Speaker: Dr. Anatoliy Swishchuk, University of Calgary
Location: Mathematical Sciences 325
Date: Wednesday, September 13, 2017
Time: 1:00 PM – 2:00 PM
Title: Financial Mathematics: Historical Perspectives and Recent Developments
Abstract: The talk is devoted to historical perspectives and recent developments in financial mathematics (FM). It consists of 5 parts. The first part is introductory and contains a history of probability, starting from G. Cardano’s ideas, which is one of the main instruments in FM. The second part is devoted to the history of FM itself. In the third part, I’ll present some basic ideas, methods and results in FM. Connection FM and financial industry, including ups and downs, is considered in part 4. The last but not least part 5 contains a description of many new directions and developments in FM. I’ll particularly talk in this part about the Big Data in Finance and, specifically, about the limit order books/markets (modeling of algorithmic and high-frequency trading), and some recent practical and applicable results in this area.
More about Dr. Anatoliy Swishchuk:
Dr. Anatoliy Swishchuk is a Professor in financial mathematics at the Department of Mathematics and Statistics, University of Calgary, Calgary, Canada. He got his B.Sc. and M.Sc. degrees from Kiev State University, Kiev, Ukraine. He is a holder of two doctorate degrees in Mathematics and Physics (Ph.D. and D.Sc.) from the prestigious National Academy of Sciences of Ukraine (NASU), Kiev, Ukraine, and is a recipient of NASU award for young scientist with a gold medal for series of research publications in random evolutions and their applications. Dr. Swishchuk is a chair of finance and energy finance seminar ’Lunch at the Lab’ at the Department of Mathematics and Statistics, and Calgary Site Director of Postdoctoral Training Center in Stochastics (PTCS). He was a steering committee member of the Professional Risk Managers International Association (PRMIA), Canada (2006-2015), and is a steering committee member of Global Association of Risk Professionals (GARP), Canada (since 2015). His research areas include financial mathematics, random evolutions and their applications, biomathematics, stochastic calculus, and he serves on editorial boards for three research journals. He is the author of more than 150 publications, including 13 books and more than 100 articles in peer-reviewed journals.
The first Calgary Applied and Industrial Mathematical Sciences Conference took place between May 21st, 2017 and May 22nd, 2017. The conference was organized by the University of Calgary Chapter of SIAM, with the support of the Department of Mathematics and Statistics of the University of Calgary, the Pacific Institute for the Mathematical Sciences (PIMS – Calgary Site), the Graduate Students’ Association of the University of Calgary, the CMS Student Committee, and MITACS Business Development (Calgary).
The Conference appreciated by over 70 participants and was focused on the following five research themes:
- Applied Differential Equations
- Geophysical Inversion
- Numerical Analysis and High-Performance Computation
- Quantum Information
Moreover, we were honored to welcome the following keynote speakers:
A reception was hosted on the evening of Sunday, May 21, 2017, and the participants had an opportunity to know each other better after a day full of presentations.
In the second day, a poster session was hosted and the best poster presentation was recognized with a prize. Dr. Ashok Krishnamurthy (Mount Royal University) was identified as the best poster presentation and his excellent presentation was appreciated by a prize provided by MITACS Business Development.
Finally, Dr. Rober Woodrow, the head of Department of Mathematics and Statistics, had a brief speech in the closing remarks of the conference.
Dr. Peter Lancaster, who is Professor Emeritus at the Department of Mathematics and Statistics of the University of Calgary, presented last Thursday, April 13, 2017, at 2:00 pm. The seminar was appreciated by faculty members, friends of Dr. Lancaster, graduate students and a number of undergraduate student of the University of Calgary.
Dr. Lancaster talked about the story of his outstanding career and also his collaborations with other researchers around the world.
Dr. Lancaster presented an excellent presentation, in which riveting stories and picturesque pictures were mentioned, and he also mentioned a number of industrial problems that he had worked before.
Speaker: Dr. Peter Lancaster, University of Calgary
Location: Mathematical Sciences 431
Date: Thursday, April 13, 2017
Title: Applied Mathematics and Me
Abstract: This talk is more about history than mathematics. There will be no theorems – think of it as light entertainment to celebrate the end of the term.
I will describe how and why my career evolved as it did. I start from childhood and education in England and then explain how my career began with five years in the aircraft industry – studying vibration and stability phenomena – in the context of the design of supersonic aircraft (together with a little historical and social commentary).
Then I will describe my entry into the academic profession with 5 years at (what is now) the University of Singapore followed by (up to now) 55 years at the U of C. I will sketch the development of my career, and collaborations and connections with distinguished colleagues. I also acknowledge my debt to professional societies (including SIAM).
More about Dr. Peter Lancaster:
Peter Lancaster began his distinguished career with an undergraduate degree in mathematics from the University of Liverpool in 1952, followed by a few post-World War II years in the industry. He then moved to the University of Singapore to start his Ph.D. program and completed his Ph.D. in 1962. The same year, he moved to the University of Calgary. Since then, he has been a faculty member at the University of Calgary and has been doing research and supervising students and postdocs, although he retired from teaching in 1994. He has published many papers in matrix theory and related fields especially applications to numerical analysis, vibrations, systems theory, and signal processing. He has written and collaborated on several texts and monographs, and has served on several editorial boards for research journals.
Dr. Elena Braverman, who is the Division Chair – Applied Mathematics at the Department of Mathematics and Statistics of the University of Calgary, presented last Thursday, March 30, 2017, at 2:00 pm. The seminar was appreciated by many graduate/undergraduate students and a number of faculty members and post-doctoral researchers.
The presentation was mainly about the Evolutionary survival and extinction of species and the interaction between two species choosing different types of movement in a heterogeneous environment. Dr. Braverman presented the mathematical modeling, the background differential equation theory, and a number of numerical examples to summarize and draw a conclusion of the presentation.
Speaker: Dr. Elena Braverman, University of Calgary
Location: Mathematical Sciences 431
Date: Thursday, March 30, 2017
Title: On competition of species with different diffusion strategies
Abstract: Evolutionary survival and extinction of species are strongly influenced by their intrinsic properties (such as the growth rate and the carrying capacity) and a smart choice of a dispersal strategy. We study the interaction between two species choosing different types of movement in a heterogeneous environment, where in addition intrinsic growth rates and carrying capacities can be different. We also consider the case when the choice of dispersal strategies guarantees coexistence, and compare different diffusion strategies. Generally, higher diffusion coefficients are detrimental while higher growth rates, as well as lower resources sharing, are beneficial for population survival.
Dr. Renate Scheidler, who is a faculty member at the Department of Mathematics and Statistics of the University of Calgary, presented last Thursday, March 16, 2017, at 2:00 pm. The seminar was appreciated by many graduate/undergraduate students and a number of faculty members and post-doctoral researchers.
Dr. Scheidler’s presentation was mainly related Elliptic Curves and their applications in Cryptography. The talk provided an introduction to arithmetic on elliptic and hyperelliptic curves as well as their context in cryptography.