Workshop on Probability, Control and Finance

概率、控制与金融研讨会

• 批准号: 1204036
• 负责人: Panagiota Daskalopoulos
• 金额: $ 4.5万
• 依托单位: Columbia University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2012
• 资助国家: 美国
• 起止时间: 2012-03-15 至 2013-02-28
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1204036&HistoricalAwards=false
• 关键词: Workshop; Probability; Control; Finance

This award supports the Conference on Probability, Control and Finance, to be held at Columbia University in the City of New York, 04-08 June 2012, with website http://www.math.columbia.edu/department/procofin/.The aim of the conference is to analyze, using mathematical models, interactions between numerous financial market participants, and the consequences of such interactions. It will deal with issues impacting the market as a whole, rather than focusing only on the behavior of a single market participant. The objective is to bring together domestic and international researchers working in the areas of probability, financial mathematics and economics, control and estimation of stochastic optimization processes, as well as stochastic analysis.As a consequence of the crisis of 2007/2008, new regulatory changes are facing financial markets and it is important to maintain and improve the training and support available to young researchers who may play an important role in implementing, in the future, those changes related to mathematical modeling of the markets. By mixing researchers with different skills and perspectives, including those from under-represented groups, the conference aims to foster enriching interactions between people who would rarely interactotherwise. Even though the field of Financial Mathematics has attracted many graduate students in the last decade, many of them have looked for careers in industry; this conference may help attract top students to careers in academia or regulatory agencies, and increase the pool of US researchers in the field.

该奖项支持概率、控制和金融会议，该会议将于2012年6月4日至8日在纽约哥伦比亚大学举行，其网站为http://www.math.columbia.edu/department/procofin/.The，会议的目的是利用数学模型分析众多金融市场参与者之间的相互作用，以及这种相互作用的后果。它将处理影响整个市场的问题，而不是只关注单个市场参与者的行为。会议的目标是汇集国内外在概率论、金融数学和经济学、随机优化过程的控制和估计以及随机分析等领域的研究人员。由于2007/2008年的危机，金融市场面临着新的监管变化，重要的是要保持和改善对年轻研究人员的培训和支持，他们将来可能在实施与市场数学建模有关的这些变化方面发挥重要作用。通过将具有不同技能和观点的研究人员（包括那些来自代表性不足的群体的研究人员）聚集在一起，会议旨在促进原本很少互动的人们之间丰富的互动。尽管金融数学领域在过去十年中吸引了许多研究生，但他们中的许多人已经在工业领域寻找职业；这次会议可能有助于吸引优秀学生到学术界或监管机构工作，并增加该领域的美国研究人员数量。