ὅδε οἶκος, ὦ ἑταῖρε, μνημεῖον ἐστιν ζῴων τῶν σοφῶν ἀνδρῶν, καὶ τῶν ἔργων αὐτῶν

STUDENT Seminar

 

PROGRAM


Plan rada Studentskog seminara za FEBRUAR 2020.



PETAK, 14.02.2020. u 12:00, Sala 301f, MI SANU, Kneza Mihaila 36
Stefan Ivković, Matematički institut SANU
POLU-FREDHOLMOVI OPERATORI NA HILBERTOVIM S*- MODULIMA I ODGOVARAJUĆI SPEKTRI
Nastavljajući se na prethodno predavanje gde smo definisali standardni Hilbertov S*-modul i pokazali neka osnovna svojstva, u ovom predavanju ćemo definisati Fredholmov operator na standardnom modulu i prezentovati rezultate Miščenka i Fomenka. Zatim ćemo definisati polu-Fredholm operator na standardnom modulu i prezentovati rezultate iz rada "Semi Fredholm theory on Hilbert C*-modules".



PETAK, 21.02.2020. u 12:00, Sala 301f, MI SANU, Kneza Mihaila 36
Dragana Radojičić, Tehnički univerzitet u Beču, Austrija
ON A BINOMIAL LIMIT ORDER BOOK MODEL
We introduce a Limit Order Book (LOB) model in discrete time and space, driven by a simple symmetric random walk. We study a basic but non-trivial model of the limit order book where orders get placed with a fixed displacement from the mid-price and get executed whenever the mid-price reaches their level. We define the key quantity, avalanche length, as an avalanche period of trade executions, but allow a small window of size at most epsilon > 0 without any execution event. Moreover, we are interested in modeling other interesting quantities, e.g. Order Cancellations. This is the joint work with Professor Friedrich Hubalek and Professor Thorsten Rheinländer.

Predavanja su namenjena širokom krugu slušalaca. Održavaju se petkom sa početkom u 12:00 sati u sali 301f na trećem spratu zgrade Matematičkog instituta SANU, Knez Mihailova 36.

Đorđe Baralić
Rukovodilac seminara
Luka Milićević
Sekretar seminara