Registration for this workshop is currently closed.
Location
This workshop will be held at SAMSI in RTP.
Description
The objective of the workshop is to present novel use of game and decision theory in reliability and risk analysis and to bring together researchers from diverse disciplines such as economics, engineering, finance, mathematics, medical sciences, probability and statistics who find themselves working with, and contributing to, this theme. The workshop at SAMSI aims also to check the feasibility of a deeper interaction, possibly through a SAMSI program, among statisticians, mathematicians, decision analysts, game theorists and researchers from the areas mentioned earlier.
Questions: email [email protected]
Schedule and Supporting Media
Monday, May 16, 2016
at SAMSI
Time | Description | Speaker | Slides | Videos |
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8:30-8:45 | Registration | |||
8:45-9:00 | Opening Remarks | Sujit Ghosh, SAMSI Fabrizio Ruggeri, CNR-IMATI Refik Soyer, George Washington University |
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9:00-11:00 | Decision Analysis Introduction | Johan van Dorp, George Washington University | ||
11:00-11:30 | Break | |||
11:30-12:30 | Tutorial on Reliability I | Fabrizio Ruggeri, CNR-IMATI, Italy | ||
12:30-1:30 | Lunch | |||
1:30-2:30 | Tutorial on Reliability II | Fabrizio Ruggeri, CNR-IMATI, Italy | ||
2:30-3:00 | Break | |||
3:00-5:00 | Introduction to Game Theory | David Rios Insua, ICMAT-CSIC, Spain | ||
5:00 | Shuttle to Hotel |
Tuesday, May 17, 2016
at SAMSI
Time | Description | Speaker | Slides | Videos |
---|---|---|---|---|
9:00-10:00 | Decision Analysis in Reliability | Refik Soyer, George Washington University | ||
10:00-10:30 | Break | |||
10:30-12:30 | Adversarial Risk Analysis (ARA Auctions) | David Banks, Duke University | ||
12:30-1:30 | Lunch | |||
1:30-3:00 | Risk in Engineering, Finance, Health, and Environmental Sciences | Thomas Mazzuchi, George Washington University Jason Merrick, Virginia Commonwealth University |
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3:00-3:30 | Break | |||
3:30-5:00 | Risk in Engineering, Finance, Health, and Environmental Sciences (Continued) | Thomas Mazzuchi, George Washington University Jason Merrick, Virginia Commonwealth University |
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5:00 | Shuttle to Hotel |
Wednesday, May 18, 2016
at SAMSI
Time | Description | Speaker | Slides | Videos | |
---|---|---|---|---|---|
8:45-9:00 | Introduction | Sujit Ghosh, SAMSI Fabrizio Ruggeri, CNR-IMATI Refik Soyer, George Washington University |
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Session Chair: | Refik Soyer, George Washington University | ||||
9:00-9:30 | Deep Learning in Finance | Nicholas Polson, University of Chicago | |||
9:30-10:00 | Semi-parametric Modeling of Inter-Event Durations in High-Frequency Financial Transactions Data | Nalini Ravishanker, University of Connecticut | |||
10:00-10:30 | Portfolio Decisions and Dynamic Bayesian Forecasting Models for Portfolio Risk Characterization | Mike West, Duke University | |||
10:30-11:00 | Break | ||||
11:00-12:20 | Contributed Talks Chair: David Banks, Duke University A Statistical Approach to Sequential Portfolio Optimization with Multi-step Forecasting Conquering Big Data in Volatility Inference and Risk Management Multiple Decision Making To Better Manage Risks in New Product Development Portfolio Selection — Be Risk Neutral |
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12:20-12:30 | Group Photo | ||||
12:30-2:00 | Lunch | ||||
Session Chair: | Johan van Dorp, GWU | ||||
