STRIKE Network Events and other related Events
Revision as of 12:58, 19 December 2016 by Jan tM
STRIKE Network Events
See also the Project Management Calender
- STRIKE Kick-Off Meeting, Bergische Universität Wuppertal, Wicküler Park, Wuppertal, Germany, March 5. (Event 1)
- Summer School Numerical methods for stochastic differential equations, TU Vienna, Austria, September 2-4. (organized by U Sussex & TU Vienna) (Event 4)
- Special Session Computational Finance, XIII Mathematical Modelling in Engineering & Human Behaviour, Institute of Multidisciplinary Mathematics (IMM), Universitat Politècnica de València, Spain, September 3-6. (organized by BU Wuppertal & PU Valencia)
- STRIKE SB Meeting, September 5.
- STRIKE Progress Report Meeting, September 6. (Event 8)
- Compact Course Lie Group Methods, Zittau/Görlitz, Germany, October 14-27. (Event 2)
- Winter School Methods for Nonlinear Problems, University of Greenwich, January 6-10. (Event 5)
- STRIKE SB Meeting, January 8.
- Compact Course Introduction to OpenFOAM, MPI and GPU programming (Flyer), TU Delft, February 24-28. (Event 3)
- ITN STRIKE Workshop (Flyer), Postbank, Bonn, March 26-28. (Event 9)
- Minisymposium Computational Finance in the framework of ECMI 2014 - The 18th European Conference on Mathematics for Industry, Taormina, Siciliy, June 9-13. (Event 13)
- Summer School on Computational Finance in the framework of Conference MMEI 2014 - Mathematical Methods in Economics and Industry, Bratislava - Smolenice castle, September 7-12. Flyer (Event 6)
- Mini-Workshop Stochastic Computation and Optimization, University Würzburg, September 29 - October 2. (Event 14)
- Mid-Term Review (afternoon Tuesday 30th to about lunch time Wednesday 1st)
- Minisymposium at MathFinance Conference, Frankfurt/Main, Germany, March 23-24. (organized by C. Heuer, Wuppertal) (Event 15)
- International Conference 6th Workshop Nonlinear PDEs and Financial Mathematics, (Flyer), Hochschule Zittau/Görlitz, Germany, March 23-27. (Event 12)
- STRIKE SB Meeting March 25.
- Lorentz Workshop Models and Numerics in Financial Mathematics, Leiden, the Netherlands, May 26-29. (organized by TU Delft and U Antwerp) (Event 7)
- SCF2015 Conference Stochastics & Computational Finance 2015 - From Academia to Industry, Lisbon, Portugal, July 6-10. (Event 10)
- ICCF2015 Conference International Conference on Computational Finance, Greenwich, UK, December 14-18. (Event 17)
- STRIKE SB Meeting December 16.
- start of a new international conference series: ICCF 2017 will be in Lisbon and ICCF 2019 in Wuppertal
- Minisymposium on Financial Mathematics at ALGORITMY 2016 Conference, Podbanské (in the High Tatras Region), Slovakia, March 13-18. (Event 11)
- 6th International Conference, NAA 2016 - Numerical Analysis and Its Applications, Lozenetz, Bulgaria, June 15-22. (Event 16)
- Closing Meeting, Antwerp, Belgium, December 5-6. (Event 18)
Related External Events
- Special Session Computational Finance, ALGORITMY 2012, Conference on Scientific Computing, Vysoke Tatry, Podbanske, Slovakia, September 9-14. (organized by Wuppertal)
- Short Course Numerical Solution of Hamilton Jacobi Bellman PDEs in Finance, (Prof. Peter Forsyth, University of Waterloo) Universidade da Coruña, Spain, November 12-14.
- Seminar Finanzkrisen mathematisch erfassen, erkennen und modellieren, Bergische Universität Wuppertal, Winter Term 2012/2013.
- Course Introduction to using OpenFOAM for CFD analysis, TU Delft, January 15.
- 12th Winter School on Mathematical Finance, Congrescentrum De Werelt, Lunteren, The Netherlands, January 21-23. (organized by STOCHMODFIN)
- PhD course Introduction to Risk Management, ALM and Derivative Pricing, Aarhus University, Denmark, January 21-25. (organized by ITN HPCFinance)
- XIV Workshop on Quantitative Finance, University of Bologna, Rimini Campus, Italy, January 24-25.
- Introduction GPU course, TU Delft, January 31. (Registration)
- II Winter School on Stochastic Dynamics and Control in Finance and Economics, ISEG, Technical University of Lisbon, February 4-8.
