Tuesday, August 30, Probability and Risk
Workshop Chair: David Goldberg
Time: 9:00 – 12:00
Speakers: David Goldberg and Yilun Chen Title: Tutorial on multi-arm bandits
Time: 12:00 – 14:00 – Lunch
Time: 14:00 – 16:00
Speakers: David Goldberg and Yilun Chen Title: Tutorial on multi-arm bandits
Time: 16:00 – 17:00
Speaker: Maria Teresa Vespucci
Title: Stochastic models for power generation capacity expansion
Time: 16:00 – 17:00
Speaker: Giorgio Consigli
Title: Multiperiod risk measures and dynamic risk control in finance