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BEGIN:VEVENT
SUMMARY:Jie Yen Fan (University of Sydney)
DTSTART:20230330T020000Z
DTEND:20230330T030000Z
DTSTAMP:20260404T094531Z
UID:OneSchool/1
DESCRIPTION:Title: Mimicking: martingales with matching marginals\nby Jie Yen Fa
n (University of Sydney) as part of OneSchool Seminar\n\nLecture held in Q
uad S249 & Online.\n\nAbstract\nOne School Seminar: \n"Mimicking: martinga
les with matching marginals" \nJie Yen Fan (University of Sydney) \n\nThur
sday 30 March\, 1-2pm \nQuad S249 and via Zoom - https://uni-sydney.zoom.u
s/j/84713102485\n\nAbstract: Motivated by questions from finance\, we are
interested in constructing new\nprocesses from existing ones while preserv
ing certain desired properties. In\nparticular\, starting from a martinga
le\, we construct new martingales that have the same\nmarginal distributio
ns as the original process. We call this mimicking. This allows us\nto d
evelop alternative (and hopefully better) models for asset price while ret
aining the\n(European) option prices. In this talk\, I will give an overv
iew of mimicking and some\nexamples.\n
LOCATION:https://stable.researchseminars.org/talk/OneSchool/1/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Nathan Duignan (University of Sydney)
DTSTART:20230406T030000Z
DTEND:20230406T040000Z
DTSTAMP:20260404T094531Z
UID:OneSchool/2
DESCRIPTION:Title: Perspectives on Dynamical Systems and Their Application to Nuclea
r Fusion\nby Nathan Duignan (University of Sydney) as part of OneSchoo
l Seminar\n\nLecture held in Quad S249 & Online.\n\nAbstract\nOne School S
eminar: \n"Perspectives on Dynamical Systems and Their Application to Nucl
ear Fusion" \nNathan Duignan (University of Sydney) \n\nThursday 6 April\,
1-2pm \nQuad S249 & online via Zoom - https://uni-sydney.zoom.us/j/890222
04678\n\nAbstract: Historically\, research of dynamical systems involved f
inding quantitative\,\nexplicit solutions to the defining differential equ
ations. This was an almost purely\nanalytic perspective of dynamical syst
ems. \n\nOver the past century\, many fields of Mathematics have brought
a new perspective on\ndynamical systems. With these new perspectives has
come new fruits\; insights and\nqualitative information about solutions to
the system. \n\nIn this talk I will show how a combination of a geometri
c\, topological\, and algebraic\nperspective of dynamical systems has allo
wed me (and friends) to make new progress\ntoward nuclear fusion confineme
nt.\n
LOCATION:https://stable.researchseminars.org/talk/OneSchool/2/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Ellis Patrick (University of Sydney)
DTSTART:20230518T030000Z
DTEND:20230518T040000Z
DTSTAMP:20260404T094531Z
UID:OneSchool/3
DESCRIPTION:Title: Viewing snapshots of the cellular landscape of diseased tissue th
rough the lens of a statistician\nby Ellis Patrick (University of Sydn
ey) as part of OneSchool Seminar\n\nLecture held in Quad S249 & Online.\n\
nAbstract\nThe human body comprises over 37 trillion cells with diverse fo
rms and functions\, which can exhibit dynamic changes based on their envir
onmental context. Understanding the spatial interactions between cells and
changes in their state within the tissue microenvironment is crucial to c
omprehending the development of human diseases. State-of-the-art technolog
ies can now deeply phenotype cells in their native environment\, providing
a high-throughput means of identifying spatially related changes in their
function. In this talk\, I will illustrate how established statistical to
ols can be bent in novel ways to produce new perspectives of diseased tiss
ue. By doing this I hope to motivate discussions on how these complex cell
ular systems could be quantified with unique\, robust or mathematically ri
gorous approaches.\n
LOCATION:https://stable.researchseminars.org/talk/OneSchool/3/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Clara Grazian (University of Sydney)