- Compact Course Introduction to Computational Finance, Bergische Universität Wuppertal, Wicküler Park, Wuppertal, Germany, February 4-8. (held by U. Wystup, Mathfinance AG)
- Actuarial and Financial Mathematics Conference, Brussels, Belgium, February 7-8.
- Introduction MPI course, TU Delft, March 8. (Registration)
- Frankfurt MathFinance Conference, Germany, March 18-19.
- IMA Conference on Mathematics in Finance, Edinburgh Conference Centre, Heriot-Watt University, April 8-9.
- LSE Risk and Stochastics Conference 2013, London School of Economics, London, UK, May 9-10.
- 2013 HPCFinance - Conference and Training Event on Computational Methods and Technologies for Finance, Tampere, Finland, May 13-17. (organized by ITN HPCFinance)
- The 51st Meeting of the Euro Working Group on Commodities and Financial Modelling (EWGCFM) and 1st Conference of the Research Centre for Energy Management (RCEM) & the International Centre for Shipping, Trade and Finance (ICSTF), ESCP Europe London, UK, May 16-18.
- Summer School Computational Aspects of Uncertainty Quantification, KU Leuven, Belgium, May 27-31. (organized by Antwerp and others)
- Lectures on Numerical Mathematics and Applications, University of Zaragoza, Spain, June 3-4. (Lectures by Würzburg, Delft)
- Workshop on Computational and Algorithmic Finance, held at ICCS conference, Barcelona, Spain, June 5-7. (organized by Antwerp, Paris 6, etc.)
- PDE and Mathematical Finance V, Royal Institut of Technology (KTH), Stockholm, Sweden, June 10-13.
- 6th General AMaMeF and Banach Center Conference Advances in Mathematics of Finance, Warzaw, Poland, June 10-15.
- Special Session Computational Finance at 13th International Conference Computational and Mathematical Methods in Science and Engineering (CMMSE 2013), Cabo de Gata, Almeria, Spain, June 23-27. (organized by A. Khaliq (Middle Tennessee State University))
- Satellite Summer School to the 7th International Conference on Lévy Processes, Banach Center, Będlewo, Poland, July 9-13.
- 7th International Conference on Lévy Processes: Theory and Applications, Banach Center, Wrocław, Poland, July 15-19.
- Course on CUDA Programming on NVIDIA GPUs, University of Oxford, UK, July 22-26. (organized by Mike Giles)
- 6th European Summer School in Financial Mathematics, TU Vienna, Austria, August 26-30.
- 1st HPCFinance Summer School: Numerical and quantitative methods in finance, Maastricht, The Netherlands, August. (organized by ITN HPCFinance)
- LMS Minisymposium Advanced Decomposition Methods for Partial Differential Equations, Kingston University, UK, September 2-4. (organized by U Greenwich)
- Special Session Computational Finance, CEDYA-CMA Spanish Congress in Applied Mathematics, Campus de Riu Sec de la Universitat Jaume I, Castellón, Spain, September 9-13. (organized by A Coruña)
- European Science Foundation OPTPDE Workshop InterDyn2013 Modeling and Control of Large Interacting Dynamical Systems, September 10-12, in Paris - Université Paris-Dauphine, France. (organized by J. Salomon (Paris) & A. Borzi (Würzburg))
- Summerschool Reduced Basis Methods - Fundamentals and Applications, International Research Training Group IGDK 1754, Technische Universität München, September 16 -19.
- Minisymposium Computational Finance in the framework of SciCADE 2013 - International Conference on Scientific Computation and Differential Equations, University of Valladolid, Spain, September 16-20. (organized by A Coruña)
- MATLAB Computational Finance Virtual Conference, September 19.
- Stochastic Analysis and Applications, Oxford-Man Institute and Mathematical Institute, University of Oxford, UK, September 23-27.
- 20th Annual Meeting of the German Finance Association (DGF), Schumpeter School of Business and Economics, Bergische Universität Wuppertal, September 27-28.
- Conference Energy Finance 2013, Haus of Technik, Essen, Germany, October 9-11.
- International Conference on Stochastic Analysis and Applications, Hotel Abou Nawas, Hammamet, Tunisia, October 14-19 (organized by H. Ouerdiane (Tunis) & B. Rüdiger (Wuppertal)).
- 8. Zittauer Gespräche zur Wirtschafts- und Unternehmensethik zugleich Workshop der VHB-Kommission Wissenschaftstheorie und Ethik in der Wirtschaftswissenschaft (8th Zittau talks on Economic and Business Ethics), Rathaus Zittau, Germany, October 25-26. (organized by IHI Zittau, in german)
- Lisbon Financial Mathematics 2013, 3rd Edition - Autumn Meeting, Nonlinear PDE's in Finance - numerical methods and applications (Announcement), November 12-13. (organized by Lisbon)
- Deterministic and Stochastic Dynamics in Economics and Finance, Centro di Ricerca Matematica "Ennio De Giorgi", Italy, December 2-6.
