Plenary session Sebastián Ceria Optimization Models for Equity Portfolio Management
Special round table Sebastian Ceria and Oliver Frankel Lessons learned from the Financial Crisis of 2008: A quant perspective.
Abstract: The financial crisis has put the spotlight on quantitative models for managing risk. In this roundtable we will discuss the strengths and weaknesses of current quantitative approaches to managing risk, how they fared during the crisis, and what are the lessons we learned from their performance in 2008.
Engineering applications Chairperson: J.Herskovits
Special Session:
Stochastic Control and Mathematical Finance
Organized by A. Palczewski and L. Stettner
Chairperson: A. Palczewski Part II
Biological and medical applications Part II Chairperson: V.Becher
A. Canelas, J. R. Roche, and J.Herskovits: “Inductor design in electromagnetic casting”.
J. C. de los Reyes and S.González: “Numerical simulation of two-dimensional Bingham fluid flor by semismooth Newton methods”.
L. Héctor Juárez V., Ciro F. Flores R. and Marco A. Nuñez P.: “Constrained optimization for the reconstruction of wind fields in Meteorology”.
J. Herskovits and J. M. Aroztegui “Large scale PDE-constrained optimization”
O.Frankel: “Dynamic Correlation and Emergent Factors: their Detection and Governance in Finance”.
D.Oron, G. Steiner and V.G. Timkovsky: “Discrete Optimization Model of Margining Investment Portfolios in Batches”.
D. Duncan and R. Coifman : “The Detection of Anomalies in EEG Data Using Diffusion Geometry”
L. Stettner: “Impulse control methods in portfolio analysis of Levy noise asset prices models with obligatory diversification”.
J.Clairambault, V. Flores, B. Perthame, M.Rapacioli, E. Rofman and R.Verdes: “A system of transport and diffusion PDE for modeling the spatial organization of cell proliferation in the developing central nervous system”.
V.Becher, A. Deymonnaz and P. Heiber: “A new efficient algorithm to find all DNA repeats with exact matching”.
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