The SIAG/FME Conference Paper Prize is awarded by the SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FME). The prize is intended to recognize outstanding research presented by students and/or postdocs at the biennial SIAM Conference on Financial Mathematics and Engineering. Up to six finalists will be selected to present their work and up to two awards will be made at each conference. The prize recipients will be selected based on the delivery of the paper at a dedicated session of the conference as well as on the innovation, originality, and potential impact of the work. Each award has equal merit.
To be eligible, a candidate must have already submitted the abstract of their paper for participation in the conference and received acceptance of their paper. A candidate must be a student or a postdoc who received the PhD (or equivalent degree) no more than two (2) calendar years earlier than the year of the award.
Candidates must submit a completed paper or extended work-in-progress, 30 pages or less, to the prize committee no later than 5 months prior to the meeting. Submission for the prize is separate from submission to participate in the conference. Candidates should submit for the prize as well as for regular participation. They should submit the talk abstract for regular participation (through “submissions” at the conference website), and they should submit the paper for the prize (per instructions in the call for submissions).
The SIAG/FME officers will develop a list consisting of up to four (4) members of the SIAG to serve as an prize committee (judges) no later than five (5) months prior to the meeting (the exact date will be posted on the conference website). The list will be approved by the SIAM VP at Large before the appointments are made. The judges will be announced on the conference website. The SIAG officers will seek to ensure a diverse composition of the judges in research area, geography, employment sector (industry, national laboratories, universities), and under-represented groups.
The prize committee will select a short list of four (4) to six (6) finalists from the collection of submitted papers. The selection criteria at this stage will be based on innovation, originality, and potential impact of the work. Applicants will be informed of this decision no later than three (3) months prior to the meeting.
All prize finalists must deliver a 25 minute presentation of their work in a dedicated session of the FME meeting to be considered eligible for the prize. All prize judges will be present and will rate the presentation of their work taking into account the delivery of the presentation in addition to innovation, originality, and potential impact of the work. Up to two (2) winners will be awarded the prize.
Description of the Award
The award to each winner consists of a $200 cash award plus a letter of certification. Both will be sent to the winner(s) after the conference. The names of the winners will be announced at the conference and published in appropriate SIAM media. There will be no prize fund.
The first award of the prize was made in 2014.
- 2014 Awards
Daniel Lacker, Princeton University
A General Characterization of the Mean Field Limit for Stochastic Differential Games
Justin Sirignano, Stanford University
Efficient Risk Analysis of Mortgage Pools
- 2016 Award
Yuchong Zhang, Columbia University
Arbitrage in Non-dominated Markets with Frictions
The next award will be made in 2018.
Click here to see a list of selection committee members by year.