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All-Russian Seminar "Selected Issues in Mathematical Finance"
(May 22–23, 2023, MSU Moscow School of Economics (hybrid format), Moscow)

The Vega Institute Foundation, the MSU Moscow School of Economics, the Faculty of Mechanics and Mathematics and the Faculty of Computational Mathematics and Cybernetics hold the All-Russian Seminar "Selected Issues in Financial Mathematics.

The seminar is a part of a series of events marking the 120th anniversary of Andrey Nikolaevich Kolmogorov's birth.

Format: Hybrid

The event aims to bring mathematicians together and provide a platform for joint discussion and search for possible applications of the results obtained in financial mathematics.

The seminar covers the following topics:

  • probability theory and stochastic processes
  • differential equations and partial differential equations
  • numerical methods
  • mathematical statistics and machine learning
  • mathematical finance
  • other topics

Applications to participate as a speaker are accepted until May 3. Requirements for papers:

  • the paper must contain original scientific research corresponding to the seminar topics;
  • abstracts are accepted in Russian or English;
  • an abstract of the report should be submitted in the proposed tex-template and should not exceed 2 pages;
  • the initial tex-file and pdf-file of the abstract are to be attached to the application.

Speaking time is limited to 25 minutes (a total of 30 minutes including questions and answers).

The registration as a listener is open until May 15.

Participation is free. Travel of speakers to and from the venue of the seminar, as well as accommodation are provided by the organizers.

E-mail:
Website: https://vega-education.org/kolmogorov120

Program Committee
Klimov Kirill Yur'evich
Nekipelov Aleksandr Dmitrievich
Polterovich Viktor Meerovich
Shafarevich Andrei Igorevich
Shiryaev Albert Nikolaevich
Sokolov Igor' Anatol'evich
Zhitlukhin Mikhail Valentinovich

Organizing Committee
Popova Ekaterina Igorevna
Sotnikov Dmitrii M
Stefanenko V Yu
Tsareva Marianna Nikolaevna
Volobueva Valeriya Yu

Institutions
Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Lomonosov Moscow State University, Moscow School of Economics
Science Promotion Foundation Vega Institute

 
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