2:00-2:30 | Bayesian Joint Longitudinal-Discrete Time Competing Risks Survival Model: Evaluating biopsy protocols in an Active-Surveillance Study | Lurdes Inoue, University of Washington | |||
2:30-3:00 | A Generalized Statistical Control Chart for Dispersed Count Data | Kimberly Sellers, Georgetown University | |||
3:00-3:30 | Risk Aversion, Information Acquisition, and Technology Adoption | Canan Ulu, Georgetown University | |||
3:30-4:00 | Break and Poster Set-up SAMSI will provide poster presentation boards and tape. The board dimensions are 4 ft. wide by 3 ft. high. They are tri-fold with each side being 1 ft. wide and the center 2 ft. wide. Please make sure your poster fits the board. The boards can accommodate up to 16 pages of paper measuring 8.5 inches by 11 inches. |
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4:00-5:00 | Group Activity: Games and Decisions in Reliability | Led by: Ruggeri and Soyer | |||
5:00-5:30 | Lightening Talks by Poster Presenters (4-5 min each) | ||||
5:30-7:00 | Poster Session and Reception | ||||
7:00 | Shuttle to Hotel |
Thursday, May 19, 2016
at SAMSI
Time | Description | Speaker | Slides | Videos | |
---|---|---|---|---|---|
Session Chair: | Edsel Pena, University of South Carolina | ||||
9:00-9:30 | Incomplete Information Protection Games | Melike Baykal-Gürsoy, Rutgers University | |||
9:30-10:00 | Adversarial Scenarios in Safety and Security | Aparna Huzurbazar, Los Alamos National Laboratory | |||
10:00-10:30 | Validating Models of Adversary Behavior | Jun Zhuang, University at Buffalo | |||
10:30-11:00 | Break | ||||
11:00-12:30 | Contributed Talks Chair: Refik Soyer, George Washington University Quantifying Resilience-based Importance Measures using Bayesian Kernel Methods Augmented Probability Simulation based Stochastic Programming Risk Management and Game Theory: a case study on cybersecurity Role of Risk Aversion in Climate Change Assessment |
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12:30-2:00 | Lunch | ||||
Session Chair: | David Rios Insua, ICMAT-CSIC, Spain | ||||
2:00-2:30 | Elicitation of an Individual’s Risk Tolerance: Theory and some Experimental Evidence | Philippe Delquie, George Washington University | |||
2:30-3:00 | Games and Risk: A Foundational Perspective | Allison Reilly, University of Michigan | |||
3:00-3:30 | Actual Causality: A Survey | Joseph Halpern, Cornell University | |||
3:30-4:00 | Break | ||||
4:00-5:30 | Group Activity: Games and Decisions in Risk | Led by: Banks and Rios Insua | |||
5:30 | Shuttle to Hotel |
Friday, May 20, 2016
at SAMSI
Time | Description | Speaker | Slides | Videos | |
---|---|---|---|---|---|
Session Chair: | Thomas Mazzuchi, George Washington University | ||||
9:00-9:30 | Jensen-Shannon Information of the Coherent System Lifetime | Ehsan Soofi, University of Wisconsin-Milwaukee | |||
9:30-10:00 | Risk Elicitation in Complex Systems: Application to Spacecraft Re-entry | Simon Wilson, Trinity College Dublin | |||
10:00-10:30 | Decision-Making in Systems for Monitoring Reliability of Mass-Produced Items | Emmanuel Yashchin, IBM | |||
10:30-11:00 | Break | ||||
Session Chair: | Fabrizio Ruggeri, CNR-IMATI | ||||
11:00-11:30 | Risk-based Decisions based on a Class of Stochastic Volatility Models with Intractable Likelihoods | Katherine Ensor, Rice University | |||
11:30-12:00 | Risk Sensitive Inventory Management with Financial Hedging | Suleyman Özekici, Koç University | |||
12:00-12:30 | Parametric and Semi-Parametric Approaches for Credit Value Adjustment Calculation | Tao Pang, North Carolina State University | |||
12:30-1:00 | Boxed Lunch | ||||
1:00 | Adjourn and Shuttle to RDU Airport |