Lectures related to Risk-seeking

Explores decision theory, risk functions, and inference in statistical analysis.

Explores agency relationships, contracts, incentives, risk preferences, and optimal outcomes in principal-agent interactions.

Uncertainty Quantification for Coarse-Grained Molecular Dynamics

Delves into uncertainty quantification in molecular dynamics, focusing on aerospace materials, modeling decisions, and coarse-grained dynamics.

Optimal Betting Strategy

Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.

Risks Related to Hydraulic Developments

Explores risks in hydraulic developments, including economic, technological, and human risks, emphasizing risk analysis and mitigation measures.

Urban Waterway Network: Mèbre-Sorge Case Study

Focuses on the dimensioning and optimization of retention basins in an urban waterway network.

Validation and k-Nearest Neighbors Method

Introduces supervised learning concepts and the k-Nearest Neighbors method for classification and regression tasks.

Provable Benefits of Overparameterization in Model Compression

Explores the provable benefits of overparameterization in model compression, emphasizing the efficiency of deep neural networks and the importance of retraining for improved performance.

Neural networks under SGD

Explores neural networks trained under Stochastic Gradient Descent, discussing hidden layers, square loss function, and particle evolution.

Convergence Analysis: Stochastic Gradient Algorithms

Explores the convergence analysis of stochastic gradient algorithms under various operational modes and step-size sequences.

Risk Management: Introduction and Major Accidents

Covers the basics of risk management, major accidents, and the uncertainties of the future in decision-making processes.

Quantitative Risk Management: VaR and ES

Covers Value at Risk (VaR) and Expected Shortfall (ES) in risk management, including backtesting and multivariate distributions.

Asset Pricing: Risk-Neutral Measure and State Prices

Covers risk-neutral measure, state prices, utility functions, and risk aversion in asset pricing.

Decision Theory: Risk and Hypothesis Testing

Covers decision theory, risk functions, and hypothesis testing in statistical inference.

Bayesian Decision Theory: Utility, Risk, and Classification

Covers Bayesian decision theory, cost functions, classification, and decision rules.

Risk Assessment: Understanding Uncertainty in Environmental Projects

Covers risk and uncertainty in environmental projects, focusing on cost-benefit analysis and the concept of certainty equivalent for risk-averse individuals.

Risk and Return Measures

Covers risk and return measures, unbiasedness, and consistency of estimators.

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Understanding Risk and Uncertainty

Explores risk, uncertainty, subjective probabilities, and decision-making under different scenarios.

Valuation under Uncertainty

Covers risk in investment decisions, valuation of uncertain cash flows, rate of return, portfolio returns, and mean-variance utility.