Seminarium 16.01.2024
dodano: 12/01/2024
przez: Dariusz Zawisza
  • Referent : Jarosław Duda.
  • Tytuł referatu : Maximal Entropy Random Walk – path ensembles also Langevin-like of smooth paths.
  • Opis: Standard diffusion usually only approximates the maximal
    entropy principle, required for statistical physics models. Maximal Entropy Random Walk repairs this approximation, using uniform/Boltzmann path ensembles, leading to much stronger localization exactly as in quantum mechanics. I will introduce to this topic and its various application. Also talk about recent arXiv:2401.01239, in which nonphysical nowhere differentiable paths are replaced with ensemble of smooth paths by going to phase space as in Langevin equation, leading to a different type of Schrödinger equation, predicting slightly different behavior.
  • Termin: Wtorek 16.01.2024, 12:15, sala 1093.

Seminarium 09.01.2024
dodano: 05/01/2024
przez: Dariusz Zawisza
  • Referent : Daniel Biernat.
  • Tytuł referatu : Wycena opcji z barierą podwójną w modelu Blacka-Scholesa-Mertona.
  • Termin: Wtorek 09.01.2024, 12:15, sala 1093.

Seminarium 19.12.2023
dodano: 16/12/2023
przez: Dariusz Zawisza
  • Referent : Maria Dronka.
  • Tytuł referatu : Algorytm (1+1) ES w minimalizacji dodatnio określonych form kwadratowych (część II).
  • Termin: Wtorek 19.12.2023, 12:15, sala 1093.