Talks
Invited Lecture Series | Plenary Talks at Conferences | Invited Seminar Talks | Invited Sessions Organizer and Chair | Invited Conference Presentations | Conference Presentations
Invited Lecture Series
- 2010. Lecture series, Mathematical Institute in Guanajuato, Mexico (May 30–June 4).
Plenary Talks at Conferences
- 2018. 5th Stochastic Modeling Techniques and Data Analysis International Conference, Chania, Greece (June 12–15).
- 2018. A Symposium on Optimal Stopping at Rice University, Houston, TX (June 25–29).
Invited Seminar Talks
- 2018. Centro de Investigación y de Estudios Avancados del I.P.N., Department of Mathematics (April 27).
- 2018. Stevens Institute of Technology, Department of Mathematical Science (April 20).
- 2018. University of North Dakota, Department of Mathematics, (March 29).
- 2017. University of Texas El Paso, Department of Mathematical Science (January 27).
- 2016. Rutgers University, Financial Mathematics seminar (Feb. 2).
- 2014. University of Reno Nevada, STATFest (Nov. 15).
- 2014. Johns Hopkins University, Department of Mathematical Science (Oct. 30).
- 2014. Morgan Stanley (Oct. 29).
- 2014. NYU-Bloomberg International Association of Quantitative Finance/Thalesians seminar (Oct 22).
- 2014. State University of New York at Binghamton, Department of Electrical Engineering (April 9).
- 2014. State University of New York at Binghamton, Department of Mathematical Science (April 8).
- 2013. University of California at Santa Barbara, Department of Statistics (October 9).
- 2013. Worcester Polytechnic, Department of Mathematics (April 26).
- 2013. University of Connecticut at Storrs, Department of Mathematics (March 8).
- 2012. Hunter College, Catalyst program (April 4).
- 2011. Columbia University, Department of Industrial Engineering and Operations Research, seminar course series on sequential algorithms (December 5).
- 2011. Cornell Financial Engineering Manhattan Seminar Series (November 28).
- 2011. University of Michigan at Ann Arbor, Department of Mathematical Science (October 13).
- 2011. Columbia University, Department of Operations Research (August 17).
- 2011. London School of Economics, Department of Statistics (July 1).
- 2011. Google, Vision Group led by Vincent Luc, Mountain View, CA (June 13).
- 2011. Johns Hopkins University, Department of Mathematical Science (May 5).
- 2011. Graduate Center, CUNY, Department of Computer Science (April 7).
- 2011. Graduate Center, CUNY, Department of Mathematics, Probability seminar (March 29).
- 2011. Graduate Center, Statistics seminar (April 1).
- 2011. York College, Women in Mathematics (March 12).
- 2011. University of California at Santa Barbara, Department of Statistics (February 9).
- 2011. Stochastic Analysis Seminar, Prague (January 4-5).
- 2010. Columbia University, Department of Statistics, Student Seminar Series (September 14).
- 2010. Purdue University, Department of Statistics (April 20).
- 2009. Columbia University, Department of Statistics, Risk seminar (December 2).
- 2009. University of Connecticut, Department of Statistics (September 16).
- 2009. Georgia Institute of Technology, Department of Industrial and Systems Engineering (April 8).
- 2009. Bronx Community College (March 24).
- 2009. Columbia University, Department of Electrical Engineering (March 23).
- 2008. University of Delaware, Department of Mathematics (December 19).
- 2008. Stevens Institute of Technology, Applied Mathematics seminar (November 14).
- 2008. Graduate Center, CUNY, Statistics seminar (February 29).
- 2008. Graduate Center, CUNY, Applied Math seminar lecture series (February 29-March 7).
- 2008. University of Southern California, Department of Mathematics (January 14).
- 2007. Graduate Center, CUNY, Probability seminar (December 4).
- 2007. Columbia University, Department of Statistics, Advanced probability course in topics of Stochastic Differential Equations and Applications (November 29).
- 2007. Courant Institute of Mathematical Sciences, NYU, Mathematical Finance seminar (October 4).
- 2007. Kent University, Department of Mathematical Science, Kent Ohio (April 27).
- 2006. Temple University, Department of Statistics, Fox School of Business (September 22).
- 2006. University of Waterloo, Department of Statistics (July 20).
- 2006. Columbia University, Department of Statistics (April 19).
- 2006. Carnegie Mellon University, Department of Mathematical Science (April 17).
