Professor Darrell Duffie Bernoulli Lecture - Continuous-time random matching

29 May 2017
Organisers :
  • Darrell Duffie

Joint work with Lei Qiao and Yeneng Sun.

We show the existence of independent random matching of a large population in a continuous-time dynamical system, where the matching intensities could be general non-negative jointly continuous functions on the space of type distributions and the time line. In particular, we construct a ...

Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences

29 May - 02 June 2017
Organisers :
  • Luc Bauwens
  • Yuri Kabanov
  • Juan-Pablo Ortega

This conference is the last major event of the program “Stochastic dynamical models in mathematical finance, econometrics, and actuarial sciences”. Some of the top researchers in the fields represented in the semester will present their results. The speakers will cover a wide range of topics including stochastic calculus and processes, ...

Professor Robert Engle Bernoulli Lecture - Systemic Risk with Endogenous Cycles

01 June 2017
Organisers :
  • Robert Engle
When financial institutions are undercapitalized they are not only vulnerable to external shocks, but they may inadvertently generate such shocks. When financial institutions act to improve their capital structure, they may induce exactly the financial crisis that regulation seeks to prevent. The economics of systemic risk cycles will be discussed ...

Introductory Workshop on Euler Systems and Special Values of L-functions

21 - 25 August 2017
Organisers :
  • Henri Darmon
  • Dimitar Jetchev
  • Philippe Michel
  • Christopher Skinner
Stay tuned for more information.

Special Cycles on Shimura Varieties and Iwasawa Theory

28 August - 01 September 2017
Organisers :
  • Henri Darmon
  • Dimitar Jetchev
  • Philippe Michel
  • Christopher Skinner
Stay tuned for more information.

Recent Developments on the Arithmetic of Special Values of L-functions

11 - 15 December 2017
Organisers :
  • Henri Darmon
  • Dimitar Jetchev
  • Philippe Michel
  • Christopher Skinner
Stay tuned for more information.

Borel combinatorics and ergodic theory conference

05 - 09 February 2018
Organisers :
  • Clinton Conley
  • Damien Gaboriau

Structure and dynamics of Polish groups conference

19 - 23 March 2018
Organisers :
  • Andreas Thom
  • Todor Tsankov

Large scale geometry of Polish groups workshop

26 - 29 March 2018
Organisers :
  • Justin Moore
  • Christian Rosendal

Ideals and exceptional sets in Polish spaces

04 - 08 June 2018
Organisers :
  • Márton Elekes
  • Slawomir Solecki

Descriptive set theory conference

18 - 22 June 2018
Organisers :
  • Alexander Kechris
  • Benjamin Miller
  • Stevo Todorčević