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By Jiarui Chu and Ludovic TangpiSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page 503-536, June 2024. Abstract.In this paper we will study the approximation of some law-invariant risk measures. As a starting...
By Maria Arduca and Cosimo MunariSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page 537-570, June 2024. Abstract.We develop a general theory of risk measures to determine the optimal amount of capital to...
June is LGBTQIA+ Pride Month, an annual U.S. celebration to honor the 1969 Stonewall riots and to promote equal opportunity and equal justice for the LGBTQIA+ community. In honor of Pride Month, ...
By Giuseppe C. Calafiore, Giulia Fracastoro, and Anton V. ProskurnikovSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page 473-502, June 2024. Abstract.Financial networks are characterized by complex structures of mutual obligations. These obligations are fulfilled entirely or...
By Raino A. E. Mäkinen and Jari ToivanenSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page SC41-SC53, June 2024. Abstract.A multiperiod portfolio optimization is described with Monte Carlo sampled risky asset paths under realistic constraints...
By Ariel Neufeld, Julian Sester, and Daiying YinSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page 436-472, June 2024. Abstract.We present an approach, based on deep neural networks, for identifying robust statistical arbitrage strategies in...
By Giulia Di Nunno and Emanuela Rosazza GianinSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page 399-435, June 2024. Abstract.In a dynamic framework, we identify a new concept associated with the risk of assessing the...
By Anuj Mubayi , Anamika Mubayi , and Olcay Akman As the world recovers from the COVID-19 pandemic, the paradigm of multidimensional evidence generation is shifting [7]. Radical new ...
By Caroline Hillairet With the rise of the digital economy, cyber risk has become one of the most important social and economic hazards. In fact, Jerome Powell—current chair of the U.S. ...
By Marcin Pitera and Miklós RásonyiSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page SC28-SC40, June 2024. Abstract.This paper presents a novel class of performance measures that is constituted by certainty equivalents derived...
By Leslie F. Greengard, Shidong Jiang, Manas Rachh, and Jun WangSIAM Review, Volume 66, Issue 2, Page 287-315, May 2024. We present a new version of the fast Gauss transform (FGT) for discrete and continuous sources. Classical Hermite expansions...
By Anita T. LaytonSIAM Review, Volume 66, Issue 2, Page 391-399, May 2024. As I sat down to write this introduction, I became curious how the books chosen for review have changed...
By Julianne Chung and Silvia GazzolaSIAM Review, Volume 66, Issue 2, Page 205-284, May 2024. This paper surveys an important class of methods that combine iterative projection methods and variational regularization methods for large-scale...
By Hannelore De Silva and Karl SigmundSIAM Review, Volume 66, Issue 2, Page 368-387, May 2024. This tutorial describes several basic and much-studied types of interactions with incomplete information, analyzing them by means of evolutionary...
By Hélène FrankowskaSIAM Review, Volume 66, Issue 2, Page 353-353, May 2024. In this issue the Education section presents two contributions. The first paper, “The Poincaré Metric and the Bergman...
By Shixiang Chen, Shiqian Ma, Anthony Man-Cho So, and Tong ZhangSIAM Review, Volume 66, Issue 2, Page 319-352, May 2024. We consider optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and...
By Stefan M. WildSIAM Review, Volume 66, Issue 2, Page 285-285, May 2024. The Gauss transform---convolution with a Gaussian in the continuous case and the sum of $N$ Gaussians at $M$ points...
By The EditorsSIAM Review, Volume 66, Issue 2, Page 317-317, May 2024. The SIGEST article in this issue is “Nonsmooth Optimization over the Stiefel Manifold and Beyond: Proximal Gradient Method and...
By Marlis HochbruckSIAM Review, Volume 66, Issue 2, Page 203-203, May 2024. Inverse problems arise in various applications---for instance, in geoscience, biomedical science, or mining engineering, to mention just a few....
By Steven G. KrantzSIAM Review, Volume 66, Issue 2, Page 355-367, May 2024. We treat the Poincaré metric on the disc. In particular we emphasize the fact that it is the canonical...
By Chao Deng, Xizhi Su, and Chao ZhouSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page 360-398, June 2024. Abstract.We establish a Nash equilibrium for [math] agents with the relative wealth performance criteria when the market...
By Yerkin Kitapbayev and Scott RobertsonSIAM Journal on Financial Mathematics, Volume 15, Issue 2, Page 315-359, June 2024. Abstract.We analyze recently proposed mortgage contracts that aim to eliminate selective borrower default when the loan balance...
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May is Asian American and Pacific Islander (AAPI) Heritage Month in the U.S., a commemorative month to recognize the historical and cultural contributions of Asian Americans, Pacific Islanders, and ...
