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X-ORIGINAL-URL:https://colleges.claremont.edu/ccms
X-WR-CALDESC:Events for Claremont Center for the Mathematical Sciences
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DTSTART;TZID=America/Los_Angeles:20261007T161500
DTEND;TZID=America/Los_Angeles:20261007T171500
DTSTAMP:20261001T184747Z
CREATED:20261001T184747Z
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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
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20261014T161500
DTEND;TZID=America/Los_Angeles:20261014T171500
DTSTAMP:20260903T022741Z
CREATED:20260903T022741Z
LAST-MODIFIED:20260903T022741Z
UID:10002241-1791994500-1791998100@colleges.claremont.edu
SUMMARY:CCMS Colloquium — Austyn Simpson (Bates College)
DESCRIPTION:
URL:https://colleges.claremont.edu/ccms/event/ccms-colloquium-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
BEGIN:VEVENT
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
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20261104T161500
DTEND;TZID=America/Los_Angeles:20261104T171500
DTSTAMP:20260903T023308Z
CREATED:20260903T023308Z
LAST-MODIFIED:20260903T023308Z
UID:10002244-1793808900-1793812500@colleges.claremont.edu
SUMMARY:CCMS Colloquium — Yi Wang (John Hopkins University)
DESCRIPTION:
URL:https://colleges.claremont.edu/ccms/event/ccms-colloquium-yi-wang-john-hopkins-university/
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
BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20261111T161500
DTEND;TZID=America/Los_Angeles:20261111T171500
DTSTAMP:20260903T023502Z
CREATED:20260903T023502Z
LAST-MODIFIED:20260903T023502Z
UID:10002245-1794413700-1794417300@colleges.claremont.edu
SUMMARY:CCMS Colloquium — Shanna Dobson (Harvey Mudd College)
DESCRIPTION:
URL:https://colleges.claremont.edu/ccms/event/ccms-colloquium-shanna-dobson-harvey-mudd-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
BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20261118T161500
DTEND;TZID=America/Los_Angeles:20261118T171500
DTSTAMP:20260903T023643Z
CREATED:20260903T023643Z
LAST-MODIFIED:20260903T023643Z
UID:10002246-1795018500-1795022100@colleges.claremont.edu
SUMMARY:CCMS Colloquium — Alexander Dunn (Georgia Institute of Technology)
DESCRIPTION:
URL:https://colleges.claremont.edu/ccms/event/ccms-colloquium-alexander-dunn-georgia-institute-of-technology/
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
BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20261202T161500
DTEND;TZID=America/Los_Angeles:20261202T171500
DTSTAMP:20260903T023813Z
CREATED:20260903T023813Z
LAST-MODIFIED:20260903T023813Z
UID:10002247-1796228100-1796231700@colleges.claremont.edu
SUMMARY:CCMS Colloquium — David Jordan (University of Edinburgh)
DESCRIPTION:
URL:https://colleges.claremont.edu/ccms/event/ccms-colloquium-david-jordan-university-of-edinburgh/
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
BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20261209T161500
DTEND;TZID=America/Los_Angeles:20261209T171500
DTSTAMP:20260903T024009Z
CREATED:20260903T024009Z
LAST-MODIFIED:20260903T024009Z
UID:10002248-1796832900-1796836500@colleges.claremont.edu
SUMMARY:CCMS Colloquium — Trung (Average) Phan (Pitzer\, Scripps)
DESCRIPTION:
URL:https://colleges.claremont.edu/ccms/event/ccms-colloquium-trung-average-phan-pitzer-scripps/
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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