• وش های بدون شبکه
  • برگذارکنندگان
  • scattered data
  • interpolation

Welcome to the '2nd Workshop on Meshless Methods and Applications in Finance', A collaborative Workshop by Allameh Tabataba'i University, Padova University, and Uppsala University

 

 The 2nd Workshop on Meshless Methods and Applications in Finance :

Departments of Mathematics of AllamehTabataba’I University ، Padova University and Uppsala University Run The 2nd Workshop on “Meshless Methods: Theory, Algorithms Software, and Applications in Finance “which will be held at the faculty of Mathematics and Computer Sciences of ATU, Tehran, Iran on February 3-5, 2019. The workshop will include lectures given by well-known speakers and an exhibition. The main goal of the workshop is to promote, encourage, and bring together students with different interests in Financial Mathematics. A special emphasis will be on the applications of Mathematical in pricing at various markets such stock exchange market.

 

Instructors:

Abdolsadeh Neisy, Department of Mathematics, Allameh Tabataba'i University (Iran)

Stefano De Marchi, Department of Mathematics, Padova University (Italy)

Elisabeth LarssonDepartment of Information Technology, Uppsala Multidisciplinary Centre for Advanced Computational Science (Sweden)

Emma Perracchione, Department of Mathematics, Padova University (Italy)

 

Organizer:

Abdolsadeh NeisyDepartment of Mathematics, Allameh Tabataba'i University (Iran)


Workshop content :

Lecture 1: Financial Market Modeling(A.Neisy)

Lecture 2: Scattered Data Interpolation Problem and Positive Definite

Functions (S. De Marchi)

Lecture 3: Error Estimates (E. Perracchione)

Lecture 4: Interpolation via a partition of unity methods (E. Perracchione)

Lecture 5: Rational and discontinuous kernels (S. De Marchi)

Lecture 6: Global algorithms for Elliptic PDEs (E. Perracchione)

Lecture 7: RBF-QR methods (E. Larsson)

Lecture 8: Machine learning and financial applications (S. De Marchi)

Lecture 9: RBF-PUM(FD) for financial applications (E. Larsson)

Lecture 10: The BENCHOP project, model problems and results (E. Larsson)

Lecture 11: Summary and Conclusion(A.Neisy)


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  • دانشگاه علامه طباطبائی
  • اولین کارگاه
  • first workshop
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