Friday June 23, 2017
Time Description Speaker Location Abstracts Slides
9:00 - 9:40Workshop Recap/ Research Session OverviewWorkshop Organizers11th Floor Lecture Hall
9:40 - 10:10Coffee Break11th Floor Collaborative Space
10:10 - 12:30Research Session11th Floor Lecture Hall
12:30 - 2:15Break for Lunch / Free Time
2:15 - 3:30Research Session11th Floor Lecture Hall
3:30 - 4:00Coffee Break11th Floor Collaborative Space
4:00 - 4:45Research Session11th Floor Lecture Hall

Friday June 23, 2017
Time Description Speaker Location Abstracts Slides
9:00 - 10:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
10:30 - 11:00Coffee/ Tea Break
11:00 - 12:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
2:00 - 3:30TDA Concepts, JavaPlexHenry Adams10th Floor Classroom
3:30 - 4:00Coffee/ Tea Break
4:00 - 5:00TDA Concepts, JavaPlexHenry Adams10th Floor Classroom

Monday, June 19, 2017

Time Description Speaker Location Abstracts Slides
8:30 - 8:55Registration121 South Main Street Providence RI 11th Floor Collaborative Space
8:55 - 9:00WelcomeICERM Director11th Floor Lecture Hall
9:00 - 9:40Robust Asymptotic Growth in the Presence of StabilityScott Robertson, Questrom School of Business, Boston University11th Floor Lecture Hall
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9:50 - 10:30Adaptive Robust Control Under Model UncertaintyIgor Cialenco, Illinois Institute of Technology11th Floor Lecture Hall
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10:30 - 11:00Coffee Break11th Floor Collaborative Space
11:00 - 11:40Mini course I - Pathwise integration for functionals of paths with finite quadratic variation and applications in mathematical financeRama Cont, Imperial College London11th Floor Lecture Hall
11:50 - 12:30Mini course II - Pathwise integration for functionals of paths with finite quadratic variation and applications in mathematical financeRama Cont, Imperial College London11th Floor Lecture Hall
12:30 - 2:15Break for Lunch / Free Time
2:15 - 2:55Supply and Shorting in Speculative MarketsMarcel Nutz, Columbia University11th Floor Lecture Hall
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PDF
3:05 - 3:45From the master equation to mean field game limits, fluctuations, and large deviationsDaniel Lacker, Brown University11th Floor Lecture Hall
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PDF
3:45 - 4:15Coffee/Tea Break11th Floor Collaborative Space
4:15 - 4:55What is accomplished by successful non-stationary stochastic predictionGlenn Shafer, Rutgers University11th Floor Lecture Hall
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PDF
5:00 - 6:30Welcome Reception11th Floor Collaborative Space
Time Description Speaker Location Abstracts Slides
9:00 - 10:00Welcome / Meet and Greet121 South Main Street, 10th Floor
10:00 - 11:45Scavenger HuntBrown Campus
12:00 - 1:30Welcome Lunch10th Floor Collaborative Space
1:30 - 3:00Project Orientation10th Floor Classroom
3:00 - 3:30Coffee/Tea Break10th Floor Collaborative Space
3:30 - 4:30Project Orientation10th Floor Classroom

Tuesday, June 20, 2017

Time Description Speaker Location Abstracts Slides
9:00 - 9:40Mini course III - Pathwise integration for functionals of paths with finite quadratic variation and applications in mathematical financeRama Cont, Imperial College London11th Floor Lecture Hall
9:50 - 10:30Mini course IV - Pathwise integration for functionals of paths with finite quadratic variation and applications in mathematical financeRama Cont, Imperial College London11th Floor Lecture Hall
10:30 - 11:00Coffee Break11th Floor Collaborative Space
11:00 - 11:40Model risk in term structure modelingPhilipp Harms, University of Freiburg11th Floor Lecture Hall
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11:50 - 12:45Contributed TalksYavor Stoev, University of Michigan Tolulope Fadina, University of Freiburg Po-Keng Cheng, The State University of New York at Stony Brook Wenjian Liu, City University of New York11th Floor Lecture Hall
12:45 - 2:15Break for Lunch / Free Time
2:15 - 2:55Overview of the Stochastic Theory of Portfolios (I)Ioannis Karatzas, Columbia University11th Floor Lecture Hall
PDF
PDF
3:05 - 3:45Overview of the Stochastic Theory of Portfolios (II)Ioannis Karatzas, Columbia University11th Floor Lecture Hall
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PDF
3:45 - 4:15Coffee Break11th Floor Collaborative Space
Time Description Speaker Location Abstracts Slides
9:00 - 10:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
10:30 - 11:00Coffee/ Tea Break
11:00 - 12:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
2:00 - 3:30TDA Concepts, JavaPlexHenry Adams10th Floor Classroom
3:30 - 4:00Coffee/ Tea Break
4:00 - 5:00TDA Concepts, JavaPlexHenry Adams10th Floor Classroom

