MATRIX Research Program: Mathematics of Risk – 2025

Organisers:

• Nino Kordzakhia (Macquarie University, Australia)
• Stuart Hawkins (Macquarie University, Australia)
• Benoit Liquet-Weiland (Macquarie University, Australia)
• Gareth Peters (University of California Santa Barbara, USA)
• Fima Klebaner (Monash University, Australia)

Description:

Mathematics of Risk – 2025 (MofR-2025) is the third in a series of similar programs held in 2017 and 2022.

Mathematics of Risk – 2025 will bring together experts from various areas of mathematical sciences from Australia and overseas to consider new approaches and techniques for risk modelling and aversion or avoidance, with application areas including financial and climate risk, and others.
The program will feature five workshops focused on:
i) Stochastic analysis and its applications;
ii) Modern topics in finance;
iii) Markov processes and its applications;
iv) Stochastic inverse problems and pattern recognition;
v) Modelling of risk factors associated with climate change in insurance, economics and finance.

The program aims to facilitate new collaborations amongst the program participants, and provide an enriching environment for PhD students to interact with leading researchers.
Mathematics of Risk – 2025 is the third in a series of Mathematics of Risk programs and continues the tradition of the previous programs in workshops i) – iii). The new directions presented in Workshops iv) and v) are expected to reinforce existing collaborations and stimulate the development of new methodologies broadening the scope of risk modelling techniques.

This MATRIX Research Program is partially supported by AMSI and AustMS through the AMSI-AustMS Workshop Funding program, and benefits from the SMRI International Visitor Program.

 

Registration:

• Registration is now closed.
• Arrival date: 2 Nov 2025
• Departure date: 14 Nov 2025

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ASSOCIATED EVENTS
MATRIX Wine and Cheese Afternoon 10 November 2025
On the first Tuesday of each program, MATRIX provides a pre-dinner wine and cheese afternoon. Produce is locally-sourced to showcase delicacies from the region.