{"id":60,"date":"2021-02-23T10:48:53","date_gmt":"2021-02-23T15:48:53","guid":{"rendered":"http:\/\/pages.charlotte.edu\/jpbishwa\/?page_id=60"},"modified":"2021-03-19T09:30:12","modified_gmt":"2021-03-19T13:30:12","slug":"colloquia","status":"publish","type":"page","link":"https:\/\/pages.charlotte.edu\/jpbishwa\/colloquia\/","title":{"rendered":"Colloquia"},"content":{"rendered":"\n<div class=\"wp-block-image\"><figure class=\"alignright size-large is-resized\"><a href=\"http:\/\/pages.charlotte.edu\/jpbishwa\/wp-content\/uploads\/sites\/1282\/2021\/03\/JB-211-scaled.jpg\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/pages.charlotte.edu\/jpbishwa\/wp-content\/uploads\/sites\/1282\/2021\/03\/JB-211-768x1024.jpg\" alt=\"\" class=\"wp-image-247\" width=\"389\" height=\"522\" \/><\/a><\/figure><\/div>\n\n\n\n<h3 class=\"wp-block-heading\">Conferences, Meetings and Workshops<br><br>Participation, Presentation and Organization<\/h3>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\">Conferences, Meetings &amp; Workshops Participation<\/h3>\n\n\n\n<ul class=\"wp-block-list\"><li><a href=\"https:\/\/www.richmondfed.org\/\">Finance Seminar at Federal Reserve Bank of Richmond<br><\/a>held at Charlotte, NC in October 2016.<\/li><li><a href=\"http:\/\/www.cvent.com\/events\/9th-world-congress-of-the-bachelier-finance-society\/event-summary-e03d79a2ef3b4af3a906bfbf8cbd94e4.aspx?tw=03-05-35-89-8E-B7-43-00-97-3A-1E-45-6D-AC-7B-5Fy-research\/academic-departments\/finance\/news-events\/bachelier-world-congress\">9th World Congress of the Bachelier Finance Society (BFS)<br><\/a>held at New York, NY in July 2016.<\/li><li><a href=\"http:\/\/hfsl.stevens.edu\/hff_conference\/\">6th Annual High Frequency Finance and Data Analytics<\/a><br>held at Hoboken, NJ in October 2015.<\/li><li><a href=\"http:\/\/mooreschool.sc.edu\/\">2015 Fixed Income Conference<\/a><br>&nbsp;held at Charlotte, NC in April 2015.<\/li><li><a href=\"http:\/\/www.siam.org\/meetings\/fm14\/\">SIAM Conference on Financial Math &amp; Engineering (FM14)<\/a>&nbsp;<br>held at Chicago, IL in November 2014.<\/li><li><a href=\"http:\/\/intindstat.org\/\">International Indian Statistical Association (IISA) Conference<\/a>&nbsp; <br>held at Riverside, CA in July 2014.<\/li><li><a href=\"http:\/\/math.colorado.edu\/spa2013\/\">36th Conference on Stochastic Processes and their<\/a> <a href=\"http:\/\/math.colorado.edu\/spa2013\/\">Applications (SPA)<\/a>&nbsp;<br>held at Boulder, CO in July 2013.<\/li><li><a href=\"http:\/\/www.siam.org\/meetings\/ls12\/index.php\">SIAM Conference on Life Sciences (LS12)<\/a><br>held at San Diego, CA in August 2012.<\/li><li><a href=\"http:\/\/intindstat.org\/\">International Indian Statistical Association (IISA) Conference<\/a>&nbsp;<br>held at Raleigh, NC in May 2011.<\/li><li><a href=\"http:\/\/www.siam.org\/\">SIAM Southeastern Atlantic Section Meeting<\/a> <a href=\"http:\/\/www.siam.org\/\">(SIAM-SEAS 2011)<\/a>&nbsp;<br>held at Charlotte, NC in March 2011.<\/li><li><a href=\"http:\/\/www.amstat.org\/\">Joint Statistical Meeting (JSM)<\/a><br>held at Washington, DC in August 2009.