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UID:6649@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20201102T000000
DTEND;TZID=Europe/Paris:20201106T000000
DTSTAMP:20241221T195758Z
URL:https://www.i2m.univ-amu.fr/evenements/quasi-monte-carlo-methods-and-a
 pplications-morlet-chair-robert-tichy/
SUMMARY:School (CIRM\, Luminy\, Marseille): Quasi-Monte Carlo Methods and A
 pplications (Morlet Chair - Robert Tichy)
DESCRIPTION:School: \n ​CIRM - Jean-Morlet Chair\nRobert Tichy &amp\; Jo
 ël Rivat \nDiophantine Problems: Determinism\, Randomness\, Applications\
 n\nProblèmes diophantiens: Déterminisme\, aléatoire\, applications\n\n\
 n2020 - semester 2\n\n\n\n\n\n\n\n\n\n\n\n\nVIRTUAL EVENT\nRESEARCH SCHOOL
  \nQuasi-Monte Carlo Methods and Applications (2255)\n\n\n\n\nSCHEDULE \n\
 n\n\n\n ABSTRACTS \n\n\n\n\n PARTICIPANTS \n\n\n\n\nNB: This event will ta
 ke place in a two formats. The first 3 days will be virtual featuring pre-
 recorded talks. The next 2 days will feature live talks and discussion ses
 sions. Interested participants and designated speakers are requested to re
 gister\, in order to receive all information to connect to the event.\n\n\
 n\n\n\n\n\n\n\n\n\n\n\n\n&nbsp\;\n\n\n\n\n\n\n \n\n\n\n\n\n\n\n\n\n\n\n\n
 \n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\nKEY WORDS\nRisk Modeling\, Computational
  Finance\, Simulation Techniques\n\nDESCRIPTION\n\n\n\nThe focus lies on a
 pplications in numerical integration\, risk modelling\, computational fina
 nce\, simulation techniques\, and computational geometry.\n\nSpeakers will
  introduce basic terminology and methods and then discuss fundamental appl
 ications.\n\nThe research school is open to advanced master students in ma
 thematics\, statistics\, and computer science as well as to PhD students.\
 n\n\n\n\nSCIENTIFIC COMMITTEE\n\n\n 	Hansjoerg Albrecher (Université de 
 Lausanne)\n 	Gunther Leobacher (University of Graz)\n 	Giray Ökten(Flori
 da State University)\n\n\n\nORGANIZING COMMITTEE\n\n\n 	Joël Rivat (Aix-
 Marseille Université)\n 	Stefan Thonhauser (TU Graz)\n 	​Robert Tichy
  (TU Graz / Aix-Marseille Université)\n\n\n\nMAIN GUEST SPEAKERS\n\n\n 	
 Hansjoerg Albrecher (Université de Lausanne)\nProbabilistic models for s
 elfish blockchain mining\n 	Florin Avram (Université de Pau et des Pays d
 e l'Adour)\nOptimizing dividends and limited capital injections via expone
 ntial approximations\n 	Giray Ökten(Florida State University)​\n1. Numb
 er sequences for simulation\n2. Derivative pricing\n 	Gerhard Larcher (JKU
  Linz)\nTwo concrete FinTech applications of QMC\n 	Gunther Leobacher (Un
 iversity of Graz)\nSimulation of stochastic differential equations with re
 gular and irregular coefficients\n 	Véronique Maume-Deschamps (Universit
 é de Lyon 1)\nOn the estimation of conditional quantiles\n 	Stefan Thonh
 auser (TU Graz)\nPDMPs in risk theory and QMC integration\n\n\n\n\n\n\n  
 \n\n\n\n
ATTACH;FMTTYPE=image/jpeg:https://www.i2m.univ-amu.fr/wp-content/uploads/2
 020/10/image_gdac-hal-01256774-Two-dimensional_Hammersley_point_sets-fig.1
 0-Faure-Kritzer-Pillichshammer.jpg
CATEGORIES:École ou Master class,Virtual event
LOCATION:Luminy - CIRM\, 163 Avenue de Luminy\, Marseille\, 13009\, France
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=163 Avenue de Luminy\, Mars
 eille\, 13009\, France;X-APPLE-RADIUS=100;X-TITLE=Luminy - CIRM:geo:0,0
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