| Friday | June 23, 2017 | ||||
|---|---|---|---|---|---|
| Time | Description | Speaker | Location | Abstracts | Slides |
| 9:00 - 9:40 | Workshop Recap/ Research Session Overview | Workshop Organizers | 11th Floor Lecture Hall | ||
| 9:40 - 10:10 | Coffee Break | 11th Floor Collaborative Space | |||
| 10:10 - 12:30 | Research Session | 11th Floor Lecture Hall | |||
| 12:30 - 2:15 | Break for Lunch / Free Time | ||||
| 2:15 - 3:30 | Research Session | 11th Floor Lecture Hall | |||
| 3:30 - 4:00 | Coffee Break | 11th Floor Collaborative Space | |||
| 4:00 - 4:45 | Research Session | 11th Floor Lecture Hall |
| Friday | June 23, 2017 | ||||
|---|---|---|---|---|---|
| Time | Description | Speaker | Location | Abstracts | Slides |
| 9:00 - 10:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 10:30 - 11:00 | Coffee/ Tea Break | ||||
| 11:00 - 12:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 2:00 - 3:30 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom | ||
| 3:30 - 4:00 | Coffee/ Tea Break | ||||
| 4:00 - 5:00 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom |
Monday, June 19, 2017
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 8:30 - 8:55 | Registration | 121 South Main Street Providence RI 11th Floor Collaborative Space | |||
| 8:55 - 9:00 | Welcome | ICERM Director | 11th Floor Lecture Hall | ||
| 9:00 - 9:40 | Robust Asymptotic Growth in the Presence of Stability | Scott Robertson, Questrom School of Business, Boston University | 11th Floor Lecture Hall |  | |
| 9:50 - 10:30 | Adaptive Robust Control Under Model Uncertainty | Igor Cialenco, Illinois Institute of Technology | 11th Floor Lecture Hall | | |
| 10:30 - 11:00 | Coffee Break | 11th Floor Collaborative Space | |||
| 11:00 - 11:40 | Mini course I - Pathwise integration for functionals of paths with finite quadratic variation and applications in mathematical finance | Rama Cont, Imperial College London | 11th Floor Lecture Hall | ||
| 11:50 - 12:30 | Mini course II - Pathwise integration for functionals of paths with finite quadratic variation and applications in mathematical finance | Rama Cont, Imperial College London | 11th Floor Lecture Hall | ||
| 12:30 - 2:15 | Break for Lunch / Free Time | ||||
| 2:15 - 2:55 | Supply and Shorting in Speculative Markets | Marcel Nutz, Columbia University | 11th Floor Lecture Hall | | |
| 3:05 - 3:45 | From the master equation to mean field game limits, fluctuations, and large deviations | Daniel Lacker, Brown University | 11th Floor Lecture Hall | | |
| 3:45 - 4:15 | Coffee/Tea Break | 11th Floor Collaborative Space | |||
| 4:15 - 4:55 | What is accomplished by successful non-stationary stochastic prediction | Glenn Shafer, Rutgers University | 11th Floor Lecture Hall | | |
| 5:00 - 6:30 | Welcome Reception | 11th Floor Collaborative Space |
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:00 - 10:00 | Welcome / Meet and Greet | 121 South Main Street, 10th Floor | |||
| 10:00 - 11:45 | Scavenger Hunt | Brown Campus | |||
| 12:00 - 1:30 | Welcome Lunch | 10th Floor Collaborative Space | |||
| 1:30 - 3:00 | Project Orientation | 10th Floor Classroom | |||
| 3:00 - 3:30 | Coffee/Tea Break | 10th Floor Collaborative Space | |||
| 3:30 - 4:30 | Project Orientation | 10th Floor Classroom |
Tuesday, June 20, 2017
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:00 - 9:40 | Mini course III - Pathwise integration for functionals of paths with finite quadratic variation and applications in mathematical finance | Rama Cont, Imperial College London | 11th Floor Lecture Hall | ||
| 9:50 - 10:30 | Mini course IV - Pathwise integration for functionals of paths with finite quadratic variation and applications in mathematical finance | Rama Cont, Imperial College London | 11th Floor Lecture Hall | ||
| 10:30 - 11:00 | Coffee Break | 11th Floor Collaborative Space | |||
| 11:00 - 11:40 | Model risk in term structure modeling | Philipp Harms, University of Freiburg | 11th Floor Lecture Hall | | |
| 11:50 - 12:45 | Contributed Talks | Yavor 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 York | 11th Floor Lecture Hall | ||
| 12:45 - 2:15 | Break for Lunch / Free Time | ||||
| 2:15 - 2:55 | Overview of the Stochastic Theory of Portfolios (I) | Ioannis Karatzas, Columbia University | 11th Floor Lecture Hall | | |
| 3:05 - 3:45 | Overview of the Stochastic Theory of Portfolios (II) | Ioannis Karatzas, Columbia University | 11th Floor Lecture Hall | | |
| 3:45 - 4:15 | Coffee Break | 11th Floor Collaborative Space |
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:00 - 10:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 10:30 - 11:00 | Coffee/ Tea Break | ||||
| 11:00 - 12:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 2:00 - 3:30 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom | ||
| 3:30 - 4:00 | Coffee/ Tea Break | ||||
