~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
ACES Internship Presentations
FRIDAY - October 26, 2007
12:00 noon
Physics Research Building - PRB595
3 Cummington Street
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Scott Robertson
Boston University - Mathematics & Statistics
Internship performed at Bocconi School, Institute for Quantitative 
Methods - Milan, Italy

"Utility Maximzation in the Long Term Limit - A Large Deviations Approach"

In finance, one often wishes to invest in portfolio's of risky assets 
where the assets display a dependence upon one or more latent factors. 
In this setup, our goal is to construct an optimal investment portfolio 
based upon an investor's desire to maximize his/her utility from the 
terminal wealth as the investment horizon becomes large. This talk will 
highlight both the role of Large Deviations and the computational 
aspects in solving this problem. At the end of the talk I will speak 
about my time in Milan, Italy and how it advanced this project.

and

Tommy Vitolo
Boston University - Manufacturing Engineering
Internship performed at Jointown Group Company, Limited in Wuhan, China
Title and Abstract Unavailable

Cheryl Endicott
Administrative Assistant
Boston University
Center for Computational Science
3 Cummington Street
Boston, MA 02215
tel: 617-358-1470
fax: 617-358-2487
http://ccs.bu.edu

Created for the Boston University/SCV Projects Page.

Created by The CoCoBoard.