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Events for March 5, 2021

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10:00 am

Mathematics Colloquium | Aditi Dandapani

March 5 @ 10:00 am - 11:00 am
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Title:      From Quadratic Hawkes Processes to Super Heston Rough Volatility Abstract: Using microscopic price models based on Hawkes processes, it has been shown that under some no-arbitrage conditions, the high degree of endogeneity of markets together with the phenomenon of metaorders splitting generates rough Heston-type volatility at the macroscopic scale. One additional important feature of … Continue reading Mathematics Colloquium | Aditi Dandapani

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7:30 pm

Alasya Kanya- a dance performance by Manishikha Baul

March 5 @ 7:30 pm - 8:30 pm

  ‘Alasya Kanya’ is an approximately 27 minutes long piece with no soundtrack. The performer plays with the Odissi motif of 'Alasya' posture and everyday body movements to critique/question the idea of 'women and laze'. How has 'Alasya' traditionally been defined on women's body? Who carries this gaze? As an urban city dweller, one often … Continue reading Alasya Kanya- a dance performance by Manishikha Baul

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