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    Vijay Mookerjee

    美国德克萨斯大学达拉斯分校讲席教授

     

    美国德克萨斯大学达拉斯分校讲席教授Vijay Mookerjee:连续随机结构模型及其应用 
    【主讲】美国德克萨斯大学达拉斯分校讲席教授Vijay Mookerjee
    【题目】连续随机结构模型及其应用 
    【时间】2017年12月4日 (周一)13:30-15:00
    【地点】清华经管学院 伟伦楼401
    【语言】英文 
    【主办】管理科学与工程系
    Prof. Vijay S. Mookerjee is the Charles and Nancy Davidson Chair in Information Systems at the Naveen Jindal School of Management, UT Dallas. His current research interests include social networks, optimal software development methodologies, storage and cache management, content delivery systems, and the economic design of expert systems and machine learning systems. He serves (or has served)on the editorial board of several premium journals such as Management Science, and was a senior editor of Information Systems Research. In 2011, he was named a distinguished fellow of the Information Systems Society of INFORMS.
    【摘要】This tutorial is intended for PhD students and interested faculty. We will discuss econometric techniques for the estimation of the parameters of continuous time stochastic processes. Next, we will introduce a “controlled” stochastic process and discuss the impact of the control on the structural estimation of its parameters. Our focus will be on continuous models, using Stochastic Differential Equations (SDEs). Some applications in the Information Systems area will be provided.
     
    Vijay Mookerjee, Charles and Nancy Davidson Chair Professor, University of Texas at Dallas:Continuous Stochastic Structural Models with Applications: A Tutorial
    【Speaker】Vijay Mookerjee, Charles and Nancy Davidson Chair Professor, University of Texas at Dallas
    【Title】Continuous Stochastic Structural Models with Applications: A Tutorial
    【Time】Dec 4,Monday, 13:30-15:00
    【Venue】Room 401, Weilun Building, Tsinghua SEM 
    【Language 】English
    【Organizer】Department of Management Science and Engineering
    友情链接: 中华人民共和国教育部 |  高校社科网  |  清华大学  |  清华经管学院 |  IEEE SMC 北京支部 |  信息系统协会中国分会 |  信息系统学报
    通信地址:清华大学经济管理学院伟伦楼447(100084)  电子邮箱: rccm@mail.tsinghua.edu.cn  联系电话:010-62771663  传真:010-62784555
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