News

Two New High School Students

Professor Khatchadourian is working this summer with two high school students. Annie Wang's project is tentatively titled Study on Streams Using Stack Overflow. And Krishna Desai's project is tentatively titled An Empirical Study on the Use and Misuse of Java 8 Streams.

We welcome a new Ph.D. student

Tian Cai is our new Ph.D. student that will be starting in the fall of 2019. She will be working with professor Lei Xie. We wish Tian Cai success!

High School Students

Four high school students are working this summer of 2019 with professor Saptarshi Debroy. Joshua Rappaport will be working on Science Gateway, Rikhov Shah and Dev Shah will both be working on Edge Computing, and Christina Tan will be working on Cyber Security.

Events

Change of Dimension for Pricing Asian Options

Title: Change of Dimension for Pricing Asian Options Date: December 3 2015, 4:30 pm Room: Hunter North 1000 C Abstract: Pricing Asian options remains a challenging problem. No closed formula is known and in practice one must approximate the values either (a) by Monte...

Convergence of Gram-Charlier series

Title: Convergence of Gram-Charlier series Date: December 14 2015, 4:30 pm Room: Hunter North 1000 C Abstract: Some time at the end of the 1980s, there appeared options with a payoff involving the average of a traded asset. They were traded in Japan, so the adjective...

Visitors

Dr. Shigeru Chiba, University of Tokyo (Feb 22-26)

Dr. Shigeru Chiba from Computer Software Group at the University of Tokyo has on-going collaboration with professor Khatchadourian regarding programming interfaces to libraries with a fluent-API by chaining method calls, which is also known as domain-specific...

Doctoral student from University of Aarhus

Helena is a Doctoral student from the university of Aarhus. She is a student of Andrew du Plessis and has been working on models of image segmentation, focusing on noisy images. It’s a combinatorial optimization problem with a good helping of geometry, statistics, and...