SIAM Student Chapter Seminar: Difference between revisions
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|[http://www.math.wisc.edu/~kehlert/ Kurt Ehlert] (Math) | |[http://www.math.wisc.edu/~kehlert/ Kurt Ehlert] (Math) | ||
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|[http://TBD Zachary Hansen] (Atmospheric and Oceanic Sciences) | |[http://TBD Zachary Hansen] (Atmospheric and Oceanic Sciences) | ||
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=== Sept 26: Kurt Ehlert (Math) === | === Sept 26: Kurt Ehlert (Math) === | ||
How to bet when gambling | |||
When gambling, typically casinos have an edge. But sometimes we can gain an edge by counting cards or other means. And sometimes we have an edge in the biggest casino of all: the financial markets. When we do have an advantage, then we still need to decide how much to bet. Bet too little, and we leave money on the table. Bet too much, and we risk financial ruin. We will discuss the "Kelly criterion", which is a betting strategy that is optimal in many senses. | |||
=== Oct 10: Zachary Hansen (Atmospheric and Oceanic Sciences) === | === Oct 10: Zachary Hansen (Atmospheric and Oceanic Sciences) === | ||
Revision as of 16:44, 24 September 2018
- When: Every Other Wednesday at 2:00 pm (except as otherwise indicated)
- Where: 901 Van Vleck Hall
- Organizers: Ke Chen
- To join the SIAM Chapter mailing list: email [join-siam-chapter@lists.wisc.edu] website.
Fall 2018
| date | speaker | title |
|---|---|---|
| Sept. 12 | Ke Chen (Math) | Inverse Problem in Optical Tomography |
| Spet. 26 2:15PM | Kurt Ehlert (Math) | " How to bet when gambling " |
| Oct. 10 | Zachary Hansen (Atmospheric and Oceanic Sciences) | " TBA " |
Abstract
Sep 12: Ke Chen (Math)
Inverse Problem in Optical Tomography
I will briefly talk about my researches on the inverse problems of radiative transfer equations, which is usually used as a model to describe the transport of neutrons or other particles in a certain media. Such inverse problems considers the following question: given the knowledge of multiple data collected at the boundary of the domain of interest, is it possible to reconstruct the optical property of the interior of media? In this talk, I will show you that stability of this problem is deteriorating as the Knudsen number is getter smaller. The talk will be introductory and anyone graduate is welcome to join us.
Sept 26: Kurt Ehlert (Math)
How to bet when gambling
When gambling, typically casinos have an edge. But sometimes we can gain an edge by counting cards or other means. And sometimes we have an edge in the biggest casino of all: the financial markets. When we do have an advantage, then we still need to decide how much to bet. Bet too little, and we leave money on the table. Bet too much, and we risk financial ruin. We will discuss the "Kelly criterion", which is a betting strategy that is optimal in many senses.
Oct 10: Zachary Hansen (Atmospheric and Oceanic Sciences)
TBD
TBD