Fourth IMS-FPS workshop 2014
IMS-FPS-2014 Workshop, July 2-5, 2014, UTS, Sydney
This is the Fourth IMS-FPS (Institute for Mathematical Statistics - Finance, Probability and Statistics) workshop, it is a satellite workshop to the joint Australian Statistical Society/IMS Annual meeting, to be held in Sydney (7-10 July). The previous IMS-FPS workshops were held in 2011 at Columbia University, in 2012 at the University of California at Berkeley and in 2013 at the National University of Singapore. The goal of the workshop is to bring together leading academic experts, practitioners and junior researchers, which will highlight important contributions to mathematical and computational finance made through the use of statistics and probability.
The International Programme and Organising Committee
Xin Guo (University of California, Berkeley), Steven Kou (National University of Singapore), Alex Novikov (University of Technology, Sydney (UTS)), Philip Protter (Columbia University)
The workshop topics include, but are not limited to:
- Computational and simulation methods in finance and risk management
- Credit and liquidity risk
- Energy and weather derivatives
- Financial time series and econometrics
- High frequency trading: data, models and strategies
- Volatility models
The main venue is the lecture theatre at Aerial UTS Function Centre which is located within the Broadway Campus. There will be 12 plenary talks (45 min each) before lunch, followed by two or three parallel sessions with invited talks (30 min each) and contributed talks (20 min each). There will also be a poster session. The reception and registration will be held on 2 July 2014.
List of the confirmed speakers for plenary or invited sessions
Kostya Borovkov (Melbourne University), Carl Chiarella (UTS), Rene Carmona (Princeton University), Rong Chen (Rutgers University), Bakhodir Ergashev (Federal Reserve Bank of USA), Xin Guo (University of California, Berkeley), Volf Frishling (National Australian Bank), Juri Hinz (UTS), Masaaki Kijima (Tokyo Metropolitan University), Steven Kou (National University of Singapore), Tze Lai (Stanford University), Philip Protter (Columbia University), Pavel Shevchenko (CSIRO, Sydney), Albert Shiryaev (Moscow State University), Alex Tartakovski (University of Connecticut), Song-Ping Zhu (University of Wollongong)
Proceedings of IMS-FPS-2014
Extended abstracts, short papers or full manuscripts are welcome for submission prior to March 1st, 2014, according to the guidelines given on the workshop website (under construction, http://www.qfrc.uts.edu.au/IMS-FPS-2014). All accepted short and full papers and extended abstracts will be published under an ISBN reference in a CD-ROM. Selected papers will be published in a Special Issue in the "ANZIAM Journal" (http://journals.cambridge.org/action/displayJournal?jid=ANZ).
Registration will be open on December 1, 2013; see details on the workshop website.
Registration fee: TBA.
Inquiries: please send all your inquiries to Tim Ling (the scientific secretary of the workshop), Timothy.Lingemail@example.com