Difference between revisions of "SIAM Student Chapter Seminar"

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| Spet. 26  2:15PM
 
| Spet. 26  2:15PM
 
|[http://www.math.wisc.edu/~kehlert/ Kurt Ehlert] (Math)
 
|[http://www.math.wisc.edu/~kehlert/ Kurt Ehlert] (Math)
|"[[#Sept 26: Kurt Ehlert (Math)|  TBA ]]"
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|"[[#Sept 26: Kurt Ehlert (Math)|  How to bet when gambling ]]"
 
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| Oct. 10   
 
| Oct. 10   
 
|[http://TBD Zachary Hansen] (Atmospheric and Oceanic Sciences)
 
|[http://TBD Zachary Hansen] (Atmospheric and Oceanic Sciences)
|"[[#Oct 10: Kurt Ehlert (Atmospheric and Oceanic Sciences)|  TBA  ]]"
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|"[[#Oct 10: Zachary Hansen (Atmospheric and Oceanic Sciences)|  TBA  ]]"
 
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=== Sept 26: Kurt Ehlert (Math) ===
 
=== Sept 26: Kurt Ehlert (Math) ===
TBD
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How to bet when gambling
  
TBD
+
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 11:44, 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