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2010-2011 Sessions
- Talks to be scheduled: Ivan Andrus (PhD Candidate), A conjecture in character theory; Deniz Kaptan (PhD Candidate), Sieve methods in number theory; Taqseer Khan (MS Student), Distributive lattices (30 minutes); Scott F. Kensell, TBA; Ilona Spanczer, TBA; Tamas Laszlo, TBA; Daniel Joo, TBA; Muhammad Ahsan, TBA; ...
- January 18, 2011 (Tuesday), 4:00 p.m., Classroom 310/A: Baldur Sigurdsson, The Milnor fiber of the singularity f(x,y)+zg(x,y)=0.
- January 11, 2011 (Tuesday), 4:00 p.m., Classroom 310/A: Mate Manfay (PhD Student), Poincare inequality for interacting Markov processes.
- December 9, 2010 (Thursday), 3:00 p.m., Classroom 310/A: Daniel G. Glasscock (MS Student) and Peter Maga (PhD Candidate), Tao's Proof of Szemerédi's Theorem (continuation).
- December 3, 2010 (Friday), 3:00 p.m., Classroom 310/A: Daniel G. Glasscock (MS Student) and Peter Maga (PhD Candidate), Tao's Proof of Szemerédi's Theorem (first part).
- November 23, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Miklos Palfia (MS Student), The ALM and the BMP procedure for matrix means.
- November 16, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Tamas Meszaros (PhD Student), Algebraic methods in combinatorics;
- November 9, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Daniel G. Glasscock (MS Student), Partition regularity of finite and infinite matrices (continuation, 30 minutes); Alexander Dibert (MS Student), Secret sharing over infinite domains (30 minutes).
- November 2, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Daniel G. Glasscock (MS Student), Partition regularity of finite and infinite matrices.
- October 29, 2010 (Friday), Classroom 310/A, Workshop on Applied Mathematics: 8:30 a.m: Ferenc Szollosi, On the classification of complex Hadamard matrices of small orders; 9:10 a.m.: Oganeditse A. Boikanyo (PhD Candidate) and Gheorghe Morosanu (CEU), Inexact proximal point algorithms; 9:50 a.m.: Alexandru Kristaly (Babes-Bolyai University, Cluj-Napoca, Romania), A dimension-depending
multiplicity result for scalar field equations in $R^N$; 10:30 a.m., Eduard Feireisl (CEU and Czech Academy of Sciences), Scale analysis in fluid mechanics - Lunch Break - 3:00 p.m.: Mihai Mihailescu (PhD Candidate), Eigenvalue problems for some elliptic partial differential operators (thesis defense).
- October 19, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Victor Shcherbacov (Academy of Sciences, Moldova), On direct decomposition of some finite quasigroups; Casey Tompkins (MS Student), Some problems in extremal set theory.
- October 12, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Andras Pongracz (PhD Candidate), Dichotomies in computational complexity.
- October 5, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Peter Maga (PhD Candidate), Topology in number theory (continuation).
- September 30, 2010 (Thursday), 10:00 a.m., Renyi Institute, Nagyterem (Big Hall): Peter Hussami (PhD Candidate), Statistical inference on random graphs (thesis defense).
- September 28, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Mihai Mihailescu (PhD Candidate), An eigenvale problem for an elliptic differential operator with the Neumann boundary condition (30 minutes); Peter Maga (PhD Candidate), Topology in number theory (30 minutes).
- September 17, 2010 (Friday), 10:00 a.m., Classroom 310/A: Balint Virag, Modern probability theory.
- September 16, 2010 (Thursday), 10:00 a.m., Classroom 310/A: Laszlo Csirmaz (CEU), Non-standard analysis.
- September 15, 2010 (Wednesday), 10:00 a.m., Classroom 310/A: Gyula O. H. Katona (Renyi Institute), Extremal combinatorial problems and their continuous versions.
- September 14, 2010 (Tuesday), 10:00 a.m., Classroom 310/A: Balazs Patkos (Renyi Institute), External set theory - even less than an introduction.
- September 13, 2010 (Monday), 10:00 a.m., Classroom 310/A: Marianna Bolla (BME, Budapest), Some paradoxes of probability and statistics.
