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DTSTART;TZID=America/Los_Angeles:20210203T161500
DTEND;TZID=America/Los_Angeles:20210203T173000
DTSTAMP:20260516T011330
CREATED:20210116T020731Z
LAST-MODIFIED:20210118T155305Z
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SUMMARY:Prof. Heather Zinn-Brooks
DESCRIPTION:Title: Networks in social systems \nAbstract: The spread of memes and misinformation on social media\, political redistricting\, interactions in animal populations\, and the dynamics of voters during elections are among the many things that people study in the field of complex systems. All of these phenomena involve the interactions of individual parts\, which come together to produce rich\, complex collective dynamics. Obtaining a better understanding of how these interacting parts–whether they are Twitter accounts\, penguins\, or voters–respond to each other and to their environment also has potentially important implications for society. In this talk\, I will discuss how complex social systems can be modeled and analyzed from a network-theory perspective. We will investigate various network properties and highlight common themes that appear across different social networks. To gain insight into why certain properties emerge\, I will introduce several generative mathematical models of networks. Finally\, we will discuss some generalizations of networks and exciting areas of current research. \nProfessor Zinn-Brooks teaches at Harvey Mudd College.
URL:https://colleges.claremont.edu/ccms/event/prof-heather-zinn-brooks/
LOCATION:Zoom
CATEGORIES:Colloquium
ORGANIZER;CN="Andrew Bernoff":MAILTO:ajb@hmc.edu
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DTSTART;TZID=America/Los_Angeles:20210210T161500
DTEND;TZID=America/Los_Angeles:20210210T171500
DTSTAMP:20260516T011330
CREATED:20210116T020409Z
LAST-MODIFIED:20210116T020409Z
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SUMMARY:Prof. Henry Schellhorn
DESCRIPTION:Title: No-arbitrage pricing in a market for position on a multilane freeway\, with an application to lane changing \nAbstract: We introduce a trading mechanism allowing cars to change position in a multilane congested freeway by doing peer-to-peer transactions. For the car initiating the operation\, or incoming car\, the goal can be to increase speed\, to have less speed variability\, to join a platoon\, or to join an exit lane that is slower but full. We focus in this paper on the maneuver where the incoming car changes lanes by asking an adjacent car on a busy target lane (to the left or right) to slow down\, but we also consider the case where the incoming car asks the car in front of it to change lanes\, so that the incoming car takes its position but stays on the same lane. In both cases\, the incoming car pays a transaction fee.\nWe solve the microscopic problem of determining these transaction fees by (i) embedding the problem in a macroscopic model and (ii) determining lane prices by the no arbitrage condition. This no-arbitrage condition states that no future trajectory will always be better than all others in terms of both speed and money exchanged to change lanes.  The terms “always better” has to be understood in a probabilistic sense: we analyze a stochastic model\, in order to include uncertainty in both the speed model and the driver decision. We highlight the advantages of no-arbitrage theory over a traditional expected utility maximization approach. First\, no-arbitrage pricing does not require any individual data\, whether on the driver’s risk-aversion\, preference of speed over money or increased safety\, or final destination. Second\, the macroscopic model that we use considers endogeneously the global impact of any individual priced transaction\, as opposed to local models that require extraneous assumptions on the road conditions after the transaction.\nWe implemented a simple case of our lane change model. After simulating it extensively\, we implemented it in real-time\, with 2 cars trading position on a freeway using macroscopic speed information to determine the transaction fee. \nProf. Schellhorn is Professor of Mathematics and Academic Director of the Financial Engineering Program at Claremont Graduate University.
URL:https://colleges.claremont.edu/ccms/event/prof-henry-schellhorn/
LOCATION:Zoom
CATEGORIES:Colloquium
ORGANIZER;CN="Andrew Bernoff":MAILTO:ajb@hmc.edu
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DTSTART;TZID=America/Los_Angeles:20210217T161500
DTEND;TZID=America/Los_Angeles:20210217T171500
DTSTAMP:20260516T011330
CREATED:20210116T021143Z
LAST-MODIFIED:20210204T000155Z
UID:2140-1613578500-1613582100@colleges.claremont.edu
SUMMARY:Dr. Homan Igehy
DESCRIPTION:Title: Quantitative Investment and Modern Portfolio Theory \nAbstract:\nInvestment strategies come in many flavors. Quantitative strategies incorporate or fully direct investment based on mathematical models. One of the cornerstones of investment is portfolio management\, and modern portfolio theory can serve as a basis for quantitative portfolio management. In this talk\, we will discuss quantitative investing and how modern portfolio theory can be incorporated into it. We’ll take an intuitive approach toward understanding modern portfolio theory and discuss how it can (at times\, spectacularly) go wrong. \nHoman Igehy is a managing director of D. E. Shaw & Co.\, L.P. and a member of the D. E. Shaw group’s Systematic Futures trading unit.  In that capacity\, Dr. Igehy contributes to the research and development of forecast models and the technical infrastructure supporting the unit’s research efforts.  He joined the D. E. Shaw group in 2003.  Dr. Igehy received a B.S. and Ph.D.\, each in computer science\, from Stanford University.
URL:https://colleges.claremont.edu/ccms/event/dr-homan-igehy/
LOCATION:Zoom
CATEGORIES:Colloquium
ORGANIZER;CN="Andrew Bernoff":MAILTO:ajb@hmc.edu
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DTSTART;TZID=America/Los_Angeles:20210224T161500
DTEND;TZID=America/Los_Angeles:20210224T173000
DTSTAMP:20260516T011330
CREATED:20210116T021257Z
LAST-MODIFIED:20210209T220719Z
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SUMMARY:Prof. Lori Ziegelmeier
DESCRIPTION:Title:  Using Topology to Measure Shape in Data \nAbstract: Data of various kinds is being collected at an enormous rate\, and in many different forms. Often\, the data are equipped with a notion of distance that reflects similarity in some sense. Using this similarity measure\, certain topological features–e.g. the number of connected components\, loops\, and trapped volumes–can be ascertained and can provide insight into the structure of these complex data sets. In this talk\, I will introduce topology and a fundamental tool of topological data analysis\, persistent homology. Then\, we will see how these tools can be used for clustering\, with machine learning\, and to explain features in data. In particular\, we will discuss (1) using persistence to explore the relationship between country development and geography\, (2) vectorizing persistence information via a persistence image to analyze the discrete dynamical system of the linked twist map\, and (3) explore notions of minimal generators to extract geometric meaning from homological features. \nDr. Ziegelmeier is an Associate Professor at Macalester College.
URL:https://colleges.claremont.edu/ccms/event/prof-lori-ziegelmeier/
LOCATION:Zoom
CATEGORIES:Colloquium
ORGANIZER;CN="Andrew Bernoff":MAILTO:ajb@hmc.edu
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