<\/li><li><a href=\"http:\/\/www.siam.org\/meetings\/fm08\/\">SIAM Conference on Financial Math &amp; Engineering<\/a> <a href=\"http:\/\/www.siam.org\/meetings\/fm08\/\">(FM08)<\/a><br>held at New Brunswick, NJ in November 2008.<\/li><li><a href=\"http:\/\/intindstat.org\/\">International Indian Statistical Association (IISA) Conference<\/a>&nbsp;<br>held at Storrs, CT in May 2008.<\/li><li><a href=\"http:\/\/www.midwestfinance.org\/\">Midwest Finance Association (MFA) Conference<\/a> <br>held at San Antonio, TX in February 2008.<\/li><li><a href=\"http:\/\/www.samsi.info\/\">Workshop on Sequential Monte Carlo Methods (SMC)<\/a> <br>held at Research Triangle Park, NC in August 2007.<\/li><li><a href=\"http:\/\/www.orfe.princeton.edu\/\">Seminar on Stochastic Process (SSP)<\/a> <br>held at Princeton, NJ in May 2007.<\/li><li><a href=\"http:\/\/www.amstat.org\/\">Joint Statistical Meeting (JSM)<\/a> <br>held at Seattle, WA in August 2006.<\/li><li><a href=\"http:\/\/sbm.temple.edu\/conferences\/smf\/2006\/\">Statistical Modeling in Finance<\/a> <br>held at Temple University, Philadelphia, PA in March 2006.<\/li><li><a href=\"http:\/\/www.pstat.ucsb.edu\/projects\/spa05\/\">30th Conference on Stochastic Processes and their Applications (SPA)<\/a>&nbsp;<br>held at Santa Barbara, CA in June 2005.<\/li><li><a href=\"http:\/\/www.samsi.info\/\">Workshop on Financial Mathematics and Econometrics<\/a> <a href=\"http:\/\/www.samsi.info\/\">(FME)<\/a>&nbsp;<br>held at Research Triangle Park, NC in September 2005.<\/li><li><a href=\"http:\/\/www.aeaweb.org\/\">Annual Meeting of American Economic Association (AEA)<\/a> &amp;&nbsp;<a href=\"http:\/\/www.afajof.org\/view\/index.html\">American Finance Association (AFA)<\/a> <br>held at Philadelphia, PA in January 2005.<\/li><li><a href=\"http:\/\/www.bachelierfinance.org\/\">3rd World Congress of the Bachelier Finance Society<\/a> <a href=\"http:\/\/www.bachelierfinance.org\/\">(BFS)<\/a>&nbsp;<br>held at Chicago, IL in July 2004.<\/li><li><a href=\"https:\/\/www.informs.org\/\">Annual Meeting of INFORMS<\/a>&nbsp;<br>held at Denver, CO in October 2004.<\/li><li><a href=\"http:\/\/www.aeaweb.org\/\">Annual Meeting of American Economic Association (AEA)<\/a> &amp;&nbsp;<a href=\"http:\/\/www.afajof.org\/view\/index.html\">American Finance Association (AFA)<\/a> <br>held at San Diego, CA in January 2004.<\/li><li><a href=\"http:\/\/www.amstat.org\/\">Joint Statistical Meeting (JSM)<\/a> <br>held at San Francisco, CA in August 2003.<\/li><\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">Presentations<\/h3>\n\n\n\n<ul class=\"wp-block-list\"><li>Invited talk&nbsp;<strong>Limit theorems for Cox-Ingersoll-Ross model driven by stable processes<\/strong>&nbsp;at &nbsp;<a href=\"http:\/\/www.math.uncc.edu\/\">Probability and Math Finance Colloquium, UNC-Charlotte<\/a> in February 2015. <\/li><li>&nbsp;Invited talk&nbsp;<strong>Stock price modeling by geometric Ornstein-Uhlenbeck process&nbsp;in an Ornstein-Uhlenbeck random medium<\/strong> at &nbsp;<a href=\"http:\/\/www.math.uncc.edu\/\">Probability and Math Finance Colloquium, UNC-Charlotte<\/a> in October 2014.