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2009-2010 Sessions
- July 1, 2010 (Thursday), 10:00 a.m., Classroom 310/A: Martin Le Doux Mbele Bidima (PhD Candidate), Asymptotic arbitrage strategies for long-term investments in discrete-time financial markets (thesis defense).
- April 27, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Abdullo Tabarov (Tajik State National University), Linear quasigroups.
- March 9, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Miklós Pálfia (MS Student), Hermitian symmetric metrics on the convex cone of positive definite matrices.
- March 2, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Miklós Pálfia (MS Student), Extensions of matrix means to several variables.
- February 23, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Kostadinka Lapkova (PhD Candidate), On the class number one problem for certain real quadratic fields.
- February 16, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: András Pongrácz (PhD Student), Infinite permutation groups and model theory.
- February 12, 2010 (Friday), 10:30 a.m., Classroom 310/A: Stepan A. Tersian (Univ. of Rousse, Bulgaria), Decreasing and fast solutions for a second order difference equation related to the Fisher-Kolmogorov equation.
- February 12, 2010 (Friday), 11:20 a.m., Classroom 310/A: Mihai Mihăilescu (PhD Candidate), Degenerate elliptic equations involving variable exponent growth conditions.
- February 12, 2010 (Friday), 11:50 a.m., Classroom 310/A: Oganeditse A. Boikanyo (PhD Candidate), The proximal pont algorithm
- February 12, 2010 (Friday), 12:30 a.m., Classroom 310/A: Martin Le Doux Mbele Bidima (PhD Candidate), Linear asymptotic arbitrage
in discrete-time financial markets
- February 12, 2010 (Friday), 2:00 p.m., Classroom 310/A: Tihomir Gyulov (PhD Candidate), Solvability of some nonlinear fourth order boundary value problems (thesis defense).
- February 12, 2010 (Friday), 3:30 p.m., Classroom 310/A: Alexandru Kristály (PhD Candidate), Economic optimization problems via Riemann-Finsler geometry (thesis defense).
- January 12, 2010 (Tuesday), 4:00 p.m., Classroom 310/A: Vajk Sécsi (PhD Student), Walks on (hyper)graphs from an extremal point of view.
- November 24, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: Pál Hegedűs (CEU), Two ways to compute the value of the Gauss sum.
- November 17, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: Dániel Joó (PhD Student), Quivers and complete intersections.
- November 3, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: Ivan Andrus (PhD Student), Matrix representations of automorphism groups of free groups.
- October 27, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: Kálmán Cziszter (PhD Student), Zero-sum sequences in Abelian groups and their applications (continuation).
- October 20, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: Kálmán Cziszter (PhD Student), Zero-sum sequences in Abelian groups and their applications.
- October 13, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: András Pongrácz (PhD Student), Affine complete G-sets (continuation).
- October 6, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: András Pongrácz (PhD Student), Affine complete G-sets.
- September 29, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: Péter Maga (PhD Student), Two aspects of the largeness of sets.
- September 22, 2009 (Tuesday), 4:00 p.m., Classroom 310/A: Gheorghe Morosanu (CEU), Eigenvalues and eigenvectors of linear and nonlinear operators.
- September 18, 2009 (Friday), 10:00 a.m., Classroom 310/A: Mátyás Domokos (CEU and Rényi Institute), Higher linear algebra and invariant theory.
- September 17, 2009 (Thursday), 10:00 a.m., Classroom 310/A: Gergely Harcos (Rényi Institute), Basic L-functions.
- September 16, 2009 (Wednesday), 11:30 a.m., Classroom 310/A: Marianna Bolla (BME), Birthday holidays, secretary problem and to believe or not?
- September 16, 2009 (Wednesday), 10:00 a.m., Classroom 310/A: László Csirmaz (CEU), Secret sharing.
- September 15, 2009 (Tuesday), 10:00 a.m., Classroom 310/A: Istvan Miklós (CEU and Rényi Institue), A greedy algorithm to construct directed graphs with prescribed degree sequence pairs.
