Fall 2017 Colloquia

Our colloquium meets on Friday from 3:10 to 4:00 in RSS 251. Refreshments are served at 2:45 at the Math Lounge (RSS 346). 

August 25: Adrian Tanasa, Université de Bordeaux, Grassmanian (or anti-commuting) variables, Grassmann-Berezin integrals and applications to discrete mathematics.

September 1: Jeff Humpherys, Brigham Young University, Evans function computation.

September 8: Nick Costanzino, Barclays Capital, Machine Learning Tools for Quantitative Finance. Cancelled because of hurricane IRMA. 

September 15: Virgil Pierce, The University of Texas Rio Grande Valley, College Prep Mathematics Courses for Local High School Partners.

September 22: Iana Anguelova, CofC, The two bosonizations of the CKP hierarchy and character identities.

September 29: J.B. Nation, University of Hawaii, What Math can Tell us About Cancer.

October 6: Dinesh Sarvate, CofC, Progress towards new concept in Group Divisible Designs.

October 13: Daniel Maroncelli, CofC, Nonlinear boundary value problems at resonance.

October 20: Bo Li, The Citadel, Robust Step-down Method for Multiple Hypothesis Testing in Linear Models.

October 27: Xiang Gu, University of South Florida, Soliton solutions of a multicomponent mKdV system based on Riemann-Hilbert approach.

November 3:  Special seminar in room HWWE 213 at 11am, Michael W. Berry, University of Tennessee-Knoxville, The Historical Development of Computation: Inventions for the Future.

November 3:  Michael W. Berry, University of Tennessee-Knoxville, Toward Unsupervised Learning for Social Media Using Linear Algebra.

November 10: Alin Pogan, Miami University, Stable Manifold for a class of degenerate evolution equations and exponential decay of kinetic shocks.

November 17:  Student Colloquium:Katelynn Hunneycutt, Grier Jones and Daniel Rich, CofC.

December 1: Atanas Stefanov, Kansas University, Stability for normalized ground states of various Hamiltonian models.

WEDNESDAY, December 6 (RSS251, 3:10): Al Cohen, Michigan State University, A General Framework For Incorporating Stochastic Recovery In Structural Models Of Credit Risk.

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