Meetings/Workshops on Applied Maths: Economics and Finance in the United States (USA)
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mini-conference finance — Midwest mini-conference on stochastic processes and mathematical finance
Fargo, North Dakota, United States
This one day mini-conference will focus on the most recent developments related to the stochastic processes and their applications in mathematical finance. The goal of this conference is to bring together leading researchers, as well as junior researchers who are interested in the area of stochastic process and its applications in finance. Another goal is to stimulate interest in the subject among applied mathematicians, engineering scientists and actuarialists in order to promote interdisciplinary research.
Indranil SenGupta; Phone: [701-231-9544]; Email: email@example.com
Stochastic processes, mathematical finance, economics, portfolio management, risk management.
Society of Labor Economists (SOLE) Annual Meeting 2017
05 May 2017 - 06 May 2017
The Society of Labor Economists exists for the purpose of exchanging research at its annual meeting. Beginning in 2000, SOLE affiliated with the European Association of Labor Economics (EALE) and every five years the two hold a joint meeting, alternating the hosting responsibilities. These joint meetings attract over 500 participants and feature 400 academic presentations.
ICERM Topical Workshop: Robust Methods in Probability & Finance
19 Jun 2017 - 23 Jun 2017
Providence, RI, United States
On financial markets one never observes the same data twice; market configurations are subject to change across time. This poses some specific challenges to inference, prediction, and optimal control in financial contexts. Classically, strong model assumptions are needed, while current research aims at methods which are robust with respect to model misspecification. This issue lies at the heart of the envisaged workshops, and the program of the workshops will reflect recent developments in this direction. The last decade saw a rise of robust methods in probability and finance resulting in new numerical and theoretical challenges. Interestingly, these challenges bring together methodologies from PDEs, probability, stochastic analysis, and control theory. Mathematically speaking, robustness typically translates into nonlinearity showing up as a defining feature. Examples in this direction are nonlinear expectations, nonlinear PDEs, and H-infinity optimal stochastic control. Finance has a long tradition of fruitful interactions between these areas. Numerical results often build the first step for subsequent theoretical analysis (and vice versa), thus fitting specifically into ICERM's orientation towards computational and experimental research.
ARPM Bootcamp — Advanced Risk and Portfolio Management Bootcamp
14 Aug 2017 - 19 Aug 2017
New York City, United States
This one-week, intensive, quantitative finance course taught by Attilio Meucci provides broad picture and in-depth understanding of quantitative risk management and quantitative portfolio management for Asset Management, Banking, and Insurance, from instrument to enterprise risk level. Topics are delivered as theory, live simulations, review sessions and exercises. Certifications: 40 CFA Institute CE credits; 40 GARP CPD; Academic credit with Partner Universities; ARPM Certificate
estimation, data mining, factor modeling, risk modeling, portfolio construction, liquidity, execution
SInv17 — Sustainable Investment Forum 2017
Decarbonising investment portfolios, reducing risk, maximising private and public benefit, innovative finance technologies
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Last updated: 23 March 2017