DTSTART:20231026T023000Z
DTEND:20231026T033000Z
DTSTAMP:20260404T094531Z
UID:OneSchool/4
DESCRIPTION:Title: Some Consistency Results for Bayesian Analysis of Long Memory Pro
cesses\nby Clara Grazian (University of Sydney) as part of OneSchool S
eminar\n\nLecture held in University of Sydney\, Law Annex SR 340 & Online
.\n\nAbstract\nLong memory processes\, characterized by slow decay of auto
correlations\, have gained substantial attention in various fields\, inclu
ding economics\, finance\, and signal processing. Bayesian analysis has be
come a prominent framework for modelling these processes due to its flexib
ility and the ability to incorporate prior information. This presentation
explores the critical topic of consistency in Bayesian analysis of long me
mory processes. We delve into the fundamental concepts of long memory\, hi
ghlighting the challenges that arise when applying Bayesian methods to suc
h data. In this talk\, we review the key methodologies used to obtain para
meter estimates in the presence of long memory. We examine the challenges
and some Bayesian solution to this problem. By addressing the consistency
of Bayesian analysis in the context of long memory processes\, this presen
tation aims to provide a deeper understanding of the challenges and soluti
ons in modelling and forecasting long-range-dependent data.\n
LOCATION:https://stable.researchseminars.org/talk/OneSchool/4/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Lindon Roberts (University of Sydney)
DTSTART:20231012T020000Z
DTEND:20231012T030000Z
DTSTAMP:20260404T094531Z
UID:OneSchool/5
DESCRIPTION:Title: Blackbox Optimisation Algorithms\nby Lindon Roberts (Universi
ty of Sydney) as part of OneSchool Seminar\n\nLecture held in Quad S249 &
Online.\n\nAbstract\nNumerical optimisation - being able to find maxima/mi
nima of functions - is an important part in numerical analysis\, with many
applications across different disciplines. This problem becomes much hard
er if only limited information about the functions is available - no analy
tic expression and/or no exact function values available\, for example. In
this case\, specialised techniques known as 'blackbox optimisation' must
be used. In this talk\, I will give an overview of some useful techniques
for blackbox optimisation and some recent work on improving the scalabilit
y of these techniques using tools from random matrix theory.\n
LOCATION:https://stable.researchseminars.org/talk/OneSchool/5/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Zhou Zhou (University of Sydney)
DTSTART:20231102T020000Z
DTEND:20231102T030000Z
DTSTAMP:20260404T094531Z
UID:OneSchool/6
DESCRIPTION:by Zhou Zhou (University of Sydney) as part of OneSchool Semin
ar\n\nLecture held in Carslaw 375 & Online.\nAbstract: TBA\n
LOCATION:https://stable.researchseminars.org/talk/OneSchool/6/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Zhou Zhou (University of Sydney)
DTSTART:20240418T030000Z
DTEND:20240418T040000Z
DTSTAMP:20260404T094531Z
UID:OneSchool/7
DESCRIPTION:Title: Time-inconsistent problems\nby Zhou Zhou (University of Sydne
y) as part of OneSchool Seminar\n\nLecture held in University of Sydney La
w Annex Lecture Theatre 026 and online.\n\nAbstract\nTime inconsistency re
fers to the phenomenon that a plan that was deemed to \nbe optimal at some
point may no longer be preferred from a future perspective\, due to a \nc
hange of preferences. In this talk\, we will present some dynamic optimisa
tion problems \nin decision making that are time-inconsistent. We will int
roduce a game-theoretic \nframework to address the time inconsistency. We
will further investigate a class of \ntime-inconsistent problems - stoppin
g under nonexponential discounting. Finally\, we will \ntalk about mathema
tical challenges in the research of general time-inconsistent problems.\n
LOCATION:https://stable.researchseminars.org/talk/OneSchool/7/
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