National Meeting of Women in Financial Mathematics

April 27 - 28, 2017

Overview

WFM Logo2The second national conference of Women in Financial Mathematics (WFM) will provide a dynamic platform to promote and foster networking and collaboration between academics, practitioners, supervisors, and others in the field of financial mathematics. Along with several networking events, this two-day conference will feature several panel discussions covering various topics currently relevant to the finance industry and research talks presenting recent advances in financial mathematics. You can read the panelist and speaker bios here. The conference will be of interest to practitioners, academics, regulators and service providers in financial mathematics.

Due to the nature of this meeting, only women will be invited to speak and may apply for funding.  Men are welcome to register and attend the meeting.

This conference will include a poster session on the second day; a request for poster titles will be sent to registered participants in advance of the meeting.

This conference provides an especially unique networking opportunity for students planning to enter the job market in the coming months. However, for those who cannot attend the event in person, all panels and research talks will be available via Livestream. Access the Livestream of the WFM conference at: livestream.com/IPAM. Remote viewers are highly encouraged to post questions or comments in the Livestream chat window, which will be monitored by a moderator. No password or login is required to view or participate in the Livestream of the conference. You may access the livestream of this event starting at 9:30 AM PST on Thursday, April 27th and starting at 9 AM PST on Friday, April 28th. Livestreaming will conclude at 4 PM PST on both days.

 

Industry Day Panel Topics (April 27, 2017)

  • The Here-to-Stay Roles of Big Data and Machine Learning
  • The Outlook for Quantitative Investing
  • Predictions for Portfolios and the Role of Robo Advisors
  • Predictions for FinTech & Asset Management
  • New Directions in Financial Mathematics –Risk/Algorithmic Trading/ETFs and Beyond

 

Academic Day Research Talks (April 28, 2017)

  • General Research Directions in Financial Mathematics
  • Systemic Risk and Central Clearing Counterparty Design
  • Recent Advances in Factional Stochastic Volatility Models
  • The Impact of Fintech & Data Science on Financial Institutions: The Need for New Skill sets
  • Equilibrium with Transaction Costs
  • Portfolio optimization in a short time horizon
  • Illiquidity, Credit risk and Merton’s model
  • Optimal Reward & Mean Field Game of Racing

 

Support for The National Meeting of Women in Financial Mathematics includes a donation from SBCC Group, AMD, Wilshire Funds Management, and the UCLA Anderson Master of Financial Engineering (MFE) program.

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Organizing Committee

Tanya Beder (SBCC Group)
Xin Guo (University of California, Berkeley (UC Berkeley))
Rosemary Macedo (QS Investors)
Monique Miller (Wilshire Funds Management)
Thaleia Zariphopoulou (University of Texas at Austin)