SIAM is excited to announce four new researchers who will receive funding through the SIAM Postdoctoral Support Program , the second set of awardees in this newly established program. These early ...
April is National Volunteer Month, an occasion to celebrate the dedicated individuals who selflessly offer their time and energy to make SIAM (and the world) a better place. We would like to ...
By Antoine Jacquier , Oleksiy Kondratyev , Gordon Lee , and Mugad Oumgari The discipline of financial mathematics has experienced many periods of rapid development that are often followed ...
This prize was created in 2013 to emphasize George Pólya’s legacy of communicating mathematics effectively. It joins two long-standing Pólya prizes SIAM has awarded in combinatorics and other fields beginning in 1969.
Established in 1998 in memory of Ralph E. Kleinman, the prize recognizes contributions that bridge the gap between high-level mathematics and engineering problems. The award is based on the quality and impact of the mathematics.
Established in 2010, the prize is awarded to an individual in their early career for research contributions to the mathematical modeling of financial markets, based on publications in peer-reviewed journals.
This joint prize was established in 2002 to honor Sonia Kovalevsky and her work on the theory of differential equations. It is awarded to anyone in the scientific or engineering community whose work highlights the achievements of women in applied and computational mathematics. Nominations can be submitted via the AWM website.
The prize recognizes outstanding research presented by students or postdocs at the SIAM Conference on Financial Mathematics and Engineering. Finalists are selected before the conference, and one or two winners are selected and awarded at the conference, based on the delivery of the paper.
The SIAM Student Paper Prize is awarded annually to the student author(s) of the most outstanding paper(s) accepted by SIAM journals within the three years preceding the nomination deadline. Starting with the 2018 award, the focus of the prize is to recognize outstanding scholarship by students in SIAM journals.
The prize was established in 1986 in memory of Richard C. DiPrima, who served SIAM for many years and in 1979–1980 as SIAM President. It aims to recognize an early career researcher in applied mathematics and is based on the doctoral dissertation.
The Pioneer Prize is awarded every four years at the International Council for Industrial and Applied Mathematics (ICIAM) Congress to one individual for pioneering work introducing applied mathematical methods and scientific computing techniques to an industrial problem area or a new scientific field of applications. Nominations can be submitted via the ICIAM website.
Through the generosity and inspiration of Gerald and Judith Porter, the Mathematical Association of America (MAA), American Mathematical Society (AMS), and SIAM offer this annual lecture at the Joint Mathematics Meetings. The lecture, first awarded in 2010, is given on a mathematical topic accessible to the broader community.
Named in honor of I. E. Block, a co-founder and the first managing director of SIAM, this lecture is open to the public at the SIAM Annual Meeting. It is intended to encourage public appreciation of applied mathematics and computational science by reaching out to the local community.
Established in 1959, the prize honors John von Neumann, a founder of modern computing. The prize is awarded annually for distinguished contributions to applied mathematics and for the effective communication of these ideas to the community.
The JPBM Communications Award is given annually to reward and encourage communicators who, on a sustained basis, bring mathematical ideas and information to non-mathematical audiences. The prize may be awarded in two categories: For Public Outreach and For Expository and Popular Books. Nominations can be submitted via the AMS website.
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The MAA-SIAM-AMS Hrabowski-Gates-Tapia-McBay (HGTM) Lecture is named after four influential scientists of color: Freeman Hrabowski, President of the University of Maryland at Baltimore County; James S. Gates, University of Maryland, College Park; Richard Tapia, Rice University; and Shirley McBay, Founder and former President of Quality Education for Minorities. This lecture started in 2016 as an activity of the Mathematical Association of America’s Committee on Minority Participation and became a jointly sponsored MAA-SIAM-AMS event in 2018.
The prize recognizes students for outstanding solutions to real world math problems. It is awarded to six of the teams judged "Outstanding" in the Mathematical Contest in Modeling (MCM) administered annually by the Consortium for Mathematics and Its Applications (COMAP). Registration is accepted via the COMAP website.
The SIAM Outstanding Paper Prize is not currently active. For the 20 years before it was discontinued in 2019, the SIAM Outstanding Paper Prizes brought attention to papers published in SIAM journals. Three awards were made each year to the authors of papers deemed by SIAM journal editors-in-chief worthy of particular attention.
The prize, established in 1985 and originally intended to be awarded periodically, is now awarded annually for contributions to the advancement of applied mathematics on the national or international level.
Looking for financial support to further your research? Fellowships often provide funding plus experiential learning opportunities to young researchers. Learn more about fellowship opportunities.
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Internships allow you to network and forge connections for future job possibilities, while also exploring possible areas of interest. Look at this list of companies who offer valuable opportunities.
Our community is founded on igniting groundbreaking developments in applied math and computational science. Take a deeper dive into your area of study with one of these opportunities.