[Invited Lecture Series][Invited Seminar Talks][Invited Sessions Organizer and Chair]

[Invited Conference Presentations][Conference Presentations]



Invited Lecture Series




Invited Seminar Talks

  1. 2015. Bronx Community College, Department of Mathematics and Computer Science (Feb. 3-to be rescheduled).
  2. 2015. University of Texas at El Paso, Department of Mathematical Science (Jan. 30-to be rescheduled).
  3. 2014. University of Reno Nevada, STATFest (Nov. 15).
  4. 2014. Johns Hopkins University, Department of Mathematical Science (Oct. 30).
  5. 2014. Morgan Stanley (Oct. 29).
  6. 2014. NYU-Bloomberg International Association of Quantitative Finance/Thalesians seminar (Oct 22).
  7. 2014. State University of New  York at Binghamton, Department of Electrical  Engineering (April  9).
  8. 2014. State University of New York at Binghamton, Department of Mathematical Science (April 8).
  9. 2013. University of California at Santa Barbara, Department of Statistics (October 9).
  10. 2013. Worcester Polytechnic, Department of Mathematics (April 26).
  11. 2013. University of Connecticut at Storrs, Department of Mathematics (March 8).
  12. 2012. Hunter College, Catalyst program (April 4).
  13. 2011. Columbia University, Department of Industrial Engineering and Operations Research, seminar course series on sequential algorithms (December 5).
  14. 2011. Cornell Financial Engineering Manhattan Seminar Series (November 28).
  15. 2011. University of Michigan at Ann Arbor, Department of Mathematical Science (October 13).
  16. 2011. Columbia University, Department of Operations Research (August 17).
  17. 2011. London School of Economics, Department of Statistics (July 1).
  18. 2011. Google, Vision Group led by Vincent Luc, Mountain View, CA (June 13).
  19. 2011. Johns Hopkins University, Department of Mathematical Science (May 5).
  20. 2011. Graduate Center, CUNY, Department of Computer Science (April 7).
  21. 2011. Graduate Center, CUNY, Department of Mathematics, Probability seminar (March 29).
  22. 2011. Graduate Center, Statistics seminar (April 1).
  23. 2011. York College, Women in Mathematics (March 12).
  24. 2011. University of California at Santa Barbara, Department of Statistics (February 9).
  25. 2011. Stochastic Analysis Seminar, Prague (January 4-5).
  26. 2010. Columbia University, Department of Statistics, Student Seminar Series (September 14).
  27. 2010. Purdue University, Department of Statistics (April 20).
  28. 2009. Columbia University, Department of Statistics, Risk seminar (December 2).
  29. 2009. University of Connecticut, Department of Statistics (September 16).
  30. 2009. Georgia Institute of Technology, Department of Industrial and Systems Engineering (April 8).
  31. 2009. Bronx Community College (March 24).
  32. 2009. Columbia University, Department of Electrical Engineering (March 23).
  33. 2008. University of Delaware, Department of Mathematics (December 19).
  34. 2008. Stevens Institute of Technology, Applied Mathematics seminar (November 14).
  35. 2008. Graduate Center, CUNY, Statistics seminar (February 29).
  36. 2008. Graduate Center, CUNY, Applied Math seminar lecture series (February 29-March 7).
  37. 2008. University of Southern California, Department of Mathematics (January 14).
  38. 2007. Graduate Center, CUNY, Probability seminar (December 4).
  39. 2007. Columbia University, Department of Statistics, Advanced probability course in topics of Stochastic Differential Equations and Applications (November 29).
  40. 2007. Courant Institute of Mathematical Sciences, NYU, Mathematical Finance seminar (October 4).
  41. 2007. Kent University, Department of Mathematical Science, Kent Ohio (April 27).
  42. 2006. Temple University, Department of Statistics, Fox School of Business (September 22).
  43. 2006. University of Waterloo, Department of Statistics (July 20).
  44. 2006. Columbia University, Department of Statistics (April 19).
  45. 2006. Carnegie Mellon University, Department of Mathematical Science (April 17).
  46. 2006. City College, CUNY, Department of Mathematics (March 21).
  47. 2005. Bloomberg New York (December 16).
  48. 2004. City College, CUNY, Department of Mathematics (December 2).
  49. 2004. Lehigh University, Department of Mathematics, Bethlehem Pennsylvania (November 17).
  50. 2004. IBM - T. J. Watson Research Center, Yorktown Heights, New York (October 29).
  51. 2004. Courant Institute of Mathematical Sciences, NYU (June 7).



