Conference Presentations (2017):
- April 1-2, 2017, AMS Central Sectional Meeting, Bloomington, IN, “An Equilibrium Network Model for Financial Contagion with Illiquid Assets”.
- March 24-25, 2017, Western Conference in Mathematical Finance, Seattle, WA, “Financial Contagion with Multiple Illiquid Assets”.
- March 18-19, 2017, SIAM Southeastern Atlantic Section Conference, Tallahassee, FL, “An Extension of the Eisenberg-Noe Network Model with Fire Sales”.
- 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:
- 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”.