Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics (20w5101)

Organizers

(National Technical University of Athens)

Agostino Capponi (Columbia University)

(University of Alberta)

(Princeton University)

Description

The Banff International Research Station will host the "Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics" workshop in Banff from June 28 to July 03, 2020.


This 5-day research workshop at the Banff International Research Station is motivated by the need to better understand, quantify and regulate the risk of financial markets in the face of massive technological and economic changes. In order to discuss and assess these new developments, the workshop brings together experts from the fields of financial mathematics, financial technology (FinTech), and mathematical economics. The focus lies on the following three topics which are at different levels of modeling development and technical complexity: (i) interbank markets, valuation adjustments and clearinghouses, (ii) energy and commodity markets, (iii) FinTech and high-frequency trading.

With active participation from women and other underrepresented groups in mathematics and its applications, the workshop’s success is based on diversity and inclusion. By inviting young researchers to participate, the workshop aims at encouraging PhD students and postdoctoral fellows to direct their research efforts towards these important mathematical applications of finance and economics, with a clear impact on society.


The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).