会议时间：2022年11月23日（周三）14:30—16:30

会议地点：腾讯会议 960-419-691

会议简介：

报告1：共轭梯度法在稀疏信号修复中的应用

报告人：孙敏

报告时间：14:30-15:00

内容简介：简述共轭梯度在稀疏信号处理中的最新应用成果，讲座内容属于应用数学与机器学习的交叉点。对提升老师及学生的应用数学能力有一定的帮助。

报告2：Optimal Investment-consumption-insurance Problem with Default Risk

报告人：王频

报告时间：15:30-16:30

内容简介：The talk analyzes the optimal investment, consumption and life insurance purchase problem for the wage earner in a defaultable market. The wage earner can allocate his or her wealth among the following securities: a money market account, a stock, a corporate bond and life insurance. Using dynamic programming approach, we derive optimal consumption, investment and life purchase strategies in the pre-default and post-default case respectively. We also provide an explicit formula for the CRRA utility.Numerical examples are performed to illustrate the influence of model parameters on the strategies and to present the corresponding economic interpretations.

数学与统计学院

2022年11月22日