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AMSI–Matriχ Workshop: Mathematics of Risk 2022

October 31 - November 11

Dates: 31 October 2022 – 11 November 2022
Venue: MATRIX, Creswick

The two-week program will consist of three short courses, the conference component and informal forums. The short courses will be held on modern topics:

  • Risk Modelling
  • Machine Learning
  • Optimal Control of Random Processes

The courses will be delivered by leading researchers from around the world in a hybrid format (in classes and via Zoom). The conference component will contain two mini-symposiums to be held in Week 1 and Week 2. There will be also informal forums on different topics related to risk modelling in Week 1 and Week 2. The Australian PhD students will be shortlisted for attending the event in-person. Furthermore, we will invite the leading practitioners and regulators from the financial industry to attend the short courses and the Symposiums of the program to further stimulate the interaction of the academics with industry partners.

Organisers

  • Alex Novikov (University of Technology, Sydney)
  • Konstantin Borovkov (The University of Melbourne)
  • Kais Hamza (Monash University)
  • Yuliia Mishura (Taras Shevchenko National University of Kyiv, Ukraine)
  • Nino Kordzakhia (Macquarie University)
  • Kazutoshi Yamazaki (Kansai University and University of Queensland)
  • Erik Schlogl (University of Technology, Sydney)

Details

Start:
October 31
End:
November 11
Event Categories:
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View Event Website

Venue

Matrix, Creswick
Water St., University of Melbourne, Creswick Campus
Creswick, Victoria 3363 Australia
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Details

Start:
October 31
End:
November 11
Event Categories:
, ,
View Event Website

Venue

Matrix, Creswick
Water St., University of Melbourne, Creswick Campus
Creswick, Victoria 3363 Australia
+ Google Map