Events Calendar
DSAS Department Meeting
April 25, 2019

SMSS Colloquium Talk - Matt Davison

Thursday, January 18, 2018
3:30 pm
North Campus Building (NCB)
Room: 114

Title: Adventures in Electricity Finance
Speaker: Matt Davison


This talk presents a simple to state, hard to analyze optimal stopping game  motivated by a problem arising in the power management of a remote
Ontario gold mine.    Connections will be drawn with other optimal
stopping problem arising in renewable energy finance.

I will share description of the crazy Ontario Electricity Market in providing some context for speculation about the “mechanism design” that led to this game being of practical interest.

I will conclude with some speculations on why mathematical and statistical science has received such spectacular traction in the banking, finance, and business worlds in recent years.

Ricardas Zitikis
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