Math Club

• Mark Brown
• rvesco00@ccny.cuny.edu

All talks

• Tuesday, May 12, 2009, 12:30PM, NAC 4113

  Ranja Reda (Vienna University of Technology), Rotational Invariant Importance Sampling

  A new importance sampling technique to increase the efficiency of rare event simulation. By using a multidimensional rotational invariant auxiliary density, this method can be applied to estimate risk measures for credit risk portfolios where the method of importance sampling via mean shifting is not applicable. This is especially the case in inhomogeneous portfolios, i.e. portfolios with multiple areas of high losses. Furthermore, rotational invariant importance sampling allows calculating contributions to risk measures of different customer clusters in credit porfolios quicker and more precisely.

  Our new model, rotational invariant importance sampling has already been implemented in Bank Austria's system. Their main credit portfolio with about 2000 clients is already measured through our new simulation technique. As you can imagine there was lot of work to be done as far as the calibration of the model, finding the optimal parameters for the new importance sampling density, etc.

• Thursday, April 30, 2009, 12:30PM, NAC 6/114

  Rochelle (Shelley) Ring (CCNY), Becoming a High School Mathematics Professor

  Come join us on April 30 in NAC 6/114 12:30-1:30 to learn about an exciting career opportunity! If you are looking for a rewarding, satisfying and secure profession, come learn about how you can become a high school mathematics teacher and begin working at a wonderful job right after college. Light refreshments will be provided at the meeting.

• Tuesday, April 28, 2009, 12:30PM, NAC 4113

  Rene Ardila (CCNY), Matrix Number Theory: Factorization in Integral Matrix Semigroups

  Factorization theory is a prominent field of mathematics; however, most previous research in this area lies in the commutative case. Noncommutative factorization theory is a relatively new topic of interest. This talk examines the factorization properties of noncommutative atomic semigroups of matrices, including results on the minimum and maximum length of atomic factorizations, the elasticity and the delta set of the semigroups.

  This talk is suitable for those who have had linear algebra.

• Tuesday, March 10, 2009, 12:30PM, NAC 4113

  Michael Levin (Department of Philosophy), Category Theory as a Structuralist Foundation for Mathematics

  It is often said that mathematics studies "structure," an idea that has been picked up by a number of philosophers. This idea has certain advantages over thinking of mathematics as a body of inferences from uninterpreted postulates, and also the platonistic idea that, e.g., number theory is about Numbers. Category theory might be thought of as "structuralism in action." I will illustrate this idea with a discussion of the "number objects" in arbitrary categories. Time permitting, I will say a little about the category axioms themselves.

• Tuesday, February 24, 2009, 12:30PM, NAC 4113

  Everyone (CCNY Math Club), Math Club Social

  Come out and meet folks interested in math.

  There will be food and refreshments!