Presentations

Conference Presentations (2018):

  • November 4-7, 2018, INFORMS Annual Meeting, Phoenix, AZ, “Systemic Risk in a Multilayered Network”.
  • July 16-20, 2018, Bachelier Finance Society World Congress, Dublin, Ireland, “Dynamic Clearing and Contagion in Financial Networks”.
  • July 9-13, 2018, SIAM Annual Meeting, Portland, OR, “Dynamic Contagion in an Eisenberg-Noe Clearing Network”.
  • May 30-31, 2018, Third Bar-Ilan Conference on Financial Mathematics, Ramat Gan, Israel, “Systemic Risk in a Multi-Layered Financial Network”. General Prize.
  • March 12-16, 2018, Meeting on Dynamic Multivariate Programming, Vienna, Austria, “Dynamic Modeling of Systemic Risk”.
  • March 12-16, 2018, Meeting on Dynamic Multivariate Programming, Vienna, Austria, “Time Consistency for Scalarizations of Set-Valued Risk Measures”.
  • January 10-13, 2018, Joint Mathematics Meeting, San Diego, CA, “A Time Dynamic Eisenberg-Noe Financial Contagion Model”.

Seminar Presentations:

  • November 29, 2018, Seminar at Department of Finance and Risk Engineering, Tandon School of Engineering, New York University, New York, NY, “Illiquidity and Financial Contagion in a Multilayered Financial Network”.
  • October 18, 2018, Mathematical Finance Internal Seminar, Department of Mathematics, Oxford University, Oxford, UK, “Dynamic Clearing and Contagion in an Eisenberg-Noe Framework”.
  • October 4, 2018, Joint Risk & Stochastics and Financial Mathematics Seminar, Department of Mathematics, London School of Economics, London, UK, “Pricing Dept in Interbank Networks under Comonotonic Endowments”.
  • September 28, 2018, Probability Seminar, Department of Mathematics, University of Southern California, Los Angeles, CA, “Moving Scalarizations for Time Consistency in Dynamic Multivariate Problems in Finance”.
  • September 20, 2018, Applied Probability and Risk Seminar, Department of Industrial Engineering and Operations Research, Columbia University, New York, NY, “Pricing Debt in an Eisenberg-Noe Network under Comonotonic Endowments”.
  • September 12, 2018, Brownbag Seminar, Department of Finance, Boston University, Boston, MA, “Systemic Risk with Multi-Currency Obligations”.
  • October 17, 2017, Financial Math Seminar, Department of Applied Mathematics and Statistics, Johns Hopkins University, Baltimore, MD, “Financial Contagion and Systemic Risk”.
  • February 1, 2017, Finance and Stochastics Seminar, Mathematical Finance Section, Department of Mathematics, Imperial College London, UK, “Systemic Risk Measures and Financial Network Models”.
  • January 13, 2017, Networks Seminar, Department of Statistics and Applied Probability, University of California, Santa Barbara, CA, “Extensions of the Eisenberg & Noe Financial Contagion Model”.
  • January 9, 2017, Financial Mathematics and Actuarial Research Seminar, Department of Statistics and Applied Probability, University of California, Santa Barbara, CA, “Set-Valued Risk Measures for Systemic Risk”.
  • October 10, 2016, Power & Energy Systems Seminar, Department of Electrical and Computer Engineering, University of Illinois, Urbana-Champaign, IL, “Measuring the Risk of the Power Grid”.
  • April 19, 2016, Mathematical Finance and Probability Seminar, Department of Mathematics, Rutgers University, New Brunswick, NJ, “Systemic Risk and Financial Network Models”.
  • March 7, 2016, Math Finance Colloquium, University of Southern California, Los Angeles, CA, “Set-Valued Risk Measures and Bellman’s Principle”.
  • February 16, 2016, Computational Finance Seminar, Department of Statistics, Purdue University, West Lafayette, IN, “Multivariate Dynamic Risk Measures: Properties and Computation”.
  • November 4, 2015, Seminar at Department of Mathematics, Lehigh University, Bethlehem, PA, “Financial Network Models and Systemic Risk Measurement”.
  • November 27, 2013, Seminar at Institute of Probability and Statistics, Leibniz Universitat Hannover, Germany, “A Recursive Algorithm for Set-Valued Risk Measures”.
  • November 20, 2013, Seminar at Institute of Probability and Statistics, Leibniz Universitat Hannover, Germany, “Time Consistency of Multivariate Dynamic Risk Measures”.
  • April 12, 2012, Systems Engineering Seminar, Washington University in St. Louis, “Set-Valued Risk Measures: Risk Management with Transaction Costs”.

Public Outreach Presentations:

  • July 26, 2017, Pre-Engineering Guest Lecture, St. Louis, MO, “Fictionomics: Real Analysis of Fictional Worlds”.
  • June 30-July 1, 2017, Set Optimization and Abstract Convexity with Applications in Statistics, Game Theory, Economics, Finance, Bruneck-Brunico, Italy, “Harry Potter and the Goblin Bank of Gringotts”.
  • June 21, 2017, Pre-Engineering Guest Lecture, St. Louis, MO, “Fictionomics: Real Analysis of Fictional Worlds”.
  • May 4, 2017, Star Wars Day, St. Louis, MO, “On the Operational Costs of the Empire”.
  • January 19, 2017, JGrads Nerd Night, St. Louis, MO, “Harry Potter and the Goblin Bank of Gringotts”.
  • September 19-23, 2016, Set Optimization for Applications, Vienna, Austria, “Fictionomics: Set Optimization in Star Wars”.
  • September 14-15, 2016, Hancock Symposium, Westminster College, Fulton, MO, “The Economics of Star Wars: How the Empire Collapses”.
  • July 27, 2016, Pre-Engineering Guest Lecture, St. Louis, MO, “Fictionomics: Real Analysis of Fictional Worlds from Star Wars to Game of Thrones”.
  • July 12, 2016, Mu Alpha Theta National Convention, St. Louis, MO, “Financial Crisis in the Star Wars Galaxy: An Application of Financial Mathematics”.
  • June 29, 2016, Pre-Engineering Guest Lecture, St. Louis, MO, “Fictionomics: Real Analysis of Fictional Worlds from Star Wars to Game of Thrones”.
  • March 30, 2016, Rutgers Geek Week, New Brunswick, NJ, “The Economic Cost of Destroying the Death Star”.
  • March 3, 2016, JGrads Nerd Night, St. Louis, MO, “It’s a Trap: Star Wars and Systemic Risk”.