HIPERFITJanuary Seminar and new Post Docs
We can look back at a very successful 2nd HIPERFIT workshop last week. A large number of participants (100 subscriptions, and some walk-in participants) showed us that our selection of invited talks could indeed motivate a heterogenous audience and stimulate interdisciplinary dialog.
To all attendants and contributors, we say thank you for coming; we enjoyed the event very much and appreciated the inspiring conversations.
The slides of the talks are now available at the workshop web page, so that they can be read post-hoc.
For workshop number three, we have already arranged a cooperation with the Stevanovich Center for Financial Mathematics in Chicago. The 3rd HIPERFIT workshop will be a joint event, on “Functional Programming in Quantitative Finance” (April 20-22, 2012). At the moment, the organisers are looking for contributions (in particular, but not limited to, implementation of quantitative algorithms, trading applications or data analysis). Contact us if you are interested!
But now the Christmas break is coming with rapid strides. In view of the holiday period, we have moved our January seminar by one week. On January 10, the seminar features two talks by faculty members.
First, Christian Andreetta will give a talk “On Bayesian Networks”. He will introduce graphial models in general (of which Bayesian networks are a subset), and discuss the drunken sailor problem. As this might lead to a statistical physics angle on portfolio allocation, we have a nice transition to the following talk.
Mogens Steffensen will give us insight about “Dynamic Portfolio Optimisation” – the problem of describing how changing parameters over time affect decisions in portfolio management, and how such effects can be modelled. Furthermore, we are happy to officially welcome two new post-doctoral members in HIPERFIT:
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Cosmin Oancea joined us on November 15 as a Post-Doc. He has vast experience in both runtime techniques and static analysis to extract and optimise parallelism. Cosmin’s particular field in HIPERFIT will be parallelisation and efficient execution.
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Christian Andreetta joined us on December 1st as a Post-Doc. He has a background in computational biology and statistical methods, and he is already a familiar face in our seminars. Christian will concentrate on DSLs for statistical and probabilistic computations.
Welcome Cosmin and Christian!
Best regards from HIPERFIT