Meetings/Workshops on Applied Maths: Economics and Finance in the United States (USA)

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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.
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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
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SInv17 — Sustainable Investment Forum 2017
19 Sep 2017 • New York, United States
Decarbonising investment portfolios, reducing risk, maximising private and public benefit, innovative finance technologies
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