7/2/2020 On July 2nd, 2020, Chiheb Ben Hammouda successfully defended his PhD thesis entitled "Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks" 6/22/2020 Manuscript entitled "Pricing American options by exercise rate optimization" is accepted in Quantitative Finance Journal, and will be run as a feature. 6/21/2020 On July 2nd, 2020, Chiheb Ben Hammouda will defend his PhD thesis entitled "Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks "
2/10/2020 Chiheb Ben Hammouda will give a series of seminar talks at RWTH Aachen University (Germany) between 14 and 27 February 7/1/2019 Chiheb Ben Hammouda will give, on July 12, 2019, a talk entitled "Adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model" in the International Conference on Computational Finance 2019 (ICCF2019), Coruña, Spain. 6/6/2019 Chiheb Ben Hammouda won the best poster award at the Society for Industrial and Applied Mathematics (SIAM) Conference on Financial Mathematics & Engineering (FM19) held at the University of Toronto from June 4 to 7, 2019. 2/7/2019 On February 6th, 2019, Soeren Wolfers successfully
defended his PhD thesis entitled "Efficient Numerical Methods for
High-Dimensional Approximation Problems" 2/6/2019 10/9/2018 On October 8th, 2018, Nadhir Ben Rached successfully defended his PhD thesis entitled "Rare Events Simulations with Applications to the Performance Evaluation of Wireless Communication Systems. " 9/27/2018 On September 26th, 2018, Zaid Sawlan successfully defended his PhD thesis entitled "Statistical analysis and Bayesian methods for fatigue life prediction and inverse problems in linear time dependent PDEs with uncertainties" 3/4/2018 Alexander Litvinenko is presenting his collaboration work on SIAM PP conference in Tokyo. This work is done between stochastic numerics group, Extreme Computing Research Center and two statistical groups (leaded by Prof. M. Genton and Prof. Y. Sun) at KAUST. 8/25/2017 On August 24th, 2017, Juho Häppölä successfully defended his PhD thesis entitled "Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance" 7/21/2017 7/10/2017 3/24/2017 A. Litvinenko presented his KAUST research work at
Nottingham University. The title of the invited talk was “Low-rank
tensors methods for solving PDEs with uncertain coefficients and for
approximating Bayesian Update”. This work was done in collaboration with
colleagues from RWTH Aachen and TU Braunschweig. 2/1/2017 The delegation included Prof. Sigbritt Karlsson, the 19th President of KTH Royal Institute of Technology. She took office on November 12, 2016. 1/26/2017 12/22/2016 1/19/2016 UCLA, IPAM, Los Angeles, California 1/5/2016 Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016) 11/20/2015 Georgios Zouraris will be visiting the Stochastic Numerics Research Group 11/20/2015 "Pure jump processes and Multilevel Monte Carlo" 11/13/2015 Louis Bachelier 11/6/2015 Thesis title: On applying stochastic Galerkin finite element method to electrical impedance tomography. 11/5/2015 Prof. Raul Tempone and Juho Happola 8/17/2015 6/10/2015 4/15/2015 1/6/2015 Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015) 6/1/2014 3/8/2014 March 8-12, 2014. Organizer: Prof. Marc Genton. Co-organizers: Dr. Fabrizio Ruggeri and Prof. Raul Tempone 1/6/2014 Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014) 12/9/2013 10/14/2013 7/17/2013 Prof. Raul Tempone will present the Uncertainty Quantification Center at the Institute of Computational Mathematics, Chinese Academy of Sciences. He is an invited lecturer for a short graduate course (40 students) in Uncertainty Quantification. 7/16/2013 Dr. Hamidou Tembine have been elevated to the grade of Senior Member of IEEE. This is considered a significant honor since only 8% of nearly 419,000 IEEE members are Senior Members because of their superior professional achievements. Please congratulate Tembine for this well deserved recognition of his important research contributions over the last years. 7/8/2013 Prof. Raul Tempone is an Invited lecturer at the Department of Mathematics, Indian Institute of Science Bangalore, India, for a short graduate course (50 students) in Uncertainty Quantification, July 8 to 19, 2013. 3/20/2013 Mohammad has accepted a tenure-track assistant professor position in the Department of Mathematics and Statistics at The University of New Mexico, Albuquerque, to begin in Fall 2013. 4/29/2012 OCRF Announces SRI Awards: Prof. Tempone named DIrector of the new KAUST SRI Uncertainty Quantification Center 1/5/2012 Professor Tempone is in the committee of 2012 MCSE Winter School: Applied Mathematics on Uncertainty Quantification. |