| 4:00 - 5:00 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom |
Wednesday, June 21, 2017
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:50 - 10:30 | Data-driven nonlinear expectations | Samuel Cohen, University of Oxford | 11th Floor Lecture Hall | | |
| 10:30 - 11:00 | Coffee Break | 11th Floor Collaborative Space | |||
| 11:00 - 11:40 | Dependence between components of multivariate Markov chains - Markov consistency and Markov Structures | Tomasz Bielecki, Illinois Institute of Technology | 11th Floor Lecture Hall | | |
| 11:50 - 12:30 | Contributed Talks | Stephan Sturm, WPI Hyungbin Park, Worcester Polytechnic Institute Junbeom Lee, National University of Singapore | 11th Floor Lecture Hall | ||
| 12:20 - 12:30 | Group Photo | 11th Floor Lecture Hall | |||
| 12:40 - 2:15 | Break for Lunch / Free Time | ||||
| 2:15 - 2:55 | Overview of the Stochastic Theory of Portfolios (III) | Ioannis Karatzas, Columbia University | 11th Floor Lecture Hall | | |
| 3:05 - 3:45 | Overview of the Stochastic Theory of Portfolios (IV) | Ioannis Karatzas, Columbia University | 11th Floor Lecture Hall | | |
| 3:45 - 4:15 | Coffee Break | 11th Floor Collaborative Space | |||
| 4:15 - 4:55 | Risk-Averse Designs, Robustness, and Stochastic Games | Tamer Basar, University of Illinois at Urbana-Champaign | 11th Floor Lecture Hall | |
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:00 - 10:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 10:30 - 11:00 | Coffee/ Tea Break | ||||
| 11:00 - 12:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 2:00 - 3:30 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom | ||
| 3:30 - 4:00 | Coffee/ Tea Break | ||||
| 4:00 - 5:00 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom | ||
| 7:00 - 9:00 | Game Night | 10th Floor Collaborate Space |
Thursday, June 22, 2017
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:00 - 9:40 | Robust feedback switching control - dynamic programming and viscosity solutions and ergodicity | Erhan Bayraktar, University of Michigan | 11th Floor Lecture Hall | | |
| 9:50 - 10:30 | Mean-field optimization problems and non-anticipative optimal transport | Beatrice Acciaio, LSE | 11th Floor Lecture Hall | | |
| 10:30 - 11:00 | Coffee Break | 11th Floor Collaborative Space | |||
| 11:00 - 11:40 | A Mean Field Competition | Yuchong Zhang, Columbia University | 11th Floor Lecture Hall | | |
| 11:50 - 12:45 | Contributed Talks | Florian 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 Design | 11th Floor Lecture Hall | ||
| 12:30 - 2:15 | Break for Lunch / Free Time | ||||
| 2:15 - 2:55 | Nonlinear affine processes | Thorsten Schmidt, University of Freiburg | 11th Floor Lecture Hall | | |
| 3:05 - 3:45 | Constrained Optimal Transport | Ibrahim Ekren, ETH Zurich | 11th Floor Lecture Hall | | |
| 3:45 - 4:15 | Coffee Break | 11th Floor Collaborative Space | |||
| 4:15 - 4:55 | Synchronization of the circadian rhythm: a MFG model for jet lag | René Carmona, Princeton University | 11th Floor Lecture Hall |
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:00 - 10:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 10:30 - 11:00 | Coffee/ Tea Break | ||||
| 11:00 - 12:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 2:00 - 3:30 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom | ||
| 3:30 - 4:00 | Coffee/ Tea Break | ||||
| 4:00 - 5:00 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom | ||
| 5:00 - 7:00 | TA Meeting | 10th Floor Classroom |
Friday, June 23, 2017
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:00 - 9:40 | Workshop Recap/ Research Session Overview | Workshop Organizers | 11th Floor Lecture Hall | ||
| 9:40 - 10:10 | Coffee Break | 11th Floor Collaborative Space | |||
| 10:10 - 12:30 | Research Session | 11th Floor Lecture Hall | |||
| 12:30 - 2:15 | Break for Lunch / Free Time | ||||
| 2:15 - 3:30 | Research Session | 11th Floor Lecture Hall | |||
| 3:30 - 4:00 | Coffee Break | 11th Floor Collaborative Space | |||
| 4:00 - 4:45 | Research Session | 11th Floor Lecture Hall |
| Time | Description | Speaker | Location | Abstracts | Slides |
|---|---|---|---|---|---|
| 9:00 - 10:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 10:30 - 11:00 | Coffee/ Tea Break | ||||
| 11:00 - 12:30 | Basics of AAT | Sara Kaliˇsnik Verovˇsek | 10th Floor Classroom | ||
| 2:00 - 3:30 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom | ||
| 3:30 - 4:00 | Coffee/ Tea Break | ||||
| 4:00 - 5:00 | TDA Concepts, JavaPlex | Henry Adams | 10th Floor Classroom |
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.
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. |
|
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! |
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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.