<\/li><li>Invited talk&nbsp;&nbsp;<strong>Signal parameter estimation in stochastic differential equation model of neuron<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/www.intindstat.org\/conference2014\">IISA Conference&nbsp;<\/a>&nbsp; in Riverside, CA in July 2014.<\/li><li>Invited talk&nbsp;&nbsp;<strong>Optimal pricing of real options in fractional Brownian firms<\/strong> at&nbsp;<a href=\"http:\/\/www.intindstat.org\/conference2014\">IISA Conference&nbsp;<\/a>&nbsp; in Riverside, CA in July 2014.<\/li><li>Invited talk&nbsp;<strong>Analysis of the Cox-Ingersoll-Ross Interest Rate model &#8211; Part II<\/strong>&nbsp;at &nbsp;<a href=\"http:\/\/www.math.uncc.edu\/\">Probability and Math Finance Colloquium, UNC-Charlotte<\/a> in April 2013.<\/li><li>Invited talk&nbsp;<strong>Analysis of the Cox-Ingersoll-Ross Interest Rate model &#8211; Part I<\/strong> <a href=\"http:\/\/www.math.uncc.edu\/\">Probability and Math Finance Colloquium, UNC-Charlotte<\/a> in April 2013.<\/li><li>Invited talk&nbsp;&nbsp;<strong>Parameter estimation in subdiffusion model with proteins for nanoscale biophysics<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/www.siam.org\/meetings\/ls12\/index.php\">SIAM Conference on Life Sciences<\/a> in San Diego in August 2012.<\/li><li>Invited talk&nbsp;<strong>Parameter estimation in stochastic volatility models with jumps and long memory<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/www.stat.colostate.edu\/\">Statistics Seminar, Colorado State University<\/a> in March 2010.<\/li><li>Topic contributed talk&nbsp;<strong>Particle filter for partially observed SPDE with fractional Levy-Ornstein-Uhlenbeck stochastic volatility<\/strong> at&nbsp;<a href=\"http:\/\/www.amstat.org\/meetings\/jsm\/2009\/onlineprogram\/index.cfm?fuseaction=activity_details&amp;activityid=462&amp;sessionid=204583\">Joint Statistical Meeting (JSM), Washington DC<\/a>&nbsp;in August 2009.<\/li><li>Invited talk&nbsp;<strong>Fractional Levy Ornstein-Uhlenbeck stochastic volatility models<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/www.math.ncsu.edu\/\">Math Finance and Probability Seminar, NCSU<\/a> in December 2008.<\/li><li>Invited talk&nbsp;<strong>Stochastic quadratures and financial applications<\/strong> at&nbsp;<a href=\"http:\/\/www.samsi.info\/\">SAMSI Undergraduate Workshop<\/a>&nbsp;held at Research Triangle Park, NC in November 2008.<\/li><li>Invited talk&nbsp;<strong>Bernstein-von Mises Theorem for stochastic partial differential equations<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/www.stat.ncsu.edu\/\">Bayesian Statistics Seminar, NCSU<\/a> in October 2008.<\/li><li>Invited talk&nbsp;<strong>Unbiased estimator of likelihood, Poisson estimator and exact sampling of diffusions<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/www.samsi.info\/\">SAMSI<\/a>&nbsp;in October 2008.<\/li><li>Invited talk&nbsp;<strong>Milstein approximation of posterior density for diffusions<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/www.samsi.info\/\">SAMSI<\/a>&nbsp;in October 2008.<\/li><li>Invited talk&nbsp;<strong>Fractional Levy Ornstein-Uhlenbeck stochastic volatility models<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/math.arizona.edu\/\">Statistics Seminar, University of Arizona, AZ<\/a> in October 2008.