In modern financial markets, one of the key concerns of large market participants is how to trade in significant size without creating an adverse effect on price. Solutions have included technical ...

Develops and analyzes approximate methods of solving the Bayesian inverse problem for high-dimensional dynamical systems. After briefly reviewing mathematical foundations in probability and statistics ...

Karen Uhlenbeck, whose seminal work helped launch an entire field of mathematics, was awarded the Abel Prize today in an announcement made from Oslo. The prize, created by the Norwegian Academy of ...