Every summer, we invite up to two eminent statisticians/probabilists to teach a short special topic course to our Ph.D. students. These 1-2 week-long courses, allow our Ph.D. students to engage with an eminent researcher to learn and discuss advanced topics in a relaxed setting. Recent Summer Visitors include Peter Buhlmann, John Lafferty, Sourav Chatterjee, Minge Xie, Denis Talay, Liza Levina, and Roman Vershynin.
Program(s): Statistics Department, Summer Visitors
Year of Visit: Summer 2015
Topics Course: G8201 - Topics in Probability
"Stochastic optimization in optimal portfolio selection and pricing in incomplete markets."
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