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 ...
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...
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 ...
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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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 ...
By Cosimo Munari, Justin Plückebaum, and Stefan WeberSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 295-314, March 2024. Abstract. We study mean-risk optimal portfolio problems where risk is measured by recovery average value at...
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By Qinyu Wu, Tiantian Mao, and Taizhong HuSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 255-294, March 2024. Abstract. The classic optimized certainty equivalent (OCE), proposed by Ben-Tal and Teboulle [Manag. Sci., 11 (1986),...
By Damiano Brigo, Federico Graceffa, and Alexander KalininSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 215-254, March 2024. Abstract. We extend the valuation of contingent claims in the presence of default, collateral, and funding...
By Erhan Bayraktar, Qi Feng, and Zhaoyu ZhangSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 194-214, March 2024. Abstract. In this work, we study the deep signature algorithms for path-dependent options. We extend the...
By Jin Hyuk Choi, Jetlir Duraj, and Kim WestonSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 161-193, March 2024. Abstract. We prove the existence of a continuous-time Radner equilibrium with multiple agents and transaction costs....
By Xun Li, Xiang Yu, and Qinyi ZhangSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 121-160, March 2024. Abstract. This paper studies an optimal consumption problem for a loss-averse agent with reference to past...
By Shreya Bose and Ibrahim EkrenSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 93-120, March 2024. Abstract. We study the continuous time Kyle–Back model with a risk averse informed trader. We show...
Are you a student or an early career SIAM member, 35 years old or younger, and have you made a charitable gift to SIAM in 2024? If so, you can now join Young Friends of SIAM! We ...
By Jingyi Cao, Dongchen Li, Virginia R. Young, and Bin ZouSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page SC15-SC27, March 2024. Abstract. We find the optimal indemnity to maximize the expected utility of terminal wealth of a...
March is Women's History Month, and to celebrate, SIAM is featuring women within our community for their contributions to the applied mathematics and computational science field. Read the ...
It is with deepest gratitude that we acknowledge the generous donors who supported SIAM in 2023. Many of SIAM's awards and honors, such as the recently established SIAM Activity Group on ...
By Jianming XiaSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 54-92, March 2024. Abstract.A risk measure that is consistent with the second-order stochastic dominance and additive for sums of...
By Bjørn Fredrik Nielsen and Zdeněk StrakošSIAM Review, Volume 66, Issue 1, Page 125-146, February 2024. We analyze the spectrum of the operator $\Delta^{-1} [\nabla \cdot (K\nabla u)]$ subject to homogeneous Dirichlet or Neumann boundary...
By Anita T. LaytonSIAM Review, Volume 66, Issue 1, Page 193-201, February 2024. If you are keen to understand the world around us by developing mathematical or data-driven models, or if you...
By Eva-Maria Walz, Alexander Henzi, Johanna Ziegel, and Tilmann GneitingSIAM Review, Volume 66, Issue 1, Page 91-122, February 2024. How can we quantify uncertainty if our favorite computational tool---be it a numerical, statistical, or machine learning...
By Helene FrankowskaSIAM Review, Volume 66, Issue 1, Page 147-147, February 2024. In this issue the Education section presents two contributions. The first paper, “Resonantly Forced ODEs and Repeated Roots,”...
By Gabriel R. Barrenechea, Volker John, and Petr KnoblochSIAM Review, Volume 66, Issue 1, Page 3-88, February 2024. Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solutions of these equations satisfy,...
By Zongren Zou, Xuhui Meng, Apostolos F. Psaros, and George E. KarniadakisSIAM Review, Volume 66, Issue 1, Page 161-190, February 2024. Uncertainty quantification (UQ) in machine learning is currently drawing increasing research interest, driven by the rapid deployment of deep...
By Stefan M. WildSIAM Review, Volume 66, Issue 1, Page 89-89, February 2024. As modeling, simulation, and data-driven capabilities continue to advance and be adopted for an ever expanding set of applications...
By Allan R. WillmsSIAM Review, Volume 66, Issue 1, Page 149-160, February 2024. In a recent article in this journal, Gouveia and Stone [``Generating Resonant and Repeated Root Solutions to Ordinary Differential...
By The EditorsSIAM Review, Volume 66, Issue 1, Page 123-123, February 2024. The SIGEST article in this issue is “A Simple Formula for the Generalized Spectrum of Second Order Self-Adjoint Differential...
By Marlis HochbruckSIAM Review, Volume 66, Issue 1, Page 1-1, February 2024. Numerical methods for partial differential equations can only be successful if their numerical solutions reflect fundamental properties of the...
By Ryan Donnelly and Sebastian JaimungalSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 26-53, March 2024. Abstract. We study optimal control in models with latent factors where the agent controls the distribution...
By Philip E. Protter, Qianfan Wu, and Shihao YangSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page 1-25, March 2024. Abstract. This article presents a Hawkes process model with Markovian baseline intensities for high-frequency order book...
By Alessandro Doldi, Marco Frittelli, and Emanuela Rosazza GianinSIAM Journal on Financial Mathematics, Volume 15, Issue 1, Page SC1-SC14, March 2024. Abstract. Shortfall systemic (multivariate) risk measures [math] defined through an [math]-dimensional multivariate utility function [math] and...
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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.