Wednesday, June 21, 2017

Time Description Speaker Location Abstracts Slides
9:50 - 10:30Data-driven nonlinear expectationsSamuel Cohen, University of Oxford11th Floor Lecture Hall
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10:30 - 11:00Coffee Break11th Floor Collaborative Space
11:00 - 11:40Dependence between components of multivariate Markov chains - Markov consistency and Markov StructuresTomasz Bielecki, Illinois Institute of Technology11th Floor Lecture Hall
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11:50 - 12:30Contributed TalksStephan Sturm, WPI Hyungbin Park, Worcester Polytechnic Institute Junbeom Lee, National University of Singapore11th Floor Lecture Hall
12:20 - 12:30Group Photo11th Floor Lecture Hall
12:40 - 2:15Break for Lunch / Free Time
2:15 - 2:55Overview of the Stochastic Theory of Portfolios (III)Ioannis Karatzas, Columbia University11th Floor Lecture Hall
PDF
PDF
3:05 - 3:45Overview of the Stochastic Theory of Portfolios (IV)Ioannis Karatzas, Columbia University11th Floor Lecture Hall
PDF
PDF
3:45 - 4:15Coffee Break11th Floor Collaborative Space
4:15 - 4:55Risk-Averse Designs, Robustness, and Stochastic GamesTamer Basar, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
PDF
Time Description Speaker Location Abstracts Slides
9:00 - 10:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
10:30 - 11:00Coffee/ Tea Break
11:00 - 12:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
2:00 - 3:30TDA Concepts, JavaPlexHenry Adams10th Floor Classroom
3:30 - 4:00Coffee/ Tea Break
4:00 - 5:00TDA Concepts, JavaPlexHenry Adams10th Floor Classroom
7:00 - 9:00Game Night10th Floor Collaborate Space

Thursday, June 22, 2017

Time Description Speaker Location Abstracts Slides
9:00 - 9:40Robust feedback switching control - dynamic programming and viscosity solutions and ergodicityErhan Bayraktar, University of Michigan11th Floor Lecture Hall
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PDF
9:50 - 10:30Mean-field optimization problems and non-anticipative optimal transportBeatrice Acciaio, LSE11th Floor Lecture Hall
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PDF
10:30 - 11:00Coffee Break11th Floor Collaborative Space
11:00 - 11:40A Mean Field CompetitionYuchong Zhang, Columbia University11th Floor Lecture Hall
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11:50 - 12:45Contributed TalksFlorian Stebegg, Columbia University Haoran Wang, The University of Texas at Austin Ning Ning, University of California, Santa Barbara Tushar Vaidya, Singapore University of Technology and Design11th Floor Lecture Hall
12:30 - 2:15Break for Lunch / Free Time
2:15 - 2:55Nonlinear affine processesThorsten Schmidt, University of Freiburg11th Floor Lecture Hall
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3:05 - 3:45Constrained Optimal TransportIbrahim Ekren, ETH Zurich11th Floor Lecture Hall
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3:45 - 4:15Coffee Break11th Floor Collaborative Space
4:15 - 4:55Synchronization of the circadian rhythm: a MFG model for jet lagRené Carmona, Princeton University11th Floor Lecture Hall
Time Description Speaker Location Abstracts Slides
9:00 - 10:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
10:30 - 11:00Coffee/ Tea Break
11:00 - 12:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
2:00 - 3:30TDA Concepts, JavaPlexHenry Adams10th Floor Classroom
3:30 - 4:00Coffee/ Tea Break
4:00 - 5:00TDA Concepts, JavaPlexHenry Adams10th Floor Classroom
5:00 - 7:00TA Meeting10th Floor Classroom

Friday, June 23, 2017

Time Description Speaker Location Abstracts Slides
9:00 - 9:40Workshop Recap/ Research Session OverviewWorkshop Organizers11th Floor Lecture Hall
9:40 - 10:10Coffee Break11th Floor Collaborative Space
10:10 - 12:30Research Session11th Floor Lecture Hall
12:30 - 2:15Break for Lunch / Free Time
2:15 - 3:30Research Session11th Floor Lecture Hall
3:30 - 4:00Coffee Break11th Floor Collaborative Space
4:00 - 4:45Research Session11th Floor Lecture Hall
Time Description Speaker Location Abstracts Slides
9:00 - 10:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
10:30 - 11:00Coffee/ Tea Break
11:00 - 12:30Basics of AATSara Kaliˇsnik Verovˇsek10th Floor Classroom
2:00 - 3:30TDA Concepts, JavaPlexHenry Adams10th Floor Classroom
3:30 - 4:00Coffee/ Tea Break
4:00 - 5:00TDA Concepts, JavaPlexHenry Adams10th Floor Classroom
21_June_2017
Friends of ICERM honored as speakers for ICM

June 21, 2017 — ICERM congratulates the former board members and program organizers who were selected as plenary or sectional speakers for the International Congress of Mathematicians (ICM) in Rio de Janeiro, Brazil, August 1-9, 2018.