- 2006. City College, CUNY, Department of Mathematics (March 21).
- 2005. Bloomberg New York (December 16).
- 2004. City College, CUNY, Department of Mathematics (December 2).
- 2004. Lehigh University, Department of Mathematics, Bethlehem Pennsylvania (November 17).
- 2004. IBM - T. J. Watson Research Center, Yorktown Heights, NY (October 29).
- 2004. Courant Institute of Mathematical Sciences, NYU (June 7).
Invited Sessions Organizer and Chair
- 2015. 5th International Workshop in Sequential Methodologies, Co-organized two session in Recent Advances in sequential change detection, Columbia University, New York, NY (June 22–24).
- 2013. Session on Stochastic Optimization in Sequential Detection and Optimal Execution, 4th International Conference on Continuous Optimization, Lisbon, Portugal (July 27– Aug. 1).
- 2012. Session on Market Crashes, INFORMS Annual Meeting, Phoenix, AR (Oct. 14–17).
- 2012. A) Session on Finance and Management, B) Session on Finance and Stochastics, 6th International Workshop in Applied Probability (IWAP), Jerusalem, Israel (June 11–14).
- 2011. A) Session on Optimal Stopping, B) Session on Sequential Decision Making, 3rd International Workshop in Sequential Methodologies (IWSM), Stanford, CA (June 14–16).
- 2010. Session on Stochastics and Finance, 5th International Workshop in Applied Probability (IWAP), Colmenarejo, Spain (July 5-8).
Invited Conference Presentations
- 2017. 6th International Workshop in Sequential Methodologies, Special session on the modern change-point problems Rouen, France (June 20–23).
- 2016. International Workshop in Applied Probability, Special session on change-point detection, Toronto, ON (June 20–23).
- 2016. Eastern Conference on Mathematical Finance, Worcester Polytechnic Institute, Worcester, MA (March 18–20).
- 2016. Joint Mathematical Meeting, Special session on problems and challenges in financial engineering and risk management, Seattle, WA, January (6–9).
- 2015. INFORMS Annual Meeting, Session on financial risk management, Philadelphia, PA (November 1–4). Delivered by Chris Knaplund.
- 2015. Allerton conference, Session, Sequential and quickest change detection, University of Illinois at Urbana Champaign, Urbana, IL (Sep 29–Oct 2).
- 2015. 5th International Workshop in sequential methodologies, Columbia University, New York, NY (June 22–24).
- 2015. 29th New England Statistics Symposium, Storrs, CT (April 25–26). Delivered by Heng Yang.
- 2014. INFORMS Annual Meeting, Session on financial services, San Francisco, CA (Nov. 9–12). Delivered by Heng Yang.
- 2014. IMS-FPS Workshop on Finance, Probability and Statistics, Sydney, Australia (July 2–6).
- 2014. International Workshop in Applied Probability, IWAP meeting, Antalya, Turkey (June 16–19).
- 2014. 28th New England Statistics Symposium, Boston, MA (April 25–26).
- 2014. AMS meeting, Special session on financial mathematics, Albuquerque, NM (April 5–6).
- 2014. AMS meeting, Special session on financial mathematics, Baltimore, MD (March 29).
- 2014. MAA and AMS Joint Mathematics meetings, Baltimore, MD (Jan. 15–18). SIAM mini-symposium on recent advances in financial mathematics.
- 2013. Conference on Modeling High Frequency Data in Finance IV, Hoboken, NJ (Oct. 24–26).
- 2013. Interdisciplinary AMMCS Conference series, Waterloo, ON, Canada (Aug. 26–30). Session on mathematical finance modeling, computation and risk management.
- 2013. MAA Mathfest, Hartford, CT (July 31-Aug. 3). Session on recent developments in mathematical finance.
- 2013. SIAM Conference on Control and its applications, San Diego, CA (July 8–10).
- 2013. NY Women in Math and Computer Science, Graduate Center of CUNY, New York, NY (May 10).
- 2013. AMS meeting, Special session on financial mathematics, Boston, MA (April 6–7).
- 2012. DTRA/NSF/NGA Algorithm workshop, San Diego, CA (Nov. 26–29).
- 2012. AMS meeting, Special session on financial mathematics, Rochester, NY (Sept. 22–23).
- 2012. Conference on Modeling High Frequency Data in Finance IV, Hoboken, NJ (July 19-22).
