SIAM Conference



SIAM Conference on Financial Mathematics and Engineering (FM23)

June 6 - 9, 2023

DoubleTree by Hilton Philadelphia Center City | Philadelphia, Pennsylvania, U.S.

#SIAMFM23    

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About the Conference


About the Conference

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This is the conference of the SIAM Activity Group on Financial Mathematics and Engineering.

The objective of the Activity Group on Financial Mathematics and Engineering is to advance fundamental research and implementation of practices in financial engineering, computation, and operations. The group aims at fostering collaborations among applied mathematicians, applied probabilists, statisticians, computer and data scientists, economists, as well as industry practitioners. The conference will expose state-of-art mathematical and computational tools in quantitative finance, including its uses in the public and private sector. The activity group promotes and supports the development of financial mathematics and engineering as an academic discipline.

Included Themes


Included Themes
  • Algorithmic trading
  • Behavioral finance
  • Blockchain and decentralized finance
  • Commodity markets
  • Computational finance
  • Credit risk 
  • Financial data science
  • Financial technology
  • Intelligent and automated asset management
  • Insurance mathematics
  • Machine learning 
  • Market microstructure
  • Market liquidity and frictions 
  • Mean field games 
  • Model risk and uncertainty
  • Optimal stopping
  • Optimal transport 
  • Option pricing and hedging
  • Risk measures 
  • Robust finance 
  • Stochastic control
  • Stochastic games
  • Stochastic volatility
  • Systemic risk 
  • Stochastic modeling of epidemics 
  • Volatility modeling

Conference Committees


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Thank you to our sponsors

Thank you to our conference sponsors

Thank you to our sponsors

Statement on Inclusiveness

As a professional society, SIAM is committed to empowering equitable, diverse, and inclusive participation in all aspects of our community. SIAM will provide a climate that encourages the open expression and exchange of ideas, that is free from all forms of discrimination, harassment, and retaliation, and that is welcoming and comfortable to all members and to those who participate in its activities.

In pursuit of this commitment, SIAM is dedicated to the philosophy of equality of opportunity and treatment for all participants regardless of gender, gender identity or expression, sexual orientation, race, color, national or ethnic origin, religion or religious belief, age, marital status, disabilities, veteran status, and field of expertise.

This philosophy extends from SIAM’s governing structures and bodies to its conferences, publications, awards, and to all its organized activities.

We expect all members of SIAM and participants in SIAM activities to work towards this commitment to equity, diversity, and inclusion.

If you have experienced or observed behavior that is not consistent with the principles expressed above, you are encouraged to report any violation using the SIAM hotline, hosted by the third-party hotline provider, EthicsPoint. The information you provide will be sent to us by EthicsPoint on a totally confidential and anonymous basis if you should choose. You have our guarantee that your comments will be heard. Please submit reports.