| 9:00-10:00 |
Invited keynote presentation by Yuying Li |
| 10:00-10:30 |
Coffee break |
| 10:30-11:30 |
First presentation session:
Rangarajan Sudarsan: Simulating biofilm detachment effectively using the Immersed Boundary (IB) Method
Edson Pindza: Spectral domain decomposition methods for efficient valuations of partial integral differential equations in finance
Eunice Chan: The Fibonacci-Mandelbrot polynomials and matrices
|
| 11:30-1:30 |
Lunch |
| 1:30-2:30 |
Second presentation session:
Guangning (Gary) Tan: Computing derivatives of a DAE solution in parallel
Amir Hejazi: A neural network approach to efficient valuation of large VA portfolios
Chun Ho (Nat) Leung: PDE pricing for options under stochastic correlation
|
| 2:30-3:00 |
Coffee break |
| 3:00-4:00 |
Third presentation session:
Edward Cheung: Self-training with adaptive regularization for S^3VM
Parsiad Azimzadeh: Weakly chained matrices, policy iteration, and impulse control
Maryam Ghasemi: An error controlled time-adaptive method for highly nonlinear degenerate problems arising in biofilm formation
|