AIMS/Phimac Seminar Archive

Past Seminars:

Apr 24/18 Mike Lipkin, Columbia University
Sander Willems, EPFL
Time scales in Finance
A Term Structure Model for Dividends and Interest Rates
Sept 22/15 Jozsef Vass
University of Waterloo
Modeling 2D Flow Fields with Fractal potential Flows and its Generalization
Apr 28/15 Patrizia Semeraro
Turin, Italy
A class of multivariate marked Poisson processes to model asset returns
Apr 7/15 Boumediene Hamzi
Koc University
Embedology for Control and Random Dynamical Systems in Reproducing Kernel Hilbert Spaces
June 27/14 Zurab Kiguradze, 
Georgian Academy of Science
On One Nonlinear Model Describing Electromagnetic Field Diffusion Process
June 18/14 Giles Richardson, 
University of Southampton
Modelling of Particulate Li-ion Batteries
Apr 9/14 Reimer Kuehn
Kings College, London
Derivatives and Credit Contagion in Interconnected Networks
Dec 3/13 Dhavide Aruliah
UOIT
Best Practices for Scientific Computing
Nov 12/13 Minsuk Kwak
McMaster University
TBA
Oct 29/13 Oumar Mbodji
McMaster University
TBA
Oct 15/13 Bartosz Protas
McMaster University
On some free-boundary problems in Vortex Dynamics
Sept 17/13 Tom Hurd
McMaster University
Illiquidity and Insolvency Cascades in the Interbank Network
Abstract
Feb 26/13  Guillaume James 
Universit√© de Grenoble 
Nonlinear analysis of DNA breathing
Jan 29/13  Derek Steinmoeller 
University of Waterloo 
A Discontinuous Galerkin Methodology for Non-Hydrostatic Numerical Lake Models
Jan 22/13  Vladimir Baranov 
Senior Research Scientist at DVS Sciences 
Mass Cytometry: A revolution in cytometric analysis, theory and reagents
Nov 27/12  Lennaert van Veen 
UOIT 
Weak turbulence as a dynamical systems problem
Oct 30/12  Adam Gully 
McMaster University 
Fluid and Electromagnetic Transport in Sea Ice
Oct 23/12  Thomas R. Hurd 
McMaster University 
Interbank Lending, Contagion and Financial Systemic Risk
Oct 2/12  Kamran Alba 
University of British Columbia 
Displacement Flow of Complex Fluids in Inclined Ducts
Sep 11/12  Lane Hughston 
University College London 
General Theory of Geometric Lévy Models for Dynamic Asset Pricing
May 24/12  Duncan O'Dell 
McMaster University 
Quantum rainbows and ergodicity in atomic Josephson junctions: an application of catastrophe theory to quantum dynamics
Mar 6/12  Clayton Webster 
Oak Ridge National Laboratory 
An adaptive sparse grid generalized stochastic collocation method for high-dimensional predictive simulations
Oct 4/11  Tsunehiro Tsujimoto 
Assistant Vice President at Quantitative Risk Management, Swiss Re 
Default-free yield curve construction by the chaos model
Sep 27/11  Dali Zhang 
McMaster University 
Rational approximation of forward and inverse problems for physical phenomena


Prior Years

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