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Direttore Vicario: Prof. Gabriele Grillo
Responsabile Gestionale: Dr.ssa Franca Di Censo

 Seminari

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Prossimi Seminari

  • Deep Learning meets Parametric Partial Differential Equations
    Gitta Kutyniok, Institute of Mathematics, Technische Universität Berlin (DE)
    giovedì 16 luglio 2020 alle ore 14:00, Online seminar: https://mox.polimi.it/elenco-seminari/?id_evento=1977&t=763724

Seminari Passati

  • Entropy-Transport distances between measures and metric measure spaces
    Nicolò De Ponti, Università degli Studi di Pavia
    martedì 11 febbraio 2020 alle ore 15:15, Aula seminari 3° piano
    ABSTRACT
    After providing the necessary background material, we describe a class of distances coming from optimal Entropy-Transport problems, a recent generalization of optimal transport where also creation and destruction of mass is taken into account.
    Inspired by previous work of Gromov and Sturm, we then use these metrics to construct new meaningful distances between metric measure spaces with finite mass.
    This talk is based on a joint collaboration with Andrea Mondino and Giuseppe Savaré.
  • Semistatic and sparse variance-optimal hedging
    Paolo Di Tella, Technische Universitat - Dresden
    martedì 11 febbraio 2020 alle ore 10:30 precise, Aula Seminari MOX VI Piano
    ABSTRACT
    We consider the problem of hedging a contingent claim with a “semistatic” strategy composed of a dynamic position in one asset and static (buy?and?hold) positions in other assets. We give general representations of the optimal strategy and the hedging error under the criterion of variance optimality and provide tractable formulas using Fourier integration in case of the Heston model. We also consider the problem of optimally selecting a sparse semistatic hedging strategy, i.e., a strategy that only uses a small subset of available hedging assets and discuss parallels to the variable?selection problem in linear regression. The methods developed are illustrated in an extended numerical example where we compute a sparse semistatic hedge for a variance swap using European options as static hedging assets. (Joint work with M. Haubold, M. Keller-Ressel)
  • A mathematical-physics approach to machine learning
    Pierluigi Contucci, Dipartimento di Matematica Università di Bologna
    giovedì 30 gennaio 2020 alle ore 14:00, Aula Saleri VI piano
    ABSTRACT
    Artificial Intelligence is profoundly and quickly changing the technological profile of our society and yet machine learning, its disruptive spearhead, has almost no theoretical basis from a strictly scientific point of view. The talk will summarise the basic heuristic ideas on how it works together with a collection of open questions. A statistical mechanics framework will be used to formulate some of its problems on a mathematical-physics perspective and some preliminary results will be presented.



    Contatto: luca.formaggia@polimi.it
  • Going deep into shallowness
    Alessandro Verri, MaLGa - Università di Genova
    giovedì 23 gennaio 2020 alle ore 14:00, Aula Consiglio VII piano
    ABSTRACT
    In the first part of my talk I quickly review the work we have been doing at UniGe in the last decades on machine learning. Ranging from theoretical to applied work I’ll highlight strengths and weaknesses of the regularization approach to learning. In the second part I argue, through examples and some surprisingly basic considerations, that while in certain application domains the widespread enthusiasm for deep learning is well justified, in others a more careful and critical approach might be the key to build truly intelligent systems.

    Contatto: luca.formaggia@polimi.it

  • Nonlinear Peridynamic Models
    Giuseppe Maria Coclite, Politecnico di Bari
    mercoledì 22 gennaio 2020 alle ore 15:15, Sala Consiglio 7° piano
    ABSTRACT
    Some materials may naturally form discontinuities such as cracks as a result of scale effects and long range interactions. Peridynamic models such behavior introducing a new nonlocal framework for the basic equations of continuum mechanics. In this lecture we consider a nonlinear peridynamic model and discuss its well-posedness in suitable fractional Sobolev spaces.
    Those results were obtained in collaboration with S. Dipierro (Perth), F. Maddalena (Bari) and E. Valdinoci (Perth).
  • Stochastic Optimization with Multiple Time Scales
    Martin Glanzer,  University of Vienna
    martedì 21 gennaio 2020 alle ore 11:00 precise, Aula Seminari Terzo piano
    ABSTRACT
    Real-world multistage stochastic optimization problems are often characterized by the fact that the decision maker may take actions only at specific points in time, even if relevant data can be observed much more frequently. In such a case there are not only multiple decision stages present but also several observation periods between consecutive decisions, where profits/costs occur contingent on the stochastic evolution of some uncertainty factors. We present a tailor-made modeling framework for such problems, which allows for a computationally efficient solution. We first establish new results related to the approximation of (Markovian) stochastic processes by scenario lattices. In a second step, we incorporate the multiscale feature by leveraging the theory of stochastic bridge processes. The ingredients to our proposed modeling framework are elaborated explicitly for various popular examples, including both diffusion and jump models. In particular, we present new results related to the simulation of compound Poisson bridges. Finally, we discuss a valuation problem of a thermal power plant, where implementing our multiscale modeling framework turned out to be particularly convenient. If time permits, we incorporate model ambiguity into the power plant valuation problem and show some numerical results.
  • "Piu` che l'doppiar de li scacchi s'immilla" (Dante, Pd XXVIII, 93)
    Riccardo Rosso, Università di Pavia
    mercoledì 15 gennaio 2020 alle ore 15:00, Sala Consiglio - piano 7° - edificio 14
    ABSTRACT
    In questo seminario verranno proposti alcuni problemi di indole matematica, ispirati dal gioco degli scacchi: dallo studio del percorso di un cavallo al numero massimo di regine che si possono disporre su una scacchiera senza che si possano minacciare. Si discuterà anche il metodo proposto nel XIX secolo da due matematici francesi, Delannoy e Lucas, per risolvere problemi di probabilità servendosi della scacchiera. Si darà risalto alla traduzione dei problemi in linguaggio matematico, in vista di un'eventuale fruizione didattica.

  • Long-time asymptotics for evolutionary crystal dislocations models
    Matteo Cozzi, University of Bath
    martedì 17 dicembre 2019 alle ore 15:30, Aula seminari 3° piano
    ABSTRACT
    In this talk, I will discuss a recent result concerning the long-time behavior of solutions to evolutionary Peierls-Nabarro type equations, related to crystal dislocations.
    I will present the construction of solutions that, at large times, behave like a superposi- tion of an arbitrary finite number of fundamental dislocations, equally oriented and centered near points that evolve according to a repulsive dynamical system.
    This result has been obtained in collaboration with J. D ?avila and M. del Pino (University of Bath).