{"id":291,"date":"2023-04-08T21:26:26","date_gmt":"2023-04-08T21:26:26","guid":{"rendered":"https:\/\/dornsife.usc.edu\/mathematical-finance\/?page_id=291"},"modified":"2026-04-28T22:10:23","modified_gmt":"2026-04-28T22:10:23","slug":"current-colloquia","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/mathematical-finance\/current-colloquia\/","title":{"rendered":"Current Colloquia"},"content":{"rendered":"\n\n \n \n\n\n\n\n\n\n\n
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\u00a0The Math Finance Colloquium are held regularly on Monday, 2:00 – 3:00 pm in KAP 414.\u00a0 It can also be accessed remotely from Zoom, please see the announcements for the links.<\/strong><\/p>\n\n\n\n<\/div>\n\n\n <\/div><\/div>\n\n\n\n\n \n \n \n\n\n\n\n\n\n\n

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\n 8\/25\/2025 Classes Begin\n <\/h3>\n\n\n<\/div>\n \n \n
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\n 9\/1\/2025 Labor Day\n <\/h3>\n\n\n<\/div>\n \n \n
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\n 9\/22\/2025 Ruimeng Hu (UCSB)\n <\/h3>\n\n\n<\/div>\n \n \n
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Learning MFG via MFAC flow<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 9\/29\/2025 Renyuan Xu (Stanford University)\n <\/h3>\n\n\n<\/div>\n \n \n
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Stochastic Control for Fine-tuning Diffusion Models: Optimality, Regularity, and Convergence<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 10\/13\/2025 Harin de Silva (AJO Vista)\n <\/h3>\n\n\n<\/div>\n \n \n
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All Betas Are Not the Same<\/a><\/strong><\/p>\n

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\n 10\/27\/2025 Graham Rennison (PIMCO)\n <\/h3>\n\n\n<\/div>\n \n \n
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Systematic Credit Investing<\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 11\/10\/2025 Southern California Quantitative Finance Forum (at UCLA)\n <\/h3>\n\n\n<\/div>\n \n \n
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The conference website: https:\/\/sites.google.com\/g.ucla.edu\/scqf\/home<\/span><\/a>\u00a0 The talks are at UCLA Math Science Building MS 6221:<\/p>\n

3:30 \u2013 4:20 pm:<\/span> Dylan Possama\u00ef<\/span><\/a> (ETH Zurich<\/span>) <\/span>Stackelberg games and stochastic targets<\/span><\/p>\n

4<\/span>:30 \u2013 5:20 pm<\/span>:<\/span> Marco Frittelli<\/span><\/a> (Milano University) <\/span>Collective Phenomena in Financial Markets: Arbitrage, No Free Lunch, Individual Rationality<\/span><\/p>\n

5:30 \u2013 5:50 pm:<\/span> Gabriela Kov\u00e1\u010dov\u00e1<\/span><\/a> (UCLA) <\/span>From portfolio rebalancing to non-conservative optimal transport<\/span><\/p>\n

6:00 \u2013 6:20 pm<\/span>:<\/span> Zihao Gu (USC) <\/span>On information controls<\/span><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 12\/5\/2025 Classes End\n <\/h3>\n\n\n<\/div>\n \n \n
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\n 1\/12\/2026 Classes Begin\n <\/h3>\n\n\n<\/div>\n \n \n
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\n 1\/19\/2026 Martin Luther King\u2019s Birthday\n <\/h3>\n\n\n<\/div>\n \n \n
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\n 1\/26\/2026 James Enouen (USC Computer Science)\n <\/h3>\n\n\n<\/div>\n \n \n
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Progress in the Duality of Shapley Value Explanations and Additive Model Interpretations<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 2\/9\/2026 Haosheng Zhou (UCSB) \n <\/h3>\n\n\n<\/div>\n \n \n
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A Stackelberg Game Model for Inverse Learning: Experimental Design for Optimally Revealing Adversary Intent<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 2\/16\/2026 President\u2019s Day\n <\/h3>\n\n\n<\/div>\n \n \n
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\n 3\/16\/2026 Spring Recess\n <\/h3>\n\n\n<\/div>\n \n \n
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\n 3\/23\/2026 Camilo Hernandez (USC Viterbi)\n <\/h3>\n\n\n<\/div>\n \n \n
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Dynamic Schr\u00f6dinger bridges beyond entropy<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 3\/30\/2026 Sixian Jin (CSU San Marcos)\n <\/h3>\n\n\n<\/div>\n \n \n
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Distribution-Based Optimal Asset Selling Under Ruin<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 4\/13\/2026 Kasper Larsen (Rutgers)\n <\/h3>\n\n\n<\/div>\n \n \n
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Strategic trading when agents forecast the forecasts of others: Existence and convergence<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 4\/14\/2026 (Tuesday) Southern California Quantitative Finance Forum (at UCSB)\n <\/h3>\n\n\n<\/div>\n \n \n
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https:\/\/sites.google.com\/g.ucla.edu\/scqf\/home<\/span><\/a><\/p>\n

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\n 4\/20\/2026 Kay Giesecke (Stanford)\n <\/h3>\n\n\n<\/div>\n \n \n
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AICO: Feature Significance Tests for Supervised Learning<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 4\/27\/2026 Idriss Maoui (Windover LLC)\n <\/h3>\n\n\n<\/div>\n \n \n
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Practical Mortgage Finance: Analytics, Risk, and Optimization<\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n

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\n 5\/1\/2026 Classes End\n <\/h3>\n\n\n<\/div>\n \n \n <\/div>\n\n\n \n <\/div>\n\n \n
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\n 5\/8\/2026 (Friday 2-3pm) Xunyu Zhou (Columbia)\n <\/h3>\n\n\n<\/div>\n \n \n
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ART for Diffusion Sampling: A Reinforcement Learning Approach to Timestep Schedule<\/span><\/a><\/strong><\/p>\n\n\n\n<\/div>\n \n <\/div>\n\n\n \n <\/div>\n\n \n <\/div>\n \n\n <\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":282,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-291","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"\nCurrent Colloquia - Mathematical Finance Program<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/current-colloquia\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Current Colloquia - Mathematical Finance Program\" \/>\n<meta property=\"og:url\" content=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/current-colloquia\/\" \/>\n<meta property=\"og:site_name\" content=\"Mathematical Finance Program\" \/>\n<meta property=\"article:modified_time\" content=\"2026-04-28T22:10:23+00:00\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/dornsife.usc.edu\/mathematical-finance\/current-colloquia\/\",\"url\":\"https:\/\/dornsife.usc.edu\/mathematical-finance\/current-colloquia\/\",\"name\":\"Current Colloquia - 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