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
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Roxana Dumitrescu
King’s College London
Mean field Games
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Ludovic Tangpi
Princeton University
Quantitative Risk Management in Finance
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Mike Ludkovski
UC, Santa Barbara
Energy and Commodity Markets
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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
