We consider the optimal investment problem with probability distortion (or weighting) and general non-concave utility functions (e.g. S-shape utility). This generalizes and nests some previous literature on mathematical behavior portfolio choice, in which either the probability distortion or the non-concave utility, but not both, is considered. We propose a novel relaxation method to solve it utilizing the concave envelope of the utility function and by relaxing the probability distortion effect through concavification. We establish sufficient conditions to guarantee the existence and uniqueness of the optimal solutions. We apply our method to solve some representative problems scattered in the literature in a unified fashion, and in particular to the hedge fund profit sharing problem with probability weighting.

The VAR model involves a large number of parameters so it can suffer from the curse of dimensionality for high-dimensional time series data. The reduced-rank coefficient model can alleviate the problem but the low-rank structure along the time direction for time series models has never been considered. We rearrange the parameters in the VAR model to a tensor form, and propose a multilinear low-rank VAR model via tensor decomposition that effectively exploits the temporal and cross-sectional low-rank structure. Effectiveness of the methods is demonstrated on simulated and real data.

本报告将介绍一些关于运动策略演变的偏微分方程模型，具体内容包括单个物种模型，竞争物种模型，以及连续种群模型。我们将通过数学分析和数值模拟，试图回答什么样的空间移动策略是进化稳定的。本报告的大部分内容会适合于研究生和高年级本科生。

It is a survey talk. The aim is to give an introduction to the Kahler-Ricci flow, with emphasis on the surgeries and singularity analysis. The full picture fits into the Analytic Minimal Model Program by Ricci flow which is proposed by Song-Tian.

题目：Blow-up Phenomenon of the Prescribed Q-curvature Flow on 4-manifolds报告人：张宏 副研究员（中国科技大学亚洲必赢国际437）时间：2018年10月26日（周五）下午16：00-17:00地点：致远楼101室欢迎广大师生参加

In Riemannian geometry, collapse imposes strong geometric and topological restrictions on the spaces on which it occurs. In the case of Alexandrov spaces, which generalize Riemannian manifolds with a lower sectioanl curvature bound, collapse is fairly well understood in dimension three. In this talk I will discuss the topology of sufficiently collapsed Alexandrov 3-spaces: when the space is irreducible, it is modeled on one of the eight three-dimensional dimensional Thurston geometries, excluding the hyperbolic one. This extends a result of Shioya and Yamaguchi,

Field data are an important source of reliability information for many commercial products. Because field data are often collected by the maintenance department, information on failed and returned units is well maintained. Nevertheless, information on unreturned units is generally unavailable. The unavailability leads to truncation in the lifetime data. This study proposes a data augmentation algorithm for this type of truncated field return data with returned failures available only. The algorithm is based on an idea to reveal the hidden unobserved lifetimes. Theoretical justifications of the procedure for augmenting the hidden unobserved are given. On the other hand, the algorithm is iterative in nature. Asymptotic properties of the estimators from the iterations are investigated.

In this talk, we will talk about the classification of rational vertex operator algebras. First, we will talk about the background and motivations of our results. Then we will talk about some basic results in the theory of vertex operator algebras. Finally, we will about about the classification of extensions of some important vertex operator algebras.