Mathematical Framework and Numerical Aspects of Adapted Optimal Transport

Mathematical Framework and Numerical Aspects of Adapted Optimal Transport

Explore cutting-edge research in mathematical finance and engineering through this virtual talk series organized by the SIAM Activity Group on Financial Mathematics and Engineering. Delve into two fascinating presentations: Haoyang Cao from Ecole Polytechnique discusses "Feasibility and Transferability of Transfer Learning: A Mathematical Framework," while Stephan Eckstein from ETH Zurich examines "Numerical aspects of adapted optimal transport." Gain valuable insights into advanced mathematical concepts and their applications in finance and engineering over the course of this 67-minute session.