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DTSTART;TZID=America/Los_Angeles:20261007T161500
DTEND;TZID=America/Los_Angeles:20261007T171500
DTSTAMP:20261001T184747Z
CREATED:20261001T184747Z
LAST-MODIFIED:20261001T184747Z
UID:10002353-1791389700-1791393300@colleges.claremont.edu
SUMMARY:CCMS Colloquium: Distribution-Based Optimal Asset Selling — Sixian Jin (CSU San Marcos)
DESCRIPTION:Abstract: In this talk\, we study the optimal timing of selling a risky asset within the distribution builder framework. Instead of specifying a utility function or risk-aversion parameter\, this approach allows an investor to express preferences directly through a desired distribution of the selling price. Mathematically\, the problem is closely related to the Skorokhod embedding problem\, where a target distribution is attained by stopping a diffusion process. We first discuss the distribution builder problem for general one-dimensional diffusions and then extend the framework to incorporate the possibility of ruin\, which places additional restrictions on the distributions that can be attained. We characterize the set of distributions attainable before ruin and consider two related optimization problems: finding the attainable distribution closest to an unattainable target\, and improving an attainable target under first-order stochastic dominance constraints. Using an extended f-divergence framework\, we establish existence and uniqueness results\, provide analytic characterizations of the solutions\, and illustrate the approach with numerical examples. \nSixian Jin is an Assistant Professor of Mathematics at California State University San Marcos. He graduated from Claremont Graduate University in 2017 under the supervision of Prof. Henry Schellhorn. His research interests include stochastic analysis\, stochastic differential equations\, and their applications in mathematical finance. In addition to his research\, he is actively involved in undergraduate and graduate education in probability\, statistics\, and financial mathematics. He is also interested in the use of artificial intelligence in mathematics education\, particularly in exploring how AI tools can be effectively incorporated into the teaching and learning of financial mathematics and statistics. \n\n\n\nFor questions about the event\, please contact your CCMS Colloquium chairs: \nProf. Robert Cass (Robert.Cass@ClaremontMcKenna.edu) or Prof. Qidi Peng (Qidi.Peng@cgu.edu) \nFor logistical questions\, contact Maxwell Kooiker (Maxwell.Kooiker@cgu.edu)\, the CCMS Colloquium Assistant.
URL:https://colleges.claremont.edu/ccms/event/ccms-colloquium-distribution-based-optimal-asset-selling-sixian-jin-csu-san-marcos/
LOCATION:Burkle 16\, Claremont Graduate University\, 1021 N. Dartmouth Ave.\, Claremont\, CA\, 91711\, United States
CATEGORIES:Colloquium
ORGANIZER;CN="Qidi Peng":MAILTO:Qidi.Peng@cgu.edu
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DTSTART;TZID=America/Los_Angeles:20261014T161500
DTEND;TZID=America/Los_Angeles:20261014T171500
DTSTAMP:20261012T021405Z
CREATED:20261012T021405Z
LAST-MODIFIED:20261012T021405Z
UID:10002368-1791994500-1791998100@colleges.claremont.edu
SUMMARY:CCMS Colloquium: Frobenius invariants — Austyn Simpson (Bates College)
DESCRIPTION:Abstract: Rings containing a finite field \(mathbb{F}_p\) (such as the ring of polynomials with coefficients in \(mathbb{F}_p\)) admit a map called the Frobenius homomorphism which sends every element to its \(p\)-th power. This operation encodes delicate information about the geometry of the zero sets of polynomial equations in prime characteristic\, such as whether they are smooth. In this talk\, I will survey some numerical invariants defined using limits and asymptotic properties of this homomorphism which quantify how non-smooth a polynomial is. I will also discuss the current capabilities of large language models at solving problems related to these invariants\, as well as a surprising appearance of the number \(frac{4}{3}+frac{5}{14sqrt{7}}\). \n\n\n\nFor questions about the event\, please contact your CCMS Colloquium chairs: \nProf. Robert Cass (Robert.Cass@ClaremontMcKenna.edu) or Prof. Qidi Peng (Qidi.Peng@cgu.edu) \nFor logistical questions\, contact Maxwell Kooiker (Maxwell.Kooiker@cgu.edu)\, the CCMS Colloquium Assistant.
URL:https://colleges.claremont.edu/ccms/event/ccms-colloquium-frobenius-invariants-austyn-simpson-bates-college/
LOCATION:Burkle 16\, Claremont Graduate University\, 1021 N. Dartmouth Ave.\, Claremont\, CA\, 91711\, United States
CATEGORIES:Colloquium
ORGANIZER;CN="Qidi Peng":MAILTO:Qidi.Peng@cgu.edu
END:VEVENT
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DTSTART;TZID=America/Los_Angeles:20261021T161500
DTEND;TZID=America/Los_Angeles:20261021T171500
DTSTAMP:20260903T023147Z
CREATED:20260903T023110Z
LAST-MODIFIED:20260903T023147Z
UID:10002243-1792599300-1792602900@colleges.claremont.edu
SUMMARY:Fall Break Event — Graduate/Academic Panel (On Zoom)
DESCRIPTION:
URL:https://colleges.claremont.edu/ccms/event/fall-break-event-graduate-academic-panel-on-zoom/
LOCATION:On Zoom
CATEGORIES:Colloquium,Special Event
ORGANIZER;CN="Qidi Peng":MAILTO:Qidi.Peng@cgu.edu
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