- Workshop Model Reduction of Complex Dynamical Systems 2013, MPI Magdeburg, Germany, December 11-13.
- EWGCFM EURO Working Group for Commodities and Financial Modelling, Vienna, Austria, December 11-14.
- BGSIAM'13 - Eighth Annual Meeting of the Bulgarian Section of SIAM, Sofia, Bulgaria, December 18-19.
- Advances in Financial Mathematics, Paris, France, January 7-10.
- Aarhus Quant Factory, Aarhus, Denmark, January 14-17. (organized by ITN HPCFinance)
- Actuarial and Financial Mathematics Conference - Interplay between Finance and Insurance, Academy Palace, Brussels, Belgium, February 6-7. (organized by STOCHMODFIN)
- Lectures on Topics in Financial Engineering (PART I) (by Uwe Wystup, MathFinance AG), Antwerp, Belgium, February 10-11. (organized by STOCHMODFIN)
- New Thinking in Finance conference, Lloyds & Willis head office, London, February 12-14. (organized by ITN HPCFinance)
- 11th German Probability and Statistics Days, Institute of Mathematical Finance, Ulm University, Germany, March 4-7.
- Conference on Modelling, Analysis and Simulation in Economathematics, Institute of Mathematical Finance, Ulm University, Germany, March 6-8.
- Lectures on Topics in Financial Engineering (PART II) (by Uwe Wystup, MathFinance AG), University of Antwerp, Belgium, March 17-18. (organized by STOCHMODFIN)
- Winter School: Malliavin calculus for Lévy processes (by Bernt Øksendal), Technische Universität München, Germany, March 31 - April 3.
- Workshop on Stochastic Volatility and Multi-Curves, Ludwig-Maximilians-Universität München, Germany, April 2-4. (Lectures by Jörg Kienitz, Postbank)
- Mini-Workshop: Malliavin calculus and applications to finance, Technische Universität München, Germany, April 4.
- MCQMC2014: Monte Carlo and Quasi-Monte Carlo methods conference, KU Leuven, Belgium, April 6-11.
- WPI Mini-Workshop on Random Fields in Energy and Weather Finance, Vienna, Austria, April 7-8.
- MathFinance Conference, German National Library, Frankfurt, Germany, April 14-15.
- NAIS workshop - New Trends in Computational Finance and Related Topics, ICMS, Edinburgh, April 24-25
- First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk, Berlin, Germany, May 21-24.
- The 53rd Meeting of the Euro Working Group on Commodities and Financial Modelling (EWGCFM) and 2nd International Conference of the Research Centre for Energy Management (RCEM), Chania, Greece, May 22-24.
- International Workshop Advances in nonlinear PDEs: analysis, numerics, stochastics, applications, Vienna University of Technology and University of Vienna, Austria, June 2-3. (organized by Christian Schmeiser (Uni Wien) and Ansgar Jüngel (TU Wien))
- 8th World Congress of the Bachelier Finance Society, Brussels, Belgium, June 2-6.
- Sixth Conference Finite Difference Methods: Theory and Applications, Lozenetz, Bulgaria, June 18-23. (organized by Ruse) (pdf)
- RDSN14 - Workshop Random Dynamics and Stochastic Numerics, Mannheim , Germany, June 25-27.
- 14th International Conference Computational and Mathematical Methods in Science and Engineering, Cadiz, Spain, July 3-7. (MS organized by A Coruna)
- Summer School: Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus, Bielefeld University, Germany, July 7-20.
- Lectures on Numerical Mathematics and Applications, Würzburg, Germany, August 27-28 (organized by Alfio Borzi, Würzburg)
- Summer school in Implementation using HPC technologies, Edinburgh, United Kingdom, October (organized by ITN HPCFinance)
- Reduced Basis Summer School, University of Münster, Germany, August 18-22.
- Fifth International Conference on Mathematics in Finance, Skukuza, Kruger National Park, South Africa, August 24-29.
- ECMI Modelling Week 2014, Paderborn, Germany, August 24-31.
- Seventh European Summerschool in Financial Mathematics (EMS Applied Mathematics school), Oxford, University of Oxford, UK, September 1-5.
- Mathematical Modelling in Engineering & Human Behaviour 2014, Instituto de Matemática Multidisciplinar, Universidad Politécnica de Valencia, Spain, September 3-5. (organized by UP Valencia)
- Spatial Copula Workshop, Institute for Geoinformatics, University of Münster, Germany, September 22-23.
