학술회의 및 워크샵

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Organizers

Sijong Kwak(KAIST)

Yongnam Lee(KAIST)

Program
Banquet: January 23 (구르메한정식)
Lecture Room for the School: KAIST E6-1 #2411
Discussion and tea room for the School:KAIST E6-1 #2412
Seminars are planned.
11:00-12:00 in Jan 22. Maksym Fedorchuk
An introduction to the log minimal model program for the moduli space of curves
11:00-12:00 in Jan 26. Herbert Lange
Counter examples to Prym-Torelli with high Clifford index
Also seminars by Giorgio Ottaviani and Atsushi Noma in the week of Jan 28- Feb 1 are planned.

 http://asarc.kaist.ac.kr/bbs/view.php?board_id=conference1&no=42

Files

2013-01-16 09:19:08

Organizers

Organizing Committee

Prof. Wanmo Kang (KAIST) Prof. Kyoung-Kuk Kim (KAIST) Prof. In-Suk Wee (Korea University) Prof. Bara Kim (Korea University) Dr. Taeyoung Ha (NIMS) Dr. Myoungnyoun Kim (NIMS)

Schedule

 

March 18, 2013 (all-day event)
 
08:50-09:00 Welcome address by Prof. Dongsu Kim (President of NIMS)
09:00-09:40 Min Dai
    Optimal Trend Following Trading Rules
09:40-10:20 Kazutoshi Yamazaki
    On Optimal Dividends in the Dual Model
10:20-10:40 Coffee Break
10:40-11:20 Xianhua Peng
    The Econometrics of Asset Pricing with Spatial Interaction
11:20-12:00 Hyeng Keun Koo
    A Utility Model of Learning How to Consume Effectively
12:00-14:00 Lunch
14:00-14:40 Nan Chen
    Interconnected Balance Sheets, Market Liquidity, and the Amplification Effect in a Financial System
14:40-15:20 Ying Jiao
    Role of information in an optimization problem with counterparty default risks
15:20-15:40 Coffee Break
15:40-16:20 Arturo Kohatsu-Higa
    Multi level Monte Carlo (MLMC) for irregular functions and irregular diffusions
16:20-17:00 Kiseop Lee
    A Flocking Model for Multi-name Credit: A Mathematical Model for Multi-name Credit based on Community Flocking
17:20-17:40 Chulmin Kang
    Large Deviations for Affine Diffusion Processes on R+m x Rn
 
 
March 19, 2013 (all-day event)
 
09:00-09:40 Jiwook Jang
    A double shot noise process and its application in insurance
09:40-10:20 Garud Iyengar
    Large Scale Portfolio Selection with Spectral Risk Measures
10:20-10:40 Coffee Break
10:40-11:20 Xuedong He
    Loss-based Risk Measures
11:20-12:00 Bong-Gyu Jang
    Unemployment Risks and Optimal Retirement in an Incomplete Market
12:00-14:00 Lunch
14:00-14:40 Ning Cai
    International Reserve Management: a Drift Switching Reflected Jump-Diffusion Model
14:40-15:20 Tim Leung
    Implied Volatility of Leveraged ETF Options
15:20-15:40 Coffee Break
15:40-16:20 In-Suk Wee
    Pricing of geometric Asian options under Heston’s stochastic volatility model

16:20-17:00 Steven Kou
    First Passage Times of Two-Dimensional Brownian Motion

Contact Points

Dr. Taeyoung Ha (NIMS)   Dr. Myoungnyoun Kim (NIMS)  
http://csm.nims.re.kr/FM/conference/2013/
2013-03-15 13:26:13

2013년 국내 최초로 대한민국이 수학난제연구의 세계적 메카로 나아가기 위해 설립된 KIAS 수학난제연구센터 개소식 및 학술대회가 개최된다. 이번 행사는 11월 18일과 19일 양일간은 서울 고등과학원에서, 12월 5일과 6일 양일간은 대전 KAIST에서 두차례에 걸쳐서 진행되는데, 학술대회 프로그램은 국내외 저명 수학자들의 강연으로 구성된다.

Files

2013-12-05 13:45:53

Organizers

Andreas Holmsen, Younjin Kim, and Sang-il Oum

12th Korea-Japan Workshop on Algebra and Combinatorics  (KJ2014)

Basic information

The 12th annual Korea-Japan Workshop on Algebra and Combinatorics will be held at KAIST, Daejeon, South Korea from January 23--25, 2014. This is an annual workshop, held alternately in Japan and Korea. The goal is for researchers of both countries to exchange information of ongoing studies in the area.


Place: Building E6-1, Room 1501, KAIST.
Date : January 23-25, 2014.

Organizing committee

Eiichi Bannai(Sanghai Jiatong University)  Jung Rae Cho(Pusan National University) Mitsugu Hirasaka(Pusan National Univ.) Tatsuro Ito (Kanazawa University) Hyun Kwang Kim (POSTECH) Jack Koolen (USTC) Yoshihiro Mizoguchi (Kyushu University) Akihiro Munemasa (Tohoku University)
 

Local organizers

Andreas Holmsen (KAIST) Younjin Kim (KAIST) Sang-il Oum (KAIST)

 

REGISTRATION
 
 To register please go to the following link :

 http://kj2014.eventbrite.com

Registration deadline : December 29

 http://mathsci.kaist.ac.kr/~andreash/kj2014/kj2014.html

Files

2013-11-14 09:22:49