AMS Sectional Meeting AMS Special Session
Current as of Friday, March 26, 2021 14:09:23
Spring Eastern Sectional Meeting (formerly at Brown University)
- now meeting virtually, EDT (hosted by the American Mathematical Society), Virtual, RI
- March 20-21, 2021 (Saturday - Sunday)
- Meeting #1165
Steven H Weintraub, AMS shw2@lehigh.edu
AMS 2021 Spring Sectional Meetings will be held VIRTUALLY on the originally planned dates. Further details will be posted as soon as they are available. Send questions to meet@ams.org.
Special Session on New Applications and Methods in Financial Mathematics
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Saturday March 20, 2021, 9:00 a.m.-10:00 a.m.
Special Session on New Applications and Methods in Financial Mathematics, I
Special Session 14, AMS
Organizers:
Gu Wang, Worcester Polytechnic Institute
Bin Zou, University of Connecticut bin.zou@uconn.edu
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9:00 a.m.
Incomplete Market Equilibrium with Business Cycles and Heterogeneous Preferences.
Marko Hans Weber*, National University of Singapore
Paolo Guasoni, Dublin City University
(1165-91-246) -
9:30 a.m.
Mutual Funds' Competition for Investment Flows based on Relative Performance.
Gu Wang, Worcester Polytechnic Institute
Jiaxuan Ye*, Worcester Polytechnic Institute
(1165-91-129)
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9:00 a.m.
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Saturday March 20, 2021, 11:00 a.m.-1:00 p.m.
Special Session on New Applications and Methods in Financial Mathematics, II
Special Session 14, AMS
Organizers:
Gu Wang, Worcester Polytechnic Institute
Bin Zou, University of Connecticut bin.zou@uconn.edu
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11:00 a.m.
Cohort Effects, Voluntary Social Distancing and Life Insurance Purchases during a Pandemic.
Hamed Amini, Georgia State University
Andreea Minca*, Cornell University
(1165-91-104) -
11:30 a.m.
Personalized Robo-Advising: Enhancing Investment through Client Interaction.
Sveinn Olafsson*, Columbia University
Agostino Capponi, Columbia University
Thaleia Zariphopoulou, University of Texas at Austin
(1165-60-158) -
12:00 p.m.
Optimal Hedging with Margin Constraints and Default Aversion and its Application to Bitcoin Perpetual Futures.
Carol Alexander, University of Sussex
Jun Deng, University of International Business and Economics
Bin Zou*, University of Connecticut
(1165-91-71) -
12:30 p.m.
Convergence Of Deep Fictitious Play For Stochastic Differential Games.
Jiequn Han, Princeton University
Ruimeng Hu*, University of California, Santa Barbara
Jihao Long, Princeton University
(1165-60-30)
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11:00 a.m.
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Saturday March 20, 2021, 3:00 p.m.-6:00 p.m.
Special Session on New Applications and Methods in Financial Mathematics, III
Special Session 14, AMS
Organizers:
Gu Wang, Worcester Polytechnic Institute
Bin Zou, University of Connecticut bin.zou@uconn.edu
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3:00 p.m.
Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences.
Yu-Jui Huang*, University of Colorado Boulder
Joshua Aurand, Dublin City University
(1165-60-156) -
3:30 p.m.
Closed form optimal exercise boundary of the American put option.
Yerkin Kitapbayev*, North Carolina State University, Department of Mathematics
(1165-91-284) -
4:00 p.m.
Optimal Consumption under a Habit-Formation Constraint.
Bahman Angoshtari*, University of Miami
Erhan Bayraktar, University of Michigan, Ann Arbor
Virginia Young, University of Michigan, Ann Arbor
(1165-91-23) -
4:30 p.m.
Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework.
Tim Leung, University of Washington
Yang Zhou*, University of Washington
(1165-60-107) -
5:00 p.m.
Discussion.
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3:00 p.m.
Inquiries: meet@ams.org