- Mathematical Finance and Partial Differential Equations 2014, New Brunswick NJ, USA, September 26-27.
- SIAM Conference on Financial Mathematics and Engineering (FM14), The Palmer House, A Hilton Hotel, Chicago, Illinois, USA, November 13-15.
- Seminar Multicore Demystied - An Introduction to Multicore Programming and the NAG SMP Numerical Library, University of Wuppertal, November 18. (organized by Matthias Ehrhardt, Wuppertal) (pdf)
- Introduction to Programming on the GPU with CUDA, TU Delft, The Netherlands, November 25-26.
- Entrepreneurship Workshop Turning ideas into business opportunities, TuTech Hamburg, Germany, November 26-28.
- CFE 2014 - The 8th International Conference on Computational and Financial Econometrics, University of Pisa, Italy, December 6-8.
- Python for Finance - an Introduction, ISEG, Lisbon, Portugal, December 9-11.
- IMA Conference on the Mathematical Challenges of Big Data, Woburn House, London, December 16-17.
- 14th Winter School on Mathematical Finance, Lunteren, The Netherlands, January 26-28.
- Actuarial and Financial Mathematics Conference - Interplay between Finance and Insurance, Brussels, Belgium, February 5-6.
- Conference Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation, TU München Quantum Lounge, Germany, March 30 - April 1.
- Workshop Copulae: On the Crossroads of Mathematics and Economics, Mathematisches Forschungsinstitut Oberwolfach, Germany, Apr 12-18.
- Fifth spring school: CREMMA Recent Advances in Math Financial and Insurance, Tunis, E.N.I.T, April 22- May 2, 2015
- MATLAB Computational Finance Conference 2015, New York Marriott Marquis, New York City, USA, May 5
- EWGCFM 2015 - 55th Meeting of the EURO WG "Commodities and Financial Modelling, Ankara, Turkey, May 14-16.
- Global Derivatives 2015, Amsterdam, The Netherlands, May 18–22.
- Advanced Modelling in Mathematical Finance, Kiel, Germany, May 20–22.
- Open Source in Quantitative Finance, Frankfurt, Germany, June 5.
- QFRA 2015 - 1st Symposium on Quantitative Finance and Risk Analysis, Santorini, Greece, June 11-12.
- 2nd IMA Conference on Maths in Finance, Manchester, United Kingdom, June 18-19.
- SPA2015 - Stochastic Process and their Application 2015, Oxford, United Kingdom, July 13-17.
- ECMI Modelling Week 2015 IST, TU Lisbon, Portugal, July 19-26.
- 8th European Summer School in Mathematical Finance, Institut du Risque et de l'Assurance, Le Mans, France, August 31 - September 4.
- 7th General AMaMeF and Swissquote Conference 2015, Lausanne, Switzerland, September 8-11.
- Energy Finance 2015 Conference, London, UK, September 9-11.
- Yandex School of Data Analysis - Machine Learning: Prospects and Applications, Berlin, Germany, October 5-8.
- Python for Finance & Data Analysis, ISEG, Lisbon, Portugal, December 9-11.
- 15th Winter School on Mathematical Finance, Lunteren, The Netherlands, January 25-27. Special Topics: Model Uncertainty, Market Impact, Energy Markets.
- Studygroup Mathematics with Industry, Nijmegen, The Netherlands, January 25-29.
- Actuarial and Financial Mathematics Conference - Interplay between Finance and Insurance, Brussels, Belgium, February 1-2.
- Final HPCFinance Conference, London, United Kingdom, March 14-15.
- MathFinance Conference 2016, Frankfurt am Main, Germany, March 21-22.
- Lectures by prof. Yuying Li (Cheriton School of Computer Science, University of Waterloo, Canada), A Data Driven Approach to Pricing and Risk Management, CWI, Amsterdam, NL, April 18, 19, 25, 26. Mondays 18 and 25 of April at 1:30PM, and Tuesdays 19 and 26 of April at 10:00 AM.
- Second International Congress on Actuarial Science and Quantitative Finance, Cartagena, Colombia, June 15-18.
- Special Session Computational Finance at the 8th Conference Application of Mathematics in Technical and Natural Sciences (AMiTaNS’16), Albena, Bulgaria, June 22-27. (organized by Zuzana Buckova and Matthias Ehrhardt)
- Summer School on Quantitative Methods for Risk Management in Finance and Insurance (SSQM16), A Coruna, Spain, June 27-July 1, 2016.
- ITN-STRIKE Closing Meeting, Univ. of Antwerp, Belgium, Dec. 05-06, 2016.
- ICCF-2017 International Conference on Computational Finance will be held Sept. 4-8, 2017, at U Lisbon, Portugal.