Holder： Xin Guo (UC Berkeley)
Location：Zoom (448 152 4376)
Generative Adversarial Networks (Gans) have attracted intense interest lately in computer vision, image generation, and simulation of financial time series data. In this talk, I will first provide a gentle review of the mathematics framework behind GANs. I will then proceed to discuss a few challenges in GANs training from an analytical perspective. I will finally report some recent progress for GANs training using a controlled SDE approach.
About the Speaker:
Dr. Xin Guo is the Coleman Fung Chair Professor in Financial Modeling at the University of California, Berkeley and the Director of the Risk Analytics & Data Analysis Research Lab. Her research lies broadly in the span of stochastic controls and games, mean-field games, machine learning, mathematical finance, and FinTech. She has co-authored more than 70 research publications and a book in Quantitative Trading which has been translated into Chinese and Japanese. Dr. Xin Guo is co-editor-in-chief of Frontier in Mathematical Finance, and the associate editor of many leading journals including Mathematical Finance, Operations Research, Mathematics, and Financial Economics. She is also the co-founder and co-chair of Women in Financial Engineering.
Zoom Meeting: https://us05web.zoom.us/j/4481524376?pwd=eVpyVjBTQ1FQMWM5Y3JzU3VZQ2oxZz09
Meeting ID：448 152 4376
Your participation is warmly welcomed!