Speaker: Dr Kazutoshi Yamazaki
Affiliation: University of Queensland
Abstract
Optimal stopping is concerned with choosing the best time to act based on a sequence of observations. In this talk, I will review its recent results and applications in various fields such as finance, operations research and machine learning. I will also talk about my research on optimal stopping for Levy processes and Markov additive processes.
About Maths Colloquium
The Mathematics Colloquium is directed at students and academics working in the fields of pure and applied mathematics, and statistics.
We aim to present expository lectures that appeal to our wide audience.
Information for speakers
Information for speakers
Maths colloquia are usually held on Mondays, from 2pm to 3pm, in various locations at St Lucia.
Presentations are 50 minutes, plus five minutes for questions and discussion.
Available facilities include:
- computer
- data projector
- chalkboard or whiteboard
To avoid technical difficulties on the day, please contact us in advance of your presentation to discuss your requirements.
Venue
Room: 442 (and Zoom:
https://uqz.zoom.us/j/81688396546)
