Invited Lecture Series
- Lecture series,
Mathematical Institute in Guanajuato Mexico (May 30-June 4
2010).
- 2015. Bronx Community College, Department of Mathematics
and Computer Science (Feb. 3-to be rescheduled).
- 2015. University of Texas at El Paso, Department of
Mathematical Science (Jan. 30-to be rescheduled).
- 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, New York
(October 29).
- 2004. Courant
Institute of Mathematical Sciences, NYU (June 7).
Invited
Sessions Organizer and Chair
- 2015. Pending sessions, 5th International Workshop
in Sequential Methodologies (IWSM), Columbia University 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
- 2015 Joint Statistical Meeting, Seattle WA (Aug 8-13).
To be delivered by Heng Yang.
- 2015 ASMDA annual meeting, Pireaus, Greece (June 30-
July 3).
- 2015 29th New England Statistics Symposium, Storrs CT
(April 25-26). To be 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, (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, California (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 (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, Compiègne 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
- (Peer-reviewed) 53rd IEEE
Conference on Decisions and Control, Los Angeles,
California (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, Hawai
(Dec. 10-13 2012) [presented by H.
Zhang].
- (Peer-reviewed) SIAM
Conference on Financial Mathematics and Engineering,
Minneapolis (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 (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, New
York (July 12-15 2009).
- First
International Workshop in Sequential Methodologies
(IWSM), Auburn AL (July 22-25 2007).