セミナー

Math-Fi seminar on 12 Sep.

2019.09.09 Mon up
  • Date: 12 Sep. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: Contingent Convertibles (final lecture)
 

Math-Fi seminar on 29 Aug.

2019.08.05 Mon up
  • Date: 29 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:00-18:00
  • Speaker: Wei Zhu/Maoqi Hu (University of Liverpool)
  • Title: Introduction to Ruin Theory (final lecture)
  • Abstract:
Risk theory in general and ruin probabilities in particular are traditionally considered as part of insurance mathematics, and has been an active area of research from the days of Lundberg all the way up to today. One of the central topics in the risk theory literature is deriving the probability of ruin in the collective risk model. The classical risk model and renewal risk models will be focused in this course, where the claim number processes are assumed to be Poisson counting processes and any general renewal counting processes, respectively.
 
The first part of this course is about the classical risk model. Different approaches to derive the ruin probability will be shown and explained. The natural extension of the classical risk model leads to the renewal risk model. Very general assumptions on interarrival times are possible for the renewal risk model, which includes the classical risk model, Erlang risk model and fractional Poisson risk model. A new family of differential operators are defined in order to construct the fractional integro-differential equations for ruin probabilities in such renewal risk models. Through the characteristic equation approach, specific fractional differential equations for the ruin probabilities can be solved explicitly, allowing for the analysis of the ruin probabilities

Math-Fi seminar on 22 Aug.

2019.08.05 Mon up
  • Date: 22 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:00-18:00
  • Speaker: Wei Zhu/Maoqi Hu (University of Liverpool)
  • Title: Some Aspects about Life Insurance and Life Expectancy in China (second lecture)
  • Abstract: 
​Life insurance has undergone enormous change in the last two to three decades. Given the changes occurring in the interconnected worlds of finance and life insurance, we believe that this is a good time to recast the mathematics of life contingent risk to be better adapted to the products, science and technology that are relevant to current and future actuaries. Pension, a part of the life insurance, is an importance insurance in our life. However, most countries face the challenge in pension. Population aging and life expectancy both of these will influence the pension system. The course will first introduce the background and give some basial theories about life insurance and pension. Then the course will discuss the influence factors of life expectancy and also use Spatial Statistical tools to assess mortality differences in China.
 

Math-Fi seminar on 9 Aug.

2019.08.05 Mon up
  • Date: 9 Aug. (Fri.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:00-18:00
  • Speaker: Wei Zhu/Maoqi Hu (University of Liverpool)
  • Title: Introduction to Fractional Calculus (first lecture)
  • Abstract:
It is surprisingly, but most scientists and engineers remain unaware of fractional calculus; it is not being taught in universities and colleges; and others remain sceptical of this field. There are several reasons for that: several of the definitions proposed for fractional derivatives were inconsistent, meaning they worked in some cases but not in others. The mathematics involved appeared very different from that of integer order. There were almost no practical applications of this field. During the last decade fractional calculus has been applied to almost every field of science, engineering, and mathematics. Some of the areas where fractional calculus has made a profound impact.
This course starts from scratch and provides with the background necessary for the understanding of the fractional calculus. It will start from the birth of the fractional calculus. Different approaches defining fractional integral and derivatives will be presented and discussed. Useful and practical properties of each specific fractional derivative will be shown as well. In the end of this two-hour course, there will be some geometric interpretation of fractional derivative to help students have a better understanding of this world.

Math-Fi seminar on 1 Aug.

2019.07.31 Wed up
  • Date: 1 Aug. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Hoang-Long Ngo (Hanoi National University of Education)
  • Title: second lecture

Math-Fi seminar on 25 Jul.

2019.07.22 Mon up
  • Date: 25 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Hoang-Long Ngo (Hanoi National University of Education)
  • Title: Limit theorem for perturbed random walks (first lecture)
  • Abstract: 
​In this talk, I will present a functional central limit theorem for random walks on \mathbb{Z} which is perturbed at zeros.
  • Reference: https://arxiv.org/abs/1906.00440
 

2019年8月2日(金)立命館大学数理工学セミナー

2019.07.20 Sat up
<<立命館大学数理工学セミナー>>

日時:      2019年8月2日(金) 16:00~18:00

タイトル: 機械学習への数理科学的アプローチ

講演者:  池田 和司 (奈良先端科学技術大学院大学)

アブストラクト:
近年の人工知能ブームの基礎は機械学習である.機械学習にはさまざまなアルゴリズムがあるが,それらは必ずしも理論的に導出されたものではない.数理科学はこのようなヒューリスティクスに対し,理論的な裏付けを与えることができる.本セミナーでは,発表者がこれまでに研究してきたサポートベクトルマシンの理論,オンライン学習の理論,深層学習の理論などを紹介する.

場所:     立命館大学びわこ・くさつキャンパス(BKC)
          ウェストウィング 6階 談話会室

Math-Fi seminar on 18 Jul.

2019.07.16 Tue up
  • Date: 18 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: The Kyle-Back equlibrium model (second lecture)

2019年7月29日(月)立命館大学幾何学セミナー

2019.07.08 Mon up
<<立命館大学幾何学セミナー>>

日時:        2019年7月29日(月) 17:30~19:00

タイトル:    Petrov Module for a Family of Generalized Liénard Integrable Systems

講演者:     Lucile M
égret (Sorbonne Université

アブストラクト:

PDFファイルをご覧ください.

場所:        立命館大学びわこ・くさつキャンパス(BKC)
             ウェストウィング 6階 談話会室

Math-Fi seminar on 11 Jul.

2019.07.08 Mon up
  • Date: 11 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: The Kyle-Back equlibrium model (first lecture)
  • Abstract:
​In this talk we will give a general review on this model propose by Kyle in the discrete time setting, and extended by Back to the continuous time setting, to model the effect of the trading of an agent with privilege information in the market prices of a stock in a financial market.