2022 Gene Golub
SIAM Summer School

Financial Analytics: Networks, Learning,
and High-Performance Computing

August 1-12, 2022
Gran Sasso Science Institute
Via Michele Iacobucci, 2, L’Aquila – Italy

Speakers

Matthew Dixon

Illinois Institute of Technology
Machine Learning and Financial Technology

Roxana Dumitrescu

King’s College London
Mean field Games

Ludovic Tangpi

Princeton University
Quantitative Risk Management in Finance

Mike Ludkovski

UC, Santa Barbara
Energy and Commodity Markets

Application Deadline

April 15, 2022

Organizers

Agostino Capponi

Columbia University

ac3827@columbia.edu

Francesca Biagini

LMU Munich

biagini@math.lmu.de

Sebastian Jamuingal

University of Toronto

sebastian.jaimungal@utoronto.ca

Stephan Sturm

Worcester Polythecnic Institute

ssturm@wpi.edu