<\/li><li>Invited talk&nbsp;<strong>Fractional Levy Ornstein-Uhlenbeck stochastic volatility models<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/intindstat.org\/\">IISA Conference<\/a>&nbsp;held at Storrs, CT in May 2008.<\/li><li>Contributed talk&nbsp;<strong>Valuing real options under persistent shocks<\/strong> at&nbsp;<a href=\"https:\/\/www.midwestfinance.org\/\">Midwest Finance Association (MFA) Conference<\/a> held at San Antonio, TX in February 2008.<\/li><li>Invited talk&nbsp;&nbsp; <strong>Financial Extremes<\/strong>&nbsp;at &nbsp;&nbsp;<a href=\"http:\/\/www.samsi.info\/\">Risk Program, SAMSI<\/a> Research Triangle Park, NC in October 2007.<\/li><li>Invited talk&nbsp;<strong>Fractional stochastic calculus in real options valuation<\/strong> at <a href=\"http:\/\/www.math.uncc.edu\/\">Probability and Math Finance Colloquium, UNC-Charlotte, NC<\/a>  in October 2005.<\/li><li>Contributed talk&nbsp;&nbsp;<strong>Stochastic integration and truncated Hausdorff moment problem&nbsp;at the&nbsp;&nbsp;30th Conference on Stochastic Processes<br>and their Applications <\/strong>held at UC Santa Barbara, CA in June 2005.<\/li><li>Contributed talk&nbsp;&nbsp; <strong>The value of waiting to invest under persistent shocks<\/strong>&nbsp;at the&nbsp;&nbsp;<a href=\"http:\/\/www.pstat.ucsb.edu\/projects\/spa05\/\">30th Conference on Stochastic Processes and their Applications <\/a>held at UC Santa Barbara, CA in June 2005.<\/li><li>Invited talk&nbsp;&nbsp;<strong>Valuing real options in fractional market<\/strong>&nbsp;at&nbsp;<a href=\"http:\/\/www.math.uci.edu\/\">Probability Colloquium, UC Irvine, CA&nbsp;<\/a>&nbsp; in May 2005.<\/li><li>Invited talk&nbsp;&nbsp; <strong>Stratonovich Stochastic Calculus: Approximations, Estimation, Pricing and Hedging of Ito Diffusions<\/strong> at <a href=\"http:\/\/www.math.uncc.edu\/\">Probability and Math Finance Colloquium, UNC-Charlotte, NC<\/a> in April 2005.<\/li><li>Invited talk&nbsp; Approximate Bayesian Inference in Derivative Pricing at Statistics Colloquium, UC Riverside, CA&nbsp;&nbsp;in February 2005.<\/li><li>Invited talk&nbsp;&nbsp; Bayesian Pricing at &nbsp;&nbsp;Mathematics Colloquium, DePaul University, Chicago, IL in February 2005.<\/li><li>Invited talk&nbsp;&nbsp; Bayesian Pricing at Robinson College of Business, Georgia State University, GA in January 2005.<\/li><li>Invited talk&nbsp; Bayesian Pricing&nbsp;at&nbsp;Mathematics Colloquium, University of Kansas, KS in January 2005.<\/li><li>Contributed talk&nbsp;&nbsp; Fractional Heath-Jarrow-Morton model at Bachelier Third World Congress 2004&nbsp;&nbsp; held at Chicago, IL at in July 2004.<\/li><li>Invited talk&nbsp;&nbsp;The Fisk-Stratonovich-Yor scheme: estimation and hedging in Ito diffusions&nbsp;at &nbsp;Mathematics Colloquium, Howard University, DC&nbsp;&nbsp;in April 2004.<\/li><li>Invited talk&nbsp;&nbsp;The Fisk-Stratonovich-Yor scheme: estimation and hedging in Ito diffusions&nbsp;at &nbsp;&nbsp;Probability Colloquium, UC Irvine, CA in February 2004.<\/li><li>Invited talk&nbsp;The Fisk-Stratonovich-Yor scheme: estimation and hedging in Ito diffusions&nbsp;at Mathematics Colloquium, University Wisconsin, Milwaukee, WI in December 2003.