Journées George Papanicolaou 2011    
 
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Programme

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Jeudi 1er décembre 2011 à Chevaleret
salle 1D06 1er étage
 

9:30-9:35 

Ouverture des Journées en l'honneur de George Papanicolaou

Josselin Garnier

9:35-10:10 

Asymptotically optimal discretization of hedging strategies with jumps Click here to download the slides

Mathieu Rosenbaum

10:15-10:50 

Numerical methods for mean field games Click here to download the slides

Yves Achdou

10:50-11:20 

Pause café

 

11:20-11:55 

Asymptotic methods in option pricing Click here to download the slides

Emmanuel Gobet

12:00-12:35 

Stock pinning near option expiration dates: empirical evidence & models Click here to download the slides

Marco Avellaneda

12:30 

Repas à Chevaleret

 

15:00 

Cérémonie de remise des diplômes de Docteur Honoris Causa aux Grands Moulins (sur invitation) Vidéo

 

Vendredi 2 décembre 2011 à Jussieu
Salle 16-15-309 plan d'accès
 

14:00-14:35 

Classification with Scattering Invariants Signal classification requires to reduce variability with invariant representations, which are stable to deformations and retain enough information for disrimination.Canonical invariants, Fourier or wavelet transforms do not satisfy these properties. Scattering operators iteratively apply wavelet transforms and modulus operators that removes the phase. They build a representation over a path space, which is proved to be invariant to translations and stable to deformations. It characterizes the geometric distribution of image structures. Scattering operators also provide representations of stationary processes, including high order moments which discriminate processes having same Fourier spectrum. Image classification results are shown on data bases of structured patterns and textures.

Stéphane Mallat

14:40-15:15 

Nonlinear Water Wave Modeling in Intricate Domains Click here to download the slides

André Nachbin

15:15-15:45 

Pause café

 

15:45-16:20 

HUMming to the MUSIC: on the use of control methods for imaging small imperfections Click here to download the slides

Mark Asch

16:25-17:00 

Adaptive time-frequency detection and filtering for imaging in strongly heterogeneous background media Click here to download the slides

Chrysoula Tsogka

17:00 

Cocktail  

 

 










 

© Journées GP : Version 23/11/2011