Finance and Stochastics Seminar – Beatrice Acciaio
Imperial College London, Exhibition Road, SW7 2AZ London, Brompton
Free
About
A mathematics seminar at Imperial College London, open to all and free to attend without a ticket. The speaker is Beatrice Acciaio, whose talk is titled 'Sensitivity of Distributionally Robust Optimization in the Adapted Bures–Wasserstein Space'. She presents a geometric analysis of the adapted Bures–Wasserstein space, a framework for comparing stochastic processes that accounts for their flow of information, and uses it to study how dynamic stochastic optimization problems respond to changes in the underlying probability distributions. The work is based on joint papers with D. Bartl, A. Grass, S. Hou and G. Pammer, and Yifan Jiang is the contact for further details.
Written by a model, sources: imperial.ac.uk
Venue
Imperial College London is in London’s Brompton.
Exhibition Road, SW7 2AZ London
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