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Building 39A Room 208

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University of Wollongong
Wollongong, NSW Australia

September 2017

Centre of Financial Mathematics Seminar Series

September 21, 2017 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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The Efficient Evaluation of Gas Sales Agreements with Indexation Using GPU

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October 2017

Centre of Financial Mathematics Seminar Series

October 5, 2017 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Analysis of a class of ADI schemes with applications to finance

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November 2017

Centre of Financial Mathematics Seminar Series

November 29, 2017 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Some identities concerning excursion below zero with fixed duration of spectrally negative Levy process.

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December 2017

Centre of Financial Mathematics Seminar Series

December 7, 2017 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Recent Trends in Nature Inspired Optimization Techniques and their Applications

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March 2018

Fukushima-Tohoku-UOW PDE workshop

March 1, 2018 @ 11:30 am - 7:00 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Fukushima-Tohoku-UOW PDE workshop

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April 2018

NIASRA Seminar Series

April 3, 2018 @ 11:30 am - 12:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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National Institute for Applied Statistics Research Australia (NIASRA) invites you to attend a seminar at 11:30 am on Tuesday, 3 April, 2018, at the UOW

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Centre of Financial Mathematics Seminar Series

April 12, 2018 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Security- dependent derivative pricing

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Centre of Financial Mathematics Seminar Series

April 19, 2018 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Optimal Equilibrium for Time-Inconsistent Stopping Problems

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May 2018

Centre of Financial Mathematics Seminar Series

May 10, 2018 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors

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Centre of Financial Mathematics Seminar Series

May 14, 2018 @ 11:00 am - 12:00 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Averaging in singularly perturbed deterministic and stochastic optimal control problems and dynamic games

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June 2018

Centre for Financial Mathematics Seminar Series

June 19, 2018 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Investment concepts from quantitative finance

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September 2018

Centre for Geometric Analysis Seminar Series

September 25, 2018 @ 11:30 am - 12:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Dr Yann Bernard from Monash University presents his talk "Uniform Regularity Results for Critical and Subcritical Surface Energies " at this week's seminar.

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Centre for Geometric Analysis Seminar Series

September 27, 2018 @ 11:30 am - 12:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Dr Ben Whale from UOW presents his talk "Level surfaces of the Lorentzian distance, global Lorentzian geometry and singularities" at this week's seminar.

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December 2018

National Institute for Applied Statistics Research Australia Seminar Series

December 5, 2018 @ 11:00 am - 12:00 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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How Polarised are Citizens? Measuring Ideology from the Ground Up (with Carlo Schwarz (Warwick))

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February 2019

National Institute for Applied Statistics Research Australia Seminar Series

February 11 @ 2:30 pm - 3:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: Professor Andrew Wood, University of Nottingham. Title: Regression modelling using the scaled von Mises-Fisher distribution: an example of manifold-valued response data.

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National Institute for Applied Statistics Research Australia Seminar Series

February 12 @ 2:30 pm - 3:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: Professor Irene Hudson, Swinburne University of Technology. ​Title: Multidisciplinary research with impact: the integration of statistics and data science in research.

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National Institute for Applied Statistics Research Australia Seminar Series

February 13 @ 9:30 am - 10:30 am
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: William Gross, UOW). Title: Using Population Groups for Replicate Variance Estimation.

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Centre of Financial Mathematics Seminar Series

February 14 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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The Term structure of Roll-Over Risk: A Gentle Calibration Approach

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March 2019

Centre of Financial Mathematics (CFM) Seminar Series

March 21 @ 1:30 pm - 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models

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National Institute for Applied Statistics Research Australia Seminar Series

March 28 @ 2:30 pm - 3:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: Dr Matt Moore, UOW. ​Title: R package 'bayesImageS': a case study in Bayesian computation using Rcpp and OpenMP.

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April 2019

Centre of Financial Mathematics (CFM) Seminar Series

April 11 @ 2:00 pm - April 13 @ 3:00 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Nonlinear Option II

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May 2019

Centre of Financial Mathematics (CFM) Seminar Series

May 2 @ 2:00 pm - 3:00 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Pricing and Hedging of Guaranteed Minimum Benefits using Power Series Approximation Techniques

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June 2019

Centre for Geometric Analysis Seminar Series

June 13 @ 10:00 am - July 12 @ 12:00 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Prof Shinya Okabe (Tohoku University Japan)​ and Prof Tatsuya Miura (Tokyo Institute of Technology Japan) are guest speakers.

