IITG Mathematics Seminar Series
| Lecture Number: | 356 |
| Title: | Universal static hedging of contingent claims |
| Speaker: | Dr. Shashi Jain |
| Affiliation: | Assistant Professor, Department of Management Studies, Indian Institute of Science Bangalore |
| Date: | 31st March, 2021 (Wednesday) |
| Time: | 04:00 PM (Venue: Microsoft Teams) |
Abstract: There is a growing interest in static hedging of option contracts, as dynamic hedging often breaks down when there are sharp movements in markets or when the market faces liquidity issues. Unfortunately, these are the precise moments where an effective hedge is highly desired. The principle of static replication is to construct a portfolio of instruments that mirrors the value function of a target security in every possible state of the world. We present an algorithm, inspired by neural networks, for a universal approach towards static hedging of a wide variety of contingent claims (including path dependent options).
| Lecture Number: | 355 |
| Title: | Foundational Aspects of Blockchain Security & Privacy |
| Speaker: | Dr. Sushmita Ruj (won Samsung Global Research Outreach 2014 award, NetApp Faculty Fellowship 2016, OCSP grant from IBM Research 2017) |
| Affiliation: | Senior Research Scientist, CSIRO Data61 and Associate Professor, Cryptology and Security Research Unit, Indian Statistical Institute, Kolkata. |
| Date: | 16th March, 2021 (Tuesday) |
| Time: | 10:00 AM (Venue: Microsoft Teams) |
Abstract: Blockchain is a verifiable immutable distributed ledger. The talk will introduce and discuss cryptographic primitives and consensus algorithms used in blockchains. We will then discuss various attacks on popular proof of work based blockchains. We will end with some privacy concerns in blockhains and possible mitigations.
| Lecture Number: | 354 |
| Title: | Efficient generation of ideals |
| Speaker: | Dr. Md. Ali Zinna (Young Scientist Award from INSA (2020) and Inspire Faculty Award from DST (2016)) |
| Affiliation: | Assistant Professor, Department of Mathematics and Statistics, Indian Institute of Science Education & Research Kolkata |
| Date: | 23th February, 2021 (Tuesday) |
| Time: | 04:00 PM (Venue: Microsoft Teams) |
Abstract: Let $R$ be a Noetherian ring. An ideal $I$ of $R$ is called efficiently generated if $\mu(I)=\mu(I/I^2)$, where $\mu(I)$ denotes the minimal number of generators of $I$ (as an $R$-module). In this talk we will provide sufficient conditions for an ideal $I$ to be efficiently generated.
| Lecture Number: | 353 |
| Title: | Digital Transformation enabled by Data Science |
| Speaker: | Ritish Menon |
| Affiliation: | Senior Manager-II, Data Science, Walmart Global Tech India |
| Date: | 10th February, 2021 (Wednesday) |
| Time: | 04:00 PM (Venue: Microsoft Teams) |
Abstract: In this talk, we will be discussing how Data Science projects are executed to enable Digital Transformation of large scale Enterprises. We will spend some time in demystifying practical implementation of data science and covering a broad set of use cases leveraging Machine Learning and Statistical Models. We will deep dive into one specific problem statement. Finally, we will also spend some time discussing Data Science career path for fresh graduates.
| Lecture Number: | 352 |
| Title: | Probabilistic Techniques in Nonlocal PDE |
| Speaker: | Dr. Anup Biswas (Awarded SwarnaJayanti Fellowships 2020 in Mathematical Science) |
| Affiliation: | Associate Professor, Department of Mathematics, Indian Institute of Science Education and Research-Pune |
| Date: | 27th January, 2021 (Wednesday) |
| Time: | 04:30 PM (Venue: Microsoft Teams) |
Abstract: Nonlocal PDE has been an active research area in differential equations for the last two decades. In this talk we see how simple probabilistic tools can contribute in the development of nonlocal PDE. More precisely, I shall illustrate two specific problems and find solutions using some simple estimates in probability.
The talk is intended for a general math audience.