- September 14, 2009 (Monday), 10:00 a.m.,Rényi Institute: Ervin Győri (CEU and Rényi Institute), Funny numbers, functions and graphs.
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2008-2009 Sessions
- January 9, 2009 (Friday), 3:00 p.m.,
Classroom 310/A: Martin Le Doux Mbele Bidima
(Second Year PhD Student), Artbitrage and optimal investment
in financial markets, plus a short presentation of Cameroon.
- January 16, 2009 (Friday), 3:00 p.m.,
Classroom 310/A, Zalán Gyenis
(First Year PhD Student), Extending Morley's
theorem to the finite.
- January 23, 2009 (Friday), 3:00 p.m.,
Classroom 310/A: Aaron Boikanyo (Second Year
PhD Student), Proximal point algorithms for finding zeroes of
monotone operators.
- January 30, 2009 (Friday), 3:00 p.m., Renyi
Institute: Balázs Keszegh (PhD Candidate),
Combinatorial and computational problems about
points in the planethesis
defense).
- February 6, 2009 (Friday), 3:00 p.m.,
Classroom 310/A: Áron Varga (Third Year
PhD Student), From classical Markov chains to quantum Markov
triplets.
- February 13, 2009 (Friday), 3:00 p.m.,
Classroom 310/A: Ferenc Szöllősi (First
Year PhD Student), Complex Hadamard matrices.
- February 20, 2009 (Friday), 3:00
p.m., Classroom 310/A: Máté Vizer (First
Year PhD Student), Borel equivalence relations;
Siarhei Charnyi (First Year MS Student),
Solving maximin problems by using non-smooth optimization
methods.
- February 27, 2009 (Friday), 3:00 p.m., Classroom
310/A: Mihai Mihăilescu (Second Year PhD Student),
Some eigenvalue problems for elliptic partial differential
operators.
- March 6, 2009 (Friday), 3:00 p.m., Classroom
310/A: Natasa Krejić (Professor, University of Novi
Sad, Serbia), A model for optimal execution of atomic
orders at electronic stock exchanges.
- Abstract. Atomic Orders are the
basic elements of any algorithm for automated trading in electronic
stock exchanges. The main concern in their execution is achieving the
most efficient price. We propose two optimal strategies for the execution
of atomic orders based on minimization of impact and volatility costs.
The first considered strategy is based on a relatively simple nonlinear
optimization model while the second allows re-optimization at some
time point within a given execution time. In both cases a combination
of market and limit orders is used. The key innovation in our approach
is the introduction of a Fill Probability function which allows a combination
of market and limit orders in the two optimization models we are discussing
in this paper. Under certain conditions the objective functions of both
considered problems are convex and therefore standard optimization tools
can be applied.The efficiency of the resulting strategies is tested
against two benchmarks representing common market practice on a representative
sample of real trading data.
-
Key words: nonlinear programming,
convex programming, optimal execution strategy, algorithmic trading.
- March 13, 2009 (Friday), 3:00 p.m., Classroom
310/A: Cătălin Ghinea (Third Year PhD Student), The central
limit theorem.
- April 21, 2009 (Tuesday), 5 p.m., Renyi Institute:
Zoltan Halasi (PhD Candidate), On the representations
of solvable linear groups (thesis
defense).
- May 7, 2009 (Thursday), 2:00 p.m., Renyi Institute:
Csaba Henk (PhD Candidate), A model theoretic
analysis of the Church-Turing Thesis (thesis
defense).
- May 8, 2009 (Friday), 11:00 a.m., Classroom 310/A:
Balazs D. Patkos (University of Memphis, TN,
USA), Percolation problems in random geometric graphs.
- May 15, 2009 (Friday), 9:00 a.m., Classroom 310/A:
Thomas Baier (PhD Candidate), A state estimation
scheme for finite quantum systems (thesis
defense).
- June 25, 2009 (Thursday), 10:00 a.m., Renyi Institute:
Zoltán Szentmiklóssy (PhD Candidate),
Resolvability of topological spaces (thesis
defense).
- July 8, 2009 (Wednesday), 2:00 p.m., Renyi Institute,
Peter Jossen (PhD Candidate), On the arithmetic
of 1-motives (thesis
defense).
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