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NIASRA Seminar Series

June 13 @ 2:30 pm - 3:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia

Professor Murray Aitkin, Department of Statistics, University of Melbourne presents his talk 'An alternative measure of income inequality over successive surveys'

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National Institute for Applied Statistics Research Australia Seminar Series

June 13 @ 2:30 pm - 3:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: Dr Michael Betancourt is the principal research scientist Symplectomorphic, LLC  Title: Scalable Bayesian Inference with Hamiltonian Monte Carlo Abstract:​ Despite the promise of big data, inferences are often limited not by sample size but rather by systematic effects.  Only by carefully modelling these effects can we take full advantage of the data -- big data must be complemented with big models and the algorithms that can fit them.  One such algorithm is Hamiltonian Monte Carlo, which exploits the inherent geometry of the…

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NIASRA Seminar Series

June 14 @ 10:00 am - 11:00 am
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia

Professor Murray Aitkin, Department of Statistics, University of Melbourne presents his talk on 'Statistical modelling education for Data Science'

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July 2019

National Institute for Applied Statistics Research Australia Seminar Series

July 5 @ 2:30 pm - 3:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: Dr Brenda Vo Lecturer in Statistics University of New England ​Title: Statistical inference for agent based models in cell biology Abstract:​ Agent-based models are increasingly used to capture the real-world phenomena for many important systems in biology, ecology and medical sciences. These models have several advantages: first, they are able to incorporate important characteristics such as heterogeneity and stochasticity; second, they produce image-based and movie-based information which is ideally suited to collaborative investigations involving statisticians and applied scientists. However,…

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National Institute for Applied Statistics Research Australia Seminar Series

July 10 @ 10:30 am - 11:30 am
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: Valeria Paccapelo Senior Biometrician Department of Agriculture and Fisheries QLD ​Title: A whole‑genome QTL analysis for NAM populations Abstract:​ In plant breeding, the nested association mapping (NAM) strategy can provide a high-power and fine resolution QTL mapping tool. In a NAM population, the QTL analysis needs to incorporate the population design, the founder genetic data and a large number of molecular markers. We propose a whole-genome QTL analysis for NAM populations that models raw phenotypic data in a single-stage…

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September 2019

National Institute for Applied Statistics Research Australia Seminar Series

September 12 @ 2:30 pm - 3:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: Bradley Wakefield NIASRA, SMAS, UOW   ​Title: A general framework for measuring disclosure of protected micro-level data   Abstract:​ The release of micro-level data is extremely useful for the purposes of data analysis. However, such a release often leads to justifiable concerns about the risk of jeapordising the privacy of respondents. In this talk, we introduce our recently developed generalised framework for measuring the disclosure risk of a micro-data released. This framework takes advantage of existing perspectives on disclosure…

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October 2019

National Institute for Applied Statistics Research Australia Seminar Series

October 22 @ 2:30 pm - 3:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: Roman Marchant Senior Research Fellow Centre for Translational Data Science University of Sydney   ​Title: Bayesian optimisation for decision making in spatial-temporal processes   Abstract: The importance of spatial-temporal modelling and the benefits it brings to multiple disciplines is well known. However, defining the optimal sequence of decisions that maximises long term reward based on the model is an open problem. Connected to active sampling and reinforcement learning, this talk will explore how the use of Bayesian Optimisation can…

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Centre for Geometric Analysis Seminar Series

October 29 @ 10:30 am - November 27 @ 12:00 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Dr Leo Tzou (Sydney University) presents his talk "Rigidity of Asymptotically Conic Spaces"

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November 2019

Centre of Financial Mathematics (CFM) Seminar Series

November 13 @ 1:30 pm - November 15 @ 2:30 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Dr Zhou Zhou ( School of Mathematics and Statistics, University of Sydney) presents his talk "Arbitrage and Hedging with American Options".

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National Institute for Applied Statistics Research Australia Seminar Series

November 29 @ 2:00 pm - 3:00 pm
Building 39A Room 208, University of Wollongong
Wollongong, NSW Australia
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Speaker: A/Prof Lassi Roininen Lappeenranta University of Technology   ​Title: Posterior inference for sparse hierarchical non-stationary models   Abstract: Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work, hierarchical models are constructed based on Gaussian Markov random fields with stochastic spatially varying parameters. Importantly, this allows for non-stationarity while also addressing the computational burden through a sparse representation…

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