1. Jin Hyuk Choi (UNIST),

Optimal Investment and Consumption with Liquid and Illiquid Assets, 10:30am~11:10am

2. Qi Wu (Chinese University of Hong Kong),

Tail Risk and Portfolio Margins, 11:10am~11:50am

3. Sojung Kim (KAIST),

Computation of Dynamic CreditRisk+ via Fast Fourier Transform, 1:50pm~2:30pm

4. Nan Chen (Chinese University of Hong Kong),

A Primal-Dual Algorithm to Stochastic Dynamic Programming and its Application to Finance, 2:30pm~3:10pm

5. Jongmun Lee (KAIST),

Unbiased Estimators of the Greeks for General Diffusion Processes, 3:20pm~4pm

▶Speakers

▶Kim, SungHo(KAIST) Welcome remark 1:30 pm - 1:40 pm

▶Shin, DongWan(Ewhawomans University) 1:40 pm - 2:10 pm

“Stationary bootstrapping for realized co-variations of high frequency financial data”  

▶Park, SangUn(Yonsei University) 2:10 pm - 2:40 pm

“On the quantal information in terms of the hazard function”

▶Kim, JaeKwang(KAIST) 2:40 pm - 3:10 pm

“An approximate Bayesian inference on propensity score estimation under nonresponse”  

▶Chun, HyonHo(Purdue University) 3:30pm - 4:00pm

“Graphical models via joint quantile regression with component selection”

▶Song, MinSun(Sookmyung women’s University) 4:00pm- 4:30 pm

"Testing for genetic associations in arbitrarily structured populations"

▶Morikawa, Kosuke (Osaka University) 4:30pm - 5:00pm

"Semiparametric Efficient Estimation Under Noingnorable Nonresponse”

한국과학기술원 수리과학과-서울아산병원 융합의학과 협력워크샵

Marriage between Hospital and Mathematics on Unmet Needs

2016년 10월 28일 14:00 - 18:15

산업경영학동 공동강의실  1501호

Speakers

서준범 교수(서울아산병원 영상의학과)

-Trend of Radiologic Research: Big Data and AI

이창옥 교수(KAIST 수리과학과)

-Cardiac Motion Tracking in the Ultrasound Image Using the Optical Flow Estimation

송종민 교수(서울아산병원 심장내과)

-Unmet Needs of Cardiology

권복규 교수(이화여대 의학과)

-최신 의료기술과 의료윤리

허형규 박사(서울아산병원 융합의학과)

-Flow in Human Body

신진우 교수(KAIST 전자공학과)

-Image Compression via Deep Learning

최승현 박사(서울아산병원 융합의학과)

-Medical Application of Mechanical Engineering @ AMC

전현호 교수(KAIST 수리과학과, Purdue Univ. 통계학과)

-Sparse Estimation of Networks from High Dimensional Complex Biological Datasets 

황정은 박사(서울아산병원 융합의학과)

-폐 형상에서 질서 찾기: What more can we learn from the chest CT images?

김재경 교수(KAIST 수리과학과)

-Modeling Circadian Clock and Diseases

김남국 박사(서울아산병원 융합의학과)

-Medical Imaging Application with Artificial Intelligence

Session I: KAIST 산업수학 연구 성과 발표 (좌장:  황강욱 교수)

교사용 자동 촬영 카메라 소프트웨어 개발 (곽도영 교수)

대용량 데이터 처리 가능 병렬 SW prototype 개발 (이창옥 교수)

자산운용과 최적화 (강완모 교수)

정보통신 네트워크 최적화를 위한 확률모델링과 분석 (황강욱 교수)

Session II: KAIST-아산병원 협력 연구 성과 발표 (좌장: 강완모 교수)

아산병원 협력 사업 경과 소개 (이창옥 교수)

The mathematical model for the development of a drug regulating circadian rhythms (김재경 교수)

Cardiac Motion Tracking in the Ultrasound Image Using the Optical Flow Estimation (이창옥 교수)

Session III: 산업수학 좌담회 (좌장: 이창옥 교수)

