Joint Mathematics Meetings AMS Special Session

Current as of Saturday, January 26, 2019 03:30:05

Joint Mathematics Meetings

• Baltimore Convention Center, Hilton Baltimore, and Baltimore Marriott Inner Harbor Hotel, Baltimore, MD
• January 16-19, 2019 (Wednesday - Saturday)
• Meeting #1145

Associate secretaries:

Steven H Weintraub, AMS shw2@lehigh.edu
Hortensia Soto, MAA hortensia.soto@unco.edu

• Friday January 18, 2019, 8:00 a.m.-10:50 a.m.
  AMS Special Session on Stochastic Analysis and Applications in Finance, Actuarial Science and Related Fields, I
  Room 345, BCC
  Organizers:
  Julius N. Esunge, University of Mary Washington jesunge@umw.edu
  See Keong Lee, University of the Sciences, Malaysia
  Aurel I. Stan, The Ohio State University at Marion
  

  • 8:00 a.m.
    The Enskog process for hard and soft potentials.
    P. Sundar*, Louisiana State University
    (1145-60-2424)
  • 8:30 a.m.
    TALK CANCELLED: Large Deviations for a Class of Stochastic Semilinear Partial Differential Equations.
    Leila Setayeshgar*, Providence College
    Mohammud Foondun, University of Strathclyde
    (1145-60-50)
  • 9:00 a.m.
    TALK CANCELLED:A stochastic maximum principle for controlled stochastic factor model.
    Olivier Menoukeu Pamen*, African Institute for Mathematical Sciences, Ghana/ University of Liverpool, UK
    (1145-60-1795)
  • 9:30 a.m.
    Parameter Estimation for Jump Diffusion Model Driven by $\alpha$-stable L$\acute{e}$vy Motion.
    Sher B. Chhetri*, Department of Mathematical Sciences, Florida Atlantic University
    Hongwei Long, Department of Mathematical Sciences, Florida Atlantic University
    (1145-60-2399)
  • 10:00 a.m.
    The Actuarial HLE Model: Mathematical Aspects and Applications.
    Ambar N Sengupta*, University of Connecticut
    Jeyaraj Vadiveloo, University of Connecticut
    Jiatian Xu, University of Connecticut
    (1145-60-1579)
  • 10:30 a.m.
    Modeling and Pricing Weather Derivatives.
    Nguyet N Nguyen*, Youngstown State University
    Isaac Adjetey, Florida State University
    (1145-03-2420)
• Friday January 18, 2019, 1:00 p.m.-5:50 p.m.
  AMS Special Session on Stochastic Analysis and Applications in Finance, Actuarial Science and Related Fields, II
  Room 345, BCC
  Organizers:
  Julius N. Esunge, University of Mary Washington jesunge@umw.edu
  See Keong Lee, University of the Sciences, Malaysia
  Aurel I. Stan, The Ohio State University at Marion
  

  • 1:00 p.m.
    TALK CANCELLED:Forecasting Monthly Stock Return through K-Means Clustering and Support Vector Machine.
    Chong Sun*, Baylor University
    (1145-62-885)
  • 1:30 p.m.
    TALK CANCELLED:Credit Risk Valuation Based on Machine Learning.
    Xuan Xu, Tsinghua University
    Yifan Wu*, Beijing Normal University
    (1145-91-2244)
  • 2:00 p.m.
    Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numeraire.
    Oleksii Mostovyi*, University of Connecticut
    (1145-60-404)
  • 2:30 p.m.
    The expected utility model on carrying capacity allocation for express carriers.
    Cheng-Chang Lin*, Dept. Transportation Science, National Cheng Kung University
    (1145-90-294)
  • 3:00 p.m.
    Contagion in Heterogeneous Financial Networks.
    Yuanying Guan*, Indiana University Northwest
    Micah Pollak, Indiana University Northwest
    (1145-91-566)
  • 3:30 p.m.
    TALK CANCELLED:Optimal trading rules in a partial observable market.
    Duy Nguyen*, Marist College
    (1145-60-682)
  • 4:00 p.m.
    Linear and Non Linear GARCH(p,q) - Delay Fokker Planck Equation.
    Isabelle Kemajou-Brown*, Morgan State University
    Rachel Kuske, Georgia Institute of Technology, School of Mathematics
    Fatemeh Norouzi, Morgan State University
    (1145-60-2784)
  • 4:30 p.m.
    Caputo and Canavati fractional Approximation by Choquet integrals.
    George A Anastassiou*, University of Memphis
    (1145-41-148)
  • 5:00 p.m.
    TALK CANCELLED:Analysis of variance based financial instruments: swaps and price indices.
    Aziz Issaka*, University of North Carolina Charlotte
    Indranil SenGupta, North Dakota Sate University
    (1145-60-2565)
  • 5:30 p.m.
    Hedging oil, corn, and soybean using the Barndorff-Nielsen and Shephard model.
    Indranil SenGupta*, North Dakota State University
    William Wilson, North Dakota State University
    William Nganje, North Dakota State University
    (1145-60-82)