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Feb. 8 2006, Wednesday
organizational meeting - "which
topics interest you most"
All graduate students in math
department are invited.
627 Science and Engineering Offices (SEO)
3:00 pm
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Feb. 22 2006, Wednesday
"Theoretical and computational problems for the
equations of the ocean and the atmosphere"
Roger Temam (Indiana University)
636 Science and Engineering Offices (SEO)
4:00 pm
ABSTRACT
In this lecture we will present some theoretical and
computational problems encountered in the equations of the ocean and the
atmosphere. The theoretical results include questions of existence and
uniqueness of solution for the Primitive Equations of the Ocean and the
Atmosphere in the absence of viscosity. Some of the computational questions that
will be addressed, in particular the question of the boundary conditions, have a
more general interest in engineering and sciences.
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March 2 2006, Thursday
"Portfolio
Optimization: The Quest for Useful Mathematics"
Stanley R. Pliska (UIC)
636 Science and Engineering Offices (SEO)
4:00 pm
ABSTRACT
"Dating from the seminal work of Nobel
Laureates Markowitz and Merton, some very sophisticated optimization and
stochastic control models have been developed for the purpose of effectively
managing a portfolio of securities. Some of these are very sophisticated and
appear to be very realistic. But aside from some possible use by some private
hedge funds, these models are apparently rarely used in practice. This lecture
will examine why. In the course of surveying the well known as well as some
promising new mathematical approaches to portfolio management, and the various
methods will be compared using modest backtests with market data. While there is
reason to be encouraged about the use of mathematical optimization models for
portfolio management, our main conclusion is that future research on portfolio
optimization needs to be more cognizant of practicalities and the realities of
financial markets."
Speaker: Hsiu-Lang Chen
Associate Professor
Department of Finance at UIC
Title: "Mutual fund performance evaluation, style classification, and
recent developments."
636 Science and Engineering Offices (SEO)
3:00 pm
ABSTRACT
"The mutual fund industry currently manages $9.09
trillion total assets and serves 89.5 million individuals. How to evaluate
fund performance effectively becomes an important issue in making successful
mutual fund investments. There are two main approaches, returns-based and
holdings-based in fund performance evaluation and style classification. A
discussion on their methodologies and pros and cons will be given. Furthermore,
a recent development in the fund industry will be presented."
Speaker: Xun Luo
Ph.D. candidate
Department of Computer Science
Title: "Web 2.0: concepts, trends and research problems"
636 Science and Engineering Offices (SEO)
4:00 pm
ABSTRACT
"Web 2.0 is rapidly becoming a buzzword in the Web design and development communities. Although its definition and scope are still evolving, characteristics such as treating web as platform and emphasis on user contribution depict its clear difference from its "1.0" predecessor. To many observers "Web 2.0" appears to be a loose collection of recently developed concepts and technologies including Weblogs, Wikis, podcasts, Web feeds and other forms of collaborative publishing. Added to this mix are social software, Web APIs, Web standards, online Web services, AJAX, and more. In this talk I am going to discuss some key concepts of web 2.0, introduce the implications that Web 2.0 promises to have on the future of Web Information Systems, and study two cases of web 2.0 related research.
Details of related research, under a larger framework called PACE (Personal Augmented Computing Environment), can be found at http://www.cs.uic.edu/~xluo.
"
"How to
use MSCS department computing resources"
Richard Chang, Director of Computing at MS
636 Science and Engineering Offices (SEO)
11:00 AM
All new incoming graduate students are encouraged to come, since the information
will turn out to be very helpful for their future studies. New faculty members and existing
graduate students are also welcome!
Speaker: Tommy Binford
Rice University
Title: "Experiments with a Dirichlet to Neumann Map for High Order
Finite Elements"
627 Science and Engineering Offices (SEO)
3-4:00 PM
ABSTRACT
"For electromagnetic scattering problems, the number of degrees of freedom
to acheive a desired accuracy can be prohibitively large depending on the
domain. Artificial boundary methods are a powerful tool for treating
radiation conditions while preserving the physical behavior with fewer
degrees of freedom. Work by Nicholls & Nigam on Dirichlet to Neumann
maps
has provided a method of handling the radiation condition for perturbed
simple geometries such as a circular boundary. In these experiments, we
apply a high order finite element method in conjunction with a Dirichlet
to Neuman map to solve Helmholtz's equation for a right circular
cylindrical scatterer with different perturbations of a circular
artificial boundary away from the scattering object."
Speaker: David St John
MSCS at UIC
Title: "Wavelet Models for a Geophysical Inverse Problem."
712 Science and Engineering Offices (SEO)
4:00-5:00 PM
ABSTRACT
"In a geophysical model of
the earth, the density, or slowness, in a region
can be infered from measurements of seismic activity by solving an inverse
problem. This inverse problem will yield an approximation for the
slowness function, with coefficients in some finite basis. The Bayesian
linear inverse theory is used, and has several advantages and
disadvantages. The talk will explore the physical situation in which this
problem arises, the advantages and disadvantages of the Bayesian approach,
and how we find an optimal basis for computing our approximate solution.
This talk represents joint work done at the Institute for Math and its
Applications at the University of Minnesota, August 1-10 2005. Our group
leader was Nick Bennett from Schlumberger Doll Research."
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