Events Calendar
Biomedical Engineering Seminar
October 23, 2018
DSAS - Department Meeting
November 1, 2018
DSAS Colloquium
November 8, 2018

SMSS Colloquium Talk - Matt Davison

Date:
Thursday, January 18, 2018
Time:
3:30 pm
Location:
North Campus Building (NCB)
Room: 114
Cost:
Free

Title: Adventures in Electricity Finance
Speaker: Matt Davison

Abstract:

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.

Contact:
Ricardas Zitikis
rzitikis@uwo.ca
Event Type:


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