Recap: CoCalc Takes Philadelphia by Storm at SIAM Financial Engineering and Mathematics 2023 conference.
Greetings from Philly folks! We at CoCalc, are thrilled to take you on a retrospective journey through a few exciting days that we spent at the Society of Industrial and Applied Mathematics (SIAM) conference on Financial Engineering and Mathematics held in the City of Brotherly Love.
Renowned stalwarts from the field of finance and mathematics congregated at the conference, sparking enlightening discussions, knowledge exchange and collaborative opportunities. Among the numerous extraordinary talks, several major ones deserve to be highlighted.
American Student Loans: Samuel Cohen from the University of Oxford started off the conference with a talk about the US student loans, outlining the unique features and repayment strategies. Highlighting the benefits of income-driven schemes and simple accrued interest, his talk was particularly beneficial for borrowers with large balances.
Sequential Statistics by Trading (E-processes and Coordinated Traders): Martin Larsson from Carnegie Mellon University, USA intrigued us with his insightful talk on the interlinks between sequential statistics, financial mathematics and E-processes.
Unwinding Stochastic Order Flow in a Central Risk Book: Marcel Nutz from Columbia University spoke about the optimal execution problem for the Central Risk Book, a trading unit used in many large financial institutions.
Functional Expansions and Path Dependent Options: Bruno Dupire from Bloomberg LP, gave a thrilling talk on functional Taylor expansions that can be applied on intrinsic value of path dependent options, leading to the Intrinsic Expansion of a function.
Optimal Bubble Riding in a Large Population: Ludo Tangpi from Princeton University captivated audiences with a game-theoretic presentation on optimal liquidation in an asset bubble.
Society of Industrial and Applied Mathematics
May 31st – June 3rd, 2023
The conference also hosted a spirited panel discussion titled “The Next Decade of Quantitative Finance – Likely Challenges and Directions” that offered diverse insights on the future of financial industry.
The last day of the conference witnessed enlightening talks on Actuarial Modeling of Cyber Risk by Caroline Hillairet from ENSAE-Paris, and Green Monetary Policy by Matheus Grasselli from McMaster University. These made the audience contemplate about the future ramifications in their respective fields.
Overall, the conference was a grand success and CoCalc is proud to have been part of it. Our sincere thanks to all speakers for their insights and engaging talks. These events play a crucial role in keeping us abreast with the advance of science and innovation within our community. It provides us the opportunity to connect, collaborate and innovatively use our platform to contribute towards the advancement of applied mathematics and computational science.
Our heartfelt thanks to SIAM, you hosted an exceptional event!
Going forward, CoCalc looks forward to being an integral part of similar inspiring conferences. We are constantly exploring the prospects of how our platform can push the frontiers of knowledge and enrich the global mathematical and computational communities.
Stay tuned for more updates on our exploration through the realms of mathematics, computation and collaboration. Until then, Keep Calculating!
Remember, whether you’re working on research, teaching a class, or exploring mathematics for fun, CoCalc has you covered! Sign up for a free account and start collaborating today.