김현민 교수, 부산대

이준엽 교수, 이화여대

정은옥 교수, 건국대

** Tues. 6th December **
16:10 ~ 17:10 Greg Blekherman (1)
17:10 ~ 18:10 Rainer Sinn (1)

** Wed. 7th December **
16:10 ~ 17:10 Mateusz Michalek (1)
17:10 ~ 18:10 Greg Blekherman (2)

**Thur. 8th December **
17:30 ~ 18:30 Mateusz Michalek (2)

** Fri. 9th December **
14:00 ~ 15:00 Rainer Sinn (2)

Invited Speakers
Greg Blekherman (Georgia Institute of Technology)
Mateusz Michalek (Polish Academy of Sciences)
Rainer Sinn (Georgia Institute of Technology)

Organizer
Sijong Kwak (KAIST)

Contact
 / +82-42-350-8545

Registration 

http://home.kias.re.kr/MKG/h/HRCAG/

강체기하 겨울학교

2017년 2월 13일 월요일부터 2월 17일 금요일까지 King's College London의 김완수 박사를 연사로 모시고 강체기하 겨울학교를 개최합니다. 총 10시간의 집중 강연이 있을 예정이고, 매일 오전 10시30분에서 11시 30분까지 오전 강의가, 오후 2시부터 3시까지 오후 강의가 있습니다.

강연 장소는 E6-1 1409 실이나, 예외적으로 2017년 2월 17일 금요일 오전 강연은, 졸업식 행사로 인해 E6-1 2411실에서 강연을 진행합니다.

Program

March 30 Thursday

Session 1 Chairman : Soohyun Bae (Hanbat National University)

10:00-10:50 Yuki Naito, Ehime University
Separation structure of solutions for elliptic equations with exponential
nonlinearity

10:50-11:10 Break

11:10-12:00 Yasuhito Miyamoto, The University of Tokyo
A limit equation and bifurcation diagrams of semilinear elliptic
equations with general supercritical growth

12:00-14:00 Lunch
Session 2 Chairman : Yong-Hoon Lee (PNU)

14:00-14:50 Seick Kim, Yonsei Unviersity
On C1, C2, and weak type-(1; 1) estimates for linear elliptic operators

14:50-15:10 Break

15:10-16:00 Futoshi Takahashi, Osaka City University
Critical and subcritical fractional Trudinger-Moser type inequalities
on R

16:00-16:20 Break

16:20-17:10 Youngae Lee, NIMS
Degree counting for Toda system of rank two: one bubbling

18:00 Dinner

March 31 Friday

Session 1 Chairman : Ki-Ahm Lee (SNU)

09:30-10:20 Eiji Yanagida, Tokyo Institute of Technology
Extinction behavior of solutions of the logarithmic diusion equation
on R

10:20-10:40 Break

10:40-11:30 Tongkeun Chang, Yonsei Unviersity
Nonhomogeneous initial-boundary value problems of the Stokes
and the Navier-Stokes equations

11:30-11:50 Break

11:50-12:40 Toru Kan, Tokyo Institute of Technology
On the solution structure of a bistable reaction-diusion equation
on a thin dumbbell-shaped domain

12:40-14:30 Lunch

Session 2 Chairman : Jaeyoung Byeon (KAIST)

14:30-15:20 Sun-Sig Byun, SNU
Higher integrability results for a class of nonlinear elliptic and
parabolic problems

15:20-15:40 Break

15:40-16:30 Rejeb Hadiji, University Paris-Est Creteil, UPEC
Minimization of Ginzburg-Landau energy with weight

16:30-16:50 Break

16:50-17:40 Jongmin Han, Kyung Hee University
String solutions for a graviataional Ginzburg-Landau model
18:30 Banquet

April 1 Saturday

Session 1 Chairman : Yong-Jung Kim (KAIST)

10:00-10:50 Soonsik Kwon, KAIST
Orbital stability of solitary waves for derivative nonlinear Schrodinger
equations

10:50-11:10 Break

11:10-12:00 Woocheol Choi, KIAS
On the splitting method for the nonlinear Schrodinger equation
with initial data in H1

