Welcome to Computational Finance - Interdisciplinary Mailing List

Mailing List Name: computationalfinance @ uni.lu (Begin: November 28, 2011)

Why such a Mailing List?

• to be a forum for scientific exchange in the areas of Computer Science and Finance.
• to establish a communication platform for the identification of common projects and activities.
• to support Computational Finance in the scope of the CSC Doctor School and the Doctoral School in Economics and Finance

Contact

• Th. Grammatikos (-6939)

Talks

Prof Gilles PAGÈS (Paris 6): "American options: Optimal Stopping Theory and numerical methods"

• Course takes place on a weekly basis on Wednesdays, 14h00 s.t.
• Wednesdays, March 13, 20, and 27.
• Where: Room B.13 Campus Kirchberg

Prof. Hans Föllmer, Humboldt-Universität Berlin: Risk, model risk, and Knightian uncertainty: on the role of probability in finance.

• 22nd of November 2012 17:30 Auditoire B02 Campus Kirchberg

Prof. Jorgen Vitting-Andersen, University of Nice Sophia Antipolis: Interdisciplinary approaches: Finance applied to Physics - Physics applied to Finance

• Thursday, 26th April, 2012 from 13h00 until 14h00.
• Luxembourg School of Finance, University of Luxembourg, 4 Rue Albert Borschette, 2nd Floor. Modigliani Miller Auditorium (E02-003), L-1246 Luxembourg.

Prof. Christoph Schommer & Mihail Minev, UL: Data Mining in Finance

• Thursday, 23rd of April, 2012, from 16h30 until 17h00.
• Luxembourg School of Finance, University of Luxembourg, 4 Rue Albert Borschette, Basement

Meetings

• The 3rd meeting will take place at the end of June 2012. More information is coming soon!!

• The 2nd meeting takes place on
  Friday, May 4, 2012, from 11h30 - 13h00, UL, Campus Kirchberg - Room B13
  Agenda:
  • Begin & Welcome. Motivation for the Interest Group. Perspectives for students.
  • Different Talks to the field of Computational Finance
• Please note: we will have a first working group meeting by
  Wednesday, January 25, 2012, from 10h00 - 12h00, UL, Campus Kirchberg, Room A02
  Agenda:
  • Begin & Welcome. Motivation for the Interest Group. Perspectives for students.
  • What is Computational Finance. How is it seen in literature.
  • Overview of current & future project activities in the field.
  • Next steps/plans.
  • Q & A

Projects & Research

• ESCAPE - Efficiency, Spreading of Crisis and Algorithmic Policy Evolution (CORE).
• LAAMI - Logical Approaches for Analyzing Market Irrationality (CORE).