Invited Sessions Organizer and Chair

  1. 2015. Pending sessions, 5th International Workshop in Sequential Methodologies (IWSM), Columbia University NY (June 22-24).
  2. 2013.  Session on Stochastic Optimization in Sequential Detection and Optimal Execution, 4th International Conference on Continuous Optimization, Lisbon Portugal (July 27- Aug. 1).
  3. 2012. Session on Market Crashes, INFORMS Annual Meeting, Phoenix AR (Oct. 14-17).
  4. 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).
  5. 2011. A) Session on Optimal Stopping, B) Session on Sequential Decision Making, 3rd International Workshop in Sequential Methodologies (IWSM), Stanford CA (June 14-16).
  6. 2010. Session on Stochastics and Finance, 5th International Workshop in Applied Probability (IWAP), Colmenarejo, Spain (July 5-8).




Invited Conference Presentations

  1. 2015 Joint Statistical Meeting, Seattle WA (Aug 8-13). To be delivered by Heng Yang.
  2. 2015 ASMDA annual meeting, Pireaus, Greece (June 30- July 3).
  3. 2015 29th New England Statistics Symposium, Storrs CT (April 25-26). To be delivered by Heng Yang.
  4. 2014. INFORMS Annual Meeting, Session on financial services, San Francisco CA (Nov. 9-12).  Delivered by Heng Yang.
  5. 2014. IMS-FPS Workshop on Finance, Probability and Statistics, Sydney Australia (July 2-6).
  6. 2014. International Workshop in Applied Probability, IWAP meeting, Antalya Turkey (June 16 -19).
  7. 2014. 28th New England Statistics Symposium, Boston, MA (April 25-26).
  8. 2014. AMS meeting, Special session on financial mathematics, Albuquerque NM (April 5-6).
  9. 2014. AMS meeting, Special session on financial mathematics, Baltimore MD (March 29).
  10. 2014. MAA and AMS Joint Mathematics meetings, Baltimore MD, (Jan. 15-18).
    SIAM mini-symposium on recent advances in financial mathematics.
  11. 2013. Conference on Modeling High Frequency Data in Finance IV, Hoboken NJ (Oct. 24-26).
  12. 2013. Interdisciplinary AMMCS Conference series, Waterloo ON Canada (Aug. 26-30).
    Session on mathematical finance modeling, computation and risk management.
  13. 2013. MAA Mathfest, Hartford CT (July 31-Aug. 3).
    Session on recent developments in mathematical finance.
  14. 2013. SIAM Conference on Control and its applications, San Diego CA (July 8 -10).
  15. 2013. NY Women in Math and Computer Science, Graduate Center of CUNY, New York NY (May 10).
  16. 2013. AMS meeting, Special session on financial mathematics, Boston MA (April 6-7).
  17. 2012. DTRA/NSF/NGA Algorithm workshop, San Diego CA (Nov. 26-29).
  18. 2012. AMS meeting, Special session on financial mathematics, Rochester NY (Sept. 22-23).
  19. 2012. Conference on Modeling High Frequency Data in Finance IV, Hoboken NJ (July 19-22).
  20. 2012. 8th International Purdue Symposium on Statistics, “Diversity in the Statistical Sciences for the 21st Century”, Session on Quantitative Finance, Purdue University, (June 20-24).
  21. 2011. INFORMS Annual Meeting, Session on financial services, Charlotte NC (Nov. 13-16).
  22. 2011. Conference on Modeling High Frequency Data in Finance III, Hoboken NJ (July 28-31).
  23. 2011. SIAM Conference on control and its applications, Session on Stochastic and Risk-sensitive Control in Finance, Baltimore MD (July 25-27).
  24. 2011. 3rd International Workshop in Sequential Methodologies (IWSM), Special session on sequential detection and engineering applications, Stanford, California (June 14-16).
  25. 2011. AMS meeting, Special Session on Financial Mathematics, Iowa City IA (March 18-20).
  26. 2011. AMS meeting, Special session in stochastic analysis, New Orleans (Jan. 6-8).
  27. 2010. 5th International Workshop in Applied Probability (IWAP), Special session on Optimal stopping and change-point detection, Colmenarejo, Spain (July 5-8).
  28. 2010. AMS meeting, Special session on Financial Mathematics, Hoboken NJ (May 22-23).
  29. 2010. AMS meeting, Special session on Financial Mathematics, Albuquerque NM (April 17-18).
  30. 2009. NIPS (Neural Science and Information Systems) Conference, Special Workshop on change-point detection, Vancouver, Canada (Dec. 11-12).
  31. 2009. 2nd International Workshop on Sequential Methodologies, Troyes, Special session on sequential methods in sensor networks, France (July 15-17).
  32. 2009. AMS meeting, Special session on Financial Mathematics, Washington D.C. (Jan. 6-8).
  33. 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, Compiègne France (July 7-10).
  34. 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).
  35. 2007. AMS meeting, Special session on Financial Mathematics, Albuquerque NM (Oct. 13-14).
  36. 2007. ISI Annual Meeting, Lisbon, Portugal (Aug. 22-29).
  37. 2007. ASMDA Annual Meeting, Chania Crete, Greece (May 29-June 2).
  38. 2005. 13th INFORMS Applied Probability Conference, Ottawa Ontario (July 6-8).