<\/li><li>Invited talk (jointly with Chris Hennessy)&nbsp;&nbsp; The value of waiting to<strong> invest under persistent shocks<\/strong>&nbsp;at <a href=\"http:\/\/www.haas.berkeley.edu\/\">Finance Seminar, Haas School of Business, UC Berkeley, CA<\/a> in September 2003. &nbsp;<\/li><li>Invited talk&nbsp; <strong>The Fisk-Stratonovich-Yor scheme and estimation of Ito&#8217;s MLE<\/strong>&nbsp;&nbsp;at&nbsp;<a href=\"http:\/\/www.pstat.ucsb.edu\/\">Probability Colloquium, UC Santa Barbara, CA<\/a> in January 2003. &nbsp;<\/li><li>Invited talk&nbsp;&nbsp;<strong>Maximum likelihood estimation for fractional diffusions<\/strong> at&nbsp;<a href=\"http:\/\/www.gwu.edu\/~stat\/\">Statistics Colloquium, George Washington University, DC<\/a> in March 2002. &nbsp;<\/li><li>Invited talk&nbsp;&nbsp; <strong>Higher order approximate likelihood based asymptotics for discretetely observed nonlinear diffusions<\/strong> at&nbsp;<a href=\"http:\/\/www.stat.yale.edu\/\">Statistics Colloquium, Yale University, CT<\/a>&nbsp; in April 2001.<\/li><li>Invited talk&nbsp;&nbsp; <strong>Higher order approximate likelihood based asymptotics for discretetely observed nonlinear diffusions<\/strong> at &nbsp;<a href=\"http:\/\/www.semo.edu\/\">Southeast Missouri State University, MO<\/a>&nbsp;in March 2001.<\/li><li>Invited talk&nbsp;&nbsp; <strong>Higher order approximate likelihood based asymptotics for discretetely observed nonlinear diffusions<\/strong> at <a href=\"http:\/\/www.olin.wustl.edu\/\">Olin School of Business, Washington University, MO<\/a>&nbsp;in February 2001.<\/li><li>Invited talk&nbsp;&nbsp; <strong>Higher order approximate likelihood based asymptotics for discretetely observed nonlinear diffusions<\/strong> at <a href=\"https:\/\/www.kettering.edu\/academics\/departments\/mathematics\">Mathematics Colloquium, Kettering University, MI<\/a>&nbsp;in January 2001.<\/li><li>Invited talk&nbsp;&nbsp; <strong>Bernstein- von Mises theorem and Bayes estimation for parabolic SPDEs<\/strong>&nbsp;at&nbsp;&nbsp;<a href=\"http:\/\/www.math.ku.dk\/~michael\/spde2001\/\">Workshop on SPDEs, Copenhagen, Denmark<\/a> in January 2001.<\/li><li>Invited talk&nbsp;&nbsp;<strong>Maximum likelihood estimation of fractional diffusions<\/strong> at <a href=\"http:\/\/www.econ.princeton.edu\/\">Econometrics Seminar, Princeton University, NJ<\/a>&nbsp; in November 2000.<\/li><li>Invited talk&nbsp;&nbsp; <strong>Asymptotics for discretely observed diffusions based on approximate likelihoods<\/strong> at&nbsp;<a href=\"http:\/\/www.math.ku.dk\/\">Statistics Seminar, University of Copenhagen<\/a>&nbsp;<a href=\"http:\/\/www.maphysto.dk\/oldpages\/events\/past2000.html\">Talk&nbsp;<\/a>in May 2000.<\/li><li>Invited talk&nbsp;&nbsp; <strong>Fractional stochastic calculus and maximum likelihood estimation in stochastic differential equations driven by fractional Brownian motion<\/strong> at <a href=\"http:\/\/www.statslab.cam.ac.uk\/Seminars\/\">Probability Seminar, University of Cambridge, England<\/a> in March 2000.<\/li><li>Contributed talk&nbsp;&nbsp; <strong>Parameter estimation in discretely observed diffusion processes <\/strong>at <a href=\"http:\/\/www.isical.ac.in\/\">Bernoulli Society Conference, Indian Statistical Institute, Calcutta<\/a> in January 1998.