By and large, active market participants can be classified into two groups according to their trading strategies: those who trade contra-trend and those who follow the trend. Can these trading methods be justified theoretically? The answer is yes and variational methods play a crucial role. Here we illustrate how to justify the trend following...

# Videos

## The Australian Mathematical Science Institute and the IRMACS Centre Present:

A Workshop on Computational and Analytical Mathematics - Video Recordings

Burke, James

Suppose you are given a parameterized family of densities and a data set and asked to find the mixture density over the family of densities that most likely gave rise to this data. More formally, you wish to find the regular Borel probability measure over the parameter space that yields the maximum likelihood mixture density for the given data...

Goebel, Rafal

A quasiconvex function is a function whose sublevel sets are convex. A function which is quasiconvex under every linear perturbation is a convex function. A robustly quasiconvex function (also called s-quasiconvex) is a function which is quasiconvex under sufficiently small linear perturbations.

The talk will characterize quasiconvex and...

Combettes, Patrick

The principle underlying this talk is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally monotone operator and a linear skew-adjoint operator. An algorithmic framework is developed for solving this...

Salvy, Bruno

In the past 30 years, computer algebra has made a lot of progress in the design of algorithms operating on mathematical objects. In particular, a few simple but fruitful ideas make it possible to compute sums or integrals of a wide variety of functions. Early work concentrated on hypergeometric identities. This was generalized by Zeilberger to...