  • Andrea Bertozzi
  • Pierre Degond
  • Laura DeMarco
  • Qiang Du
  • Michael Hochman
  • Gil Kalai
  • Richard Kenyon
  • Helena Nussenzveig Lopes
  • Igor Pak
  • Sylvia Serfaty
  • Rekha Thomas

The IMC meets once every four years, hosted by the International Mathematical Union (awarders of The Fields Medals, among other prizes). Being invited to give a talk at the ICM is considered a great honor.


11_April_2017
ICERM wins new grant from Simons Foundation



April 11, 2017
— With a new grant from the Simons Foundation, ICERM will enhance and expand its efforts to bring top scholars to Brown to explore big questions in mathematical research. See also: https://pbn.com/simons-awards-982k-grant-browns-icerm/


05_April_2017
Turning Numbers into Art

April 5, 2017 — A great article was written for The Conversation by Frank Farris about ICERM's 2016 "Illustrating Mathematics" workshop. A semester program devoted to this topic was recently approved by our science board. More details to come!


03_April_2017
ICERM Associate Director disproves established math conjecture



April 3, 2017
— Caroline Klivans, an ICERM Associate Director and senior applied math lecturer at Brown University, recently discredited the long-accepted Partionability Conjecture theory.



Opportunities

Semester Program Visitors

ICERM welcomes applications for semester program visitors who wish to spend between 2 weeks and one semester at ICERM to participate in one of our semester-long programs. The research interest of semester program visitors should relate to the semester program. Applications may be submitted at any time until the end of the semester program and will be considered as long as funds remain available. Apply to upcoming programs with Cube.

Workshop Participants

ICERM workshops, both semester and topical, provide other opportunities for participation in our activities. Funding for workshop participation is limited. Apply to upcoming workshops with Cube. Decisions about online applications are typically made 1-3 months before the workshop.

Each year ICERM runs Summer@ICERM, an undergraduate research program that spans eight weeks. Our program involves approximately 15-20 undergraduate students who work in groups of two or three, supervised by faculty advisors and aided by teaching assistants. Travel within the U.S. and lodging expenses are paid for, and every participant receives a $3,000 stipend (Brown students typically receive an UTRA grant in lieu of the S@I stipend). Proposals for undergraduate research programs are chosen competitively, and undergraduates need to apply to participate. Click here for details about the summer 2017 program.

ICERM welcomes applications from graduate students who wish to spend between 6 weeks and one semester at ICERM to participate in one of our semester-long programs. ICERM will provide workspace, shared computers, and lockers; ICERM offers support for travel to the institute and local accommodations. The research interest of visiting graduate students should relate to the semester program. Applications may be submitted at any time until the end of the semester program and will be considered as long as funds and space remain available.

If you are interested in applying to attend a workshop, you will need to request that your advisor submit a statement of support. Graduate students who present a poster at an ICERM workshop are typically awarded funding for local accommodations.

Apply to upcoming programs using Cube.

ICERM brings early-career mathematicians to the institute in order to support and expand their research and to create lasting career collaborations and connections. There are three ways to participate as a Postdoctoral Fellow in an ICERM semester program:

  • Postdoctoral Institute Fellows: The institute funds two academic-year postdoctoral positions that include a stipend and benefits. Each Institute Postdoc is a research participant in one of the semester programs planned for that academic year, and remains at the institute during the alternate semester as a researcher-in-residence. Applications for the 2018-2019 positions will open on Mathjobs.org in summer 2017.
  • Postdoctoral Semester Fellows: These postdoctoral researchers are associated with a specific program and are in residence for that semester, supported by a monthly stipend and benefits. Applications for the 2018-2019 positions will open on Mathjobs.org in summer 2017.
  • Postdoctoral Visitors: Postdoctoral researchers with support from their home institutions can apply for travel and/or lodging support to participate in an ICERM semester program. Go to ICERM's "Cube" system to apply.

Each postdoctoral researcher is paired with a senior long-term participant to ensure mentoring and professional guidance. The institute provides a range of professional development activities for postdoctoral researchers and graduate students. A weekly graduate student/postdoctoral seminar facilitates peer connections between graduate student researchers and postdoctoral researchers.

Applications for the 2018-2019 Postdoctoral Institute and Semester fellowships will be accepted on Mathjobs.org. Applicants will be expected to submit an AMS Standard Cover Sheet, curriculum vitae (including publication list), cover letter, research statement, and three letters of recommendation via Mathjobs.org by early January 2018. Review of applications will commence in early January 2018. Priority will be given to applications received before January 5, 2018.

ICERM encourages proposals for programs that support its mission to foster and broaden the relationship between mathematics and computation. We welcome your ideas for semester programs, topical workshops, small group research (Collaborate@ICERM), and our Summer@ICERM undergraduate research programs. How to propose an Program or Workshop.