interactive web application
This semester the Biomathematics GSA will be hosting student led tutorials on a variety of topics. The goal of these tutorials is to help graduate students develop computational tools. This week will cover the development of interactive web applications using R Studio with the shiny package. If you are interested in participating please bring a…
Jake Hayworth, NC State, Password Management
SAS 4201Jake will be leading an interactive seminar on today's best practices with Password Management. You'll have the opportunity to go hands on with him as he walks you through multiple platforms and options to stay sane, while still being safe. Regardless of your experience with LastPass and Passwords, I encourage you to come hear about…
Departmental Tea and Cookies
SAS 4104Alex Chandler, NC State, Spectral Sequences Working Seminar part 3
Exact couples and the Bockstein spectral sequence.
Yeeka Yau, University of Sydney, Coxeter systems for which the Brink-Howlett automaton is minimal
SAS 4201In their celebrated 1993 paper, Brink and Howlett proved that all finitely generated Coxeter groups are automatic. In particular, they constructed a finite state automaton recognising the language of reduced words in a Coxeter group. This automaton is not minimal in general, and recently Christophe Hohlweg, Philippe Nadeau and Nathan Williams stated a conjectural criteria…
Georgy Scholten, NC State, Hyperplane Arrangements
SAS 4201The study of hyperplane arrangements begins at fundamental questions such as: how many pieces can one cut a cake into with n slices? Quickly, hyperplane arrangements generate many intricately interesting mathematical structures and connections to many seemingly unrelated topics appear. I will attempt to show how matroids offer a convenient framework to study hyperplane arrangements…
Nicolette Price, NC State, Let’s Talk IT: File Sharing
SAS 4201Nicolette PriceĀ from Mathematics IT will be leading an interactive seminar on today's best features of file sharing using cloud services. You'll have the opportunity to go hands on with her as she walks you through multiple platforms and different ways to get your files where they need to be, and to who needs access to…