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Society for Industrial and Applied Mathematics - Warwick student chapter |
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Based in Warwick's Mathematics department, our main aim is to organise seminars, workshops and events for both undergraduate and postgraduate students. These talks are presented by academics in applied mathematics as well as people working in industry. This provides a great opportunity for students to informally meet researchers from various disciplines and backgrounds.
Our chapter also provides a link with the international SIAM community allowing members to benefit from the various opportunities offered by SIAM.
Students and postdocs of any department who are interested in Industrial Mathematics and its Applications are encouraged to join the chapter here. Membership is free and members will be eligible for free membership to SIAM.
Events
SIAM Talk: Validating Credit Rating Models
The Warwick SIAM chapter welcomes Stuart Burns from Standard & Poor's to talk about credit rating models.
The talk will be held in MS.04 from 2pm to 3pm on Wednesday 6th May.
Abstract:
Stuart Burns, senior director at Standard & Poor's Ratings Services, will provide insight into the field of credit rating models. He'll discuss the background of the company and describe his career journey, before detailing two case studies. Areas covered will include mathematical modelling of the credit cycle, and the 'expert judgement scorecard' approach to credit risk.
Slides: pdf
SIAM Talk: Derivative Problems - Derivative Solutions
The Warwick SIAM chapter welcomes Paul Lloyd and Andrew Burns from ICAP to talk about the evolution of post-trade risk mitigation techniques, including recent technological approaches.
The talk will be held in MS.04 from 2pm to 3pm on Wednesday 11th February.
Abstract:
In the aftermath of the 2008 economic crisis, a renewed demand for accurate and timely risk-mitigation techniques has reshaped the financial service industry landscape. Financial institutions are now under immense pressure to implement robust technological solutions to adapt to the stringent, yet continually expanding regulatory environment. In this discussion, Paul Lloyd and Andrew Burns will briefly discuss the evolution of post-trade risk mitigation techniques – in particular, how the 2008 crisis has generated a new set of best practices for the banking community. Furthermore, they will highlight technological approaches that were not feasible a decade prior, but are now possible given advancements in computation. Finally, they will highlight the interdisciplinary nature of risk management and how it necessitates experts from a wide range of scientific and technical fields – not just finance.
SIAM Talk: The Mechanics of Emotions
The Warwick SIAM chapter welcomes Matt Celuszak from Crowd Emotion to talk about the ability of machines to identify emotions.
The talk will be held in A1.01 from 2pm to 3pm on Wednesday 4th February.
Abstract:
Developments in technology have now made it common to have cameras in our appliances. A key problem is how to make full use of this. In particular how we can teach machines to recognise and abstract information from scenes. One area of interest is how to automate the process of identifying emotions. It's often been claimed that there are universal expressions that link to emotions. So the question is can a machine identify these expressions? Or possibly expand upon our knowledge of emotion. This talk shares our 18 month journey on how technology can help us learn more about our emotions than we can comprehend, and the ongoing challenge of learning how emotions drive behaviours.
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