Games and Decisions in Reliability and Risk Workshop: May 16-20, 2016

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 games@samsi.info


Schedule and Supporting Media

Speakers Titles/Abstracts

Abstracts and Speaker Bios

Contributed Talks/Posters

Participants

Monday, May 16, 2016
at SAMSI

Time Description Speaker Slides Videos
8:30-8:45 Registration
8:45-9:00 Opening Remarks Sujit Ghosh, SAMSI
Fabrizio Ruggeri, CNR-IMATI
Refik Soyer, George Washington University
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
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
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
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
Kaoru Irie, Duke University 

Conquering Big Data in Volatility Inference and Risk Management
Jian Zou, Worcester Polytechnic Institute

Multiple Decision Making
Edsel Pena, University of South Carolina

To Better Manage Risks in New Product Development Portfolio Selection — Be Risk Neutral
Janne Kettunen, George Washington University

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.
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
Hiba Baroud, Vanderbilt University

Augmented Probability Simulation based Stochastic Programming
Tahir Ekin, Texas State University-San Marcos

Risk Management and Game Theory: a case study on cybersecurity
Jesus Palomo, Rey Juan Carlos University

Role of Risk Aversion in Climate Change Assessment
Mark Borsuk, Dartmouth College

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