Conference Presentations

  1. (Peer-reviewed)  53rd IEEE Conference on Decisions and Control,  Los Angeles, California (December 10-13 2014) [presented by Heng Yang].
  2. DTRA/NSF/NGA Algorithm for Threat Detection Workshop, Boulder CO (March 10-12 2014) [presented by Heng Yang].
  3. (Peer-reviewed) 52nd IEEE Conference on Decisions and Control, Florence, Italy (Dec. 10-13 2013) [presented by M. Carlisle].
  4. (Peer-reviewed) 51st IEEE Conference on Decisions and Control, Maui, Hawai (Dec. 10-13 2012) [presented by H. Zhang].
  5. (Peer-reviewed) SIAM Conference on Financial Mathematics and Engineering, Minneapolis (July 9-11 2012).
  6. (Peer-reviewed) 7th World Congress of the Bachelier Finance Society, Sydney, Austalia (June 19-22 2012) [presented by H. Zhang].
  7. (Peer-reviewed) Rutgers Mathematical Finance and partial differential equations conference, Rutgers University (November 4 2011).
  8. (Peer-reviewed) 16th INFORMS Applied Probability Society meeting, Stockholm, Sweden (July 6-8 2011).
  9. (Peer-reviewed) 6th World Congress of the Bachelier Finance Society, Toronto, Canada (June 22-26).
  10. (Peer-reviewed) 3-D Processing Visualization and Transmission conference (3DIMPVT), Paris, France (May 17-20 2010).
  11. (Peer-reviewed) 48th IEEE International Conference on Decisions and Control, Shanghai, China (Dec. 16-18 2009).
  12. (Peer-reviewed) 15th INFORMS Applied Probability Society meeting, Ithaca, New York (July 12-15 2009).
  13. First International Workshop in Sequential Methodologies (IWSM), Auburn AL (July 22-25 2007).