<\/li><\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">Conference\/Session Organization<\/h3>\n\n\n\n<ul class=\"wp-block-list\"><li>Chaired an Invited Session on Optimal Pricing in\u00a0<a href=\"http:\/\/www.intindstat.org\/\">IISA 2014 Conference<\/a>\u00a0held at Riverside, CA in July 2014.<\/li><li>Organizer of the weekly meetings of the <a href=\"http:\/\/www.samsi.info\/programs\/2008-09-program-sequential-monte-carlo-methods\">SMC Program &#8211; Continuous Time Modeling Working Group<\/a> held at SAMSI, Research Triangle Park, NC in Fall 2008.<\/li><li>Organized and Chaired an Invited Session on Financial Statistics in\u00a0<a href=\"http:\/\/merlot.stat.uconn.edu\/~nitis\/IISA2008\/index.htm\">IISA 2008 Conference<\/a>\u00a0held at Storrs in May 2008.<\/li><li>Chair of the Session on Excess Returns, Risk Aversion &amp; Volatility\u00a0in\u00a0<a href=\"http:\/\/www.mfa-2008.com\/\">Midwest Finance Association (MFA) Conference<\/a> held at San Antonio in February 2008.<\/li><li><a href=\"http:\/\/isi.cbs.nl\/BNews\/05a\/bn_3.html\">Local organizer<\/a>\u00a0of\u00a0<a href=\"http:\/\/www.pstat.ucsb.edu\/projects\/spa05\/\">30th Conference on Stochastic Processes and their Applications<\/a>\u00a0held at Santa Barbara in June 2005.<\/li><li><a href=\"https:\/\/informs.emeetingsonline.com\/emeetings\/formbuilder\/clustersessiondtl.asp?csnno=2491&amp;mmnno=132&amp;ppnno=8491\">Organized and Chaired an Invited Session on Financial Engineering\u00a0<\/a>in\u00a0<a href=\"http:\/\/www.informs.org\/Conf\/Denver2004\/\">INFORMS 2004\u00a0<\/a>\u00a0 held at Denver, CO in October 2004.<\/li><li><a href=\"http:\/\/www.bachelierfinance.org\/\">Invited Chair of a Session on Interest Rate Modeling<\/a>\u00a0in <a href=\"http:\/\/www.bachelierfinance.org\/\">Third World Congress of the Bachelier Finance Society (BFS)<\/a> held at Chicago in July 2004.<\/li><\/ul>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Conferences, Meetings and Workshops Participation, Presentation and Organization Conferences, Meetings &amp; Workshops Participation Finance Seminar at Federal Reserve Bank of Richmondheld at Charlotte, NC in October 2016. 9th World Congress of the Bachelier Finance Society (BFS)held at New York, NY in July 2016. 6th Annual High Frequency Finance and Data Analyticsheld at Hoboken, NJ in [&hellip;]<\/p>\n","protected":false},"author":13,"featured_media":0,"parent":0,"menu_order":50,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-60","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/pages\/60","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/users\/13"}],"replies":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/comments?post=60"}],"version-history":[{"count":38,"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/pages\/60\/revisions"}],"predecessor-version":[{"id":257,"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/pages\/60\/revisions\/257"}],"wp:attachment":[{"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/media?parent=60"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}