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

Workshop Start Date
2019-02-03 09:00
Workshop End Date
2019-02-05

 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)


Schedule

08:30 - 09:00

reception and registration

دانشکده علوم ریاضی و کامپیوتر دانشگاه علامه طباطبائی

 

 

09:00 - 09:30

opening and introduction

A.Neisy
دانشکده علوم ریاضی و کامپیوتر دانشگاه علامه طباطبائی

 

 

09:30 - 11:00

Scattered Data Interpolation Problem and Positive Definite Functions

S.D.Marchi
دانشکده علوم ریاضی و کامپیوتر دانشگاه علامه طباطبائی

 

 

11:00 - 11:15

Break

 

 

11:15 - 12:45

Error Estimates

E. Perracchione

 

 

12:45 - 14:15

Lunch

 

 

14:15 - 15:30

Interpolation via partition of unity methods

E. Perracchione

 

 

 

08:30 - 10:00

Rational and discontinuous kernels

S. De Marchi

 

 

10:00 - 10:15

Break

 

 

10:15 - 11:45

Global algorithms for Elliptic PDEs

E. Perracchione

 

 

11:45 - 13:30

Lunch

 

 

13:30 - 15:00

RBF-QR methods

E. Larsson

 

 

 

08:30 - 10:00

Machine learning and financial applications

S. De Marchi

 

 

10:00 - 10:15

Break

 

 

10:15 - 11:45

RBF-PUM(FD) for financial applications

E. Larsson

 

 

11:45 - 13:30

Lunch

 

 

13:30 - 15:00

The BENCHOP project, model problems and results

E. Larsson

 

 

15:00 - 15:30

Summary and Conclusion

A.Neisy

 

 

 

Sponsors

Workshop Participation Form

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