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Events

Sebastian Herrmann, University of Michigan, Inventory Management for High-Frequency Trading with Imperfect Competition

SAS 4201

We 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 4201

Spectral 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…

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…

Seyma 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 4201

We 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 4201

In 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 4201

Jake 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…

Yeeka Yau, University of Sydney, Coxeter systems for which the Brink-Howlett automaton is minimal

SAS 4201

In 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 4201

The 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 4201

Nicolette 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…

Mariana Olvera-Cravioto, UNC-Chapel Hill, Queues with Synchronization

Riddick 325

During this talk I will present a queuing model for database locking systems, where jobs represent user requests for simultaneous access to a set of files in a large database. While files are in use, their content can change, so to preserve consistency throughout the database files currently in use are locked, creating blocking and…