- 2012. 8th International Purdue Symposium on Statistics, “Diversity in the Statistical Sciences for the 21st Century,” Session on Quantitative Finance, Purdue University, West Lafayette, IA (June 20–24).
- 2011. INFORMS Annual Meeting, Session on financial services, Charlotte, NC (Nov. 13–16).
- 2011. Conference on Modeling High Frequency Data in Finance III, Hoboken, NJ (July 28–31).
- 2011. SIAM Conference on control and its applications, Session on Stochastic and Risk-sensitive Control in Finance, Baltimore, MD (July 25–27).
- 2011. 3rd International Workshop in Sequential Methodologies (IWSM), Special session on sequential detection and engineering applications, Stanford, CA (June 14–16).
- 2011. AMS meeting, Special Session on Financial Mathematics, Iowa City, IA (March 18–20).
- 2011. AMS meeting, Special session in stochastic analysis, New Orleans, LA (Jan. 6–8).
- 2010. 5th International Workshop in Applied Probability (IWAP), Special session on Optimal stopping and change-point detection, Colmenarejo, Spain (July 5–8).
- 2010. AMS meeting, Special session on Financial Mathematics, Hoboken, NJ (May 22–23).
- 2010. AMS meeting, Special session on Financial Mathematics, Albuquerque, NM (April 17–18).
- 2009. NIPS (Neural Science and Information Systems) Conference, Special Workshop on change-point detection, Vancouver, Canada (Dec. 11–12).
- 2009. 2nd International Workshop on Sequential Methodologies, Troyes, Special session on sequential methods in sensor networks, France (July 15–17).
- 2009. AMS meeting, Special session on Financial Mathematics, Washington D.C. (Jan. 6–8).
- 2008. 4th International Workshop in Applied Probability (IWAP), Special session in Stochastic Optimization and Dice Games I and on the interface of applied probability with change point detection phenomena, Compiegne, France (July 7–10).
- 2008. 11th International Conference on Information Fusion, Special session in distributed inference and decision-making in multi-sensor systems, Cologne, Germany (June 30–July 3).
- 2007. AMS meeting, Special session on Financial Mathematics, Albuquerque, NM (Oct. 13–14).
- 2007. ISI Annual Meeting, Lisbon, Portugal (Aug. 22–29).
- 2007. ASMDA Annual Meeting, Chania Crete, Greece (May 29–June 2).
- 2005. 13th INFORMS Applied Probability Conference, Ottawa, Ontario (July 6–8).
Conference Presentations
- DTRA/NSF Algorithms for Threat Detection Workshop, Arlington, VA (July 13–15 2015).
- (Peer-reviewed) 53rd IEEE Conference on Decisions and Control, Los Angeles, CA (December 10–13 2014) [presented by Heng Yang].
- DTRA/NSF/NGA Algorithm for Threat Detection Workshop, Boulder, CO (March 10–12 2014) [presented by Heng Yang].
- (Peer-reviewed) 52nd IEEE Conference on Decisions and Control, Florence, Italy (Dec. 10–13 2013) [presented by M. Carlisle].
- (Peer-reviewed) 51st IEEE Conference on Decisions and Control, Maui, HI (Dec. 10–13 2012) [presented by H. Zhang].
- (Peer-reviewed) SIAM Conference on Financial Mathematics and Engineering, Minneapolis, MN (July 9–11 2012).
- (Peer-reviewed) 7th World Congress of the Bachelier Finance Society, Sydney, Austalia (June 19–22 2012) [presented by H. Zhang].
- (Peer-reviewed) Rutgers Mathematical Finance and partial differential equations conference, Rutgers University, NJ (November 4 2011).
- (Peer-reviewed) 16th INFORMS Applied Probability Society meeting, Stockholm, Sweden (July 6–8 2011).
- (Peer-reviewed) 6th World Congress of the Bachelier Finance Society, Toronto, Canada (June 22–26).
- (Peer-reviewed) 3-D Processing Visualization and Transmission conference (3DIMPVT), Paris, France (May 17–20 2010).
- (Peer-reviewed) 48th IEEE International Conference on Decisions and Control, Shanghai, China (Dec. 16–18 2009).
- (Peer-reviewed) 15th INFORMS Applied Probability Society meeting, Ithaca, NY (July 12–15 2009).
- First International Workshop in Sequential Methodologies (IWSM), Auburn, AL (July 22–25 2007).