12:00-14:00 Lunch

Session 2 Chairman : Inbo Sim (University of Ulsan)

14:00-14:50 Ryuji Kajikiya, Saga University
Stability of stationary solutions for sublinear parabolic equations

14:50-15:10 Break

15:10-16:00 Namkwon Kim, Chosun University
Mixed type solutions in some Cherns-Simons gauge theory

16:00-16:20 Break

16:20-17:10 Satoshi Tanaka, Okayama University of Science
Symmetry-breaking bifurcation for the one-dimensional Henon equation

18:00 Dinner

Sponsors
KAIST BK21 Plus (Integration of Education and Research in Mathematical
Science)
PNU BK21 Plus (Center for Math Research and Education at PNU)

-Speaker: Terence Tao (UCLA)

-Date: June 15-16, 2017
-Time: 16:00 pm
-Place: Fusion Hall, KI B/D, KAIST

-Title & Abstract

[ June 15 ]

Title: The Erdős discrepancy problem
Abstract: The discrepancy of a sequence f(1), f(2), ... of numbers is defined to be the largest value of |f(d) + f(2d) + ... + f(nd)| as n,d range over the natural numbers. In the 1930s, Erdos posed the question of whether any sequence consisting only of +1 and -1 could have bounded discrepancy. In 2010, the collaborative Polymath5 project showed (among other things) that the problem could be effectively reduced to a problem involving completely multiplicative sequences. Finally, using recent breakthroughs in the asymptotics of completely multiplicative sequences by Matomaki and Radziwill, as well as a surprising application of the Shannon entropy inequalities, the Erdos discrepancy problem was solved in 2015. In this talk I will discuss this solution and its connection to the Chowla and Elliott conjectures in number theory.


[ June 16 ]
Title: Finite time blowup constructions for supercritical equations
Abstract: Many basic PDE of physical interest, such as the three-dimensional Navier-Stokes equations, are "supercritical" in that the known conserved or bounded quantities for these equations allow the nonlinear components of the PDE to dominate the linear ones at fine scales. Because of this, almost none of the known methods for establishing global regularity for such equations can work, and global regularity for Navier-Stokes in particular is a notorious open problem. We present here some ways to show that if one allows some modifications to these supercritical PDE, one can in fact construct solutions that blow up in finite time (while still obeying conservation laws such as conservation of energy). This does not directly impact the global regularity question for the unmodified equations, but it does rule out some potential approaches to establish such regularity.

-Refreshments will be provided thirty minutes before the lecture begins.

-Contact

Hyeonsu Kim

/ +82-42-350-8545

Summer School on Probabilistic Methods

Date

06/26/2017 - 06/30/2017

Location

NIMS

2017-2 CMC Foundations for Mathematical Challenges (대전 강연)


강연자: 기하서 교수 (연세대학교)

기간: 2017년 8월 27일(일) ~ 29일(화)

시간: 

27일, 28일 : 오전 10시~11시, 11시~12시

                    오후 2시~3시, 3시~4시 (4시간 강연/일)

29일: 오전 10시~11시, 11시~12시 

장소: KAIST 자연과학동 E6-1 1501호

주제: 소수정리와 리만가설

내용: 1859년 이후 리만가설은 다양한 사람들에 의해서 다양한 방법을 통하여 연구가 진행이 되어 왔는데 이번 강의에서는 본 발표자가 지난 20년간 리만가설의 완전한 해결을 위해서 시도한 방법론들을 요약해서 소개한다.

홈페이지: http://home.kias.re.kr/MKG/h/FMC2017daejeon/

Contact
김현수
/ 042-350-8545

====================================================

2017-1 CMC Foundations for Mathematical Challenges (서울 강연)

강연자: 이지운 교수 (KAIST)
기간: 2017년 8월 14일(월) ~ 18일(금)
장소: 서울 KIAS 1114 강의실(국제회의실)

주제: Random matrix theory
내용: TBA

홈페이지: http://home.kias.re.kr/MKG/h/FMC2017seoul/