What’s New
U.S. DoD Names 2016 Class of National Security Science and Engineering Faculty Fellows
The U.S. Department of Defense announced its 2016 class of National Security Science and Engineering Faculty Fellows. According to the DoD, the program awards grants to top-tier researchers from U.S. universities to conduct long-term, unclassified, basic research of strategic importance to the Defense Department. Fifteen […]
Identifying Links Between the S&P500 and VIX Derivatives
By Andrew Papanicolaou The technique of volatility trading has been common practice since the 1970’s. Typically, a long (short) position in volatility included a long (short) position in options. In 2003 there came a more standardized way of trading volatility, as the VIX formula became […]
SIAM Honors Two IPAM Participants in Fellows Class of 2016
SIAM announced their Fellows Class of 2016, and two IPAM participants were among those recognized: Dwight Barkley (University of Warwick)—participant in Mathematics of Turbulence long program (2014) Gregory Beylkin (University of Colorado Boulder)—participant in Multiscale Geometry and Analysis in High Dimensions long program (2004), and […]
White Paper: New Directions in Mathematical Approaches for Traffic Flow Management
This white paper on the recent progress and remaining open questions related to IPAM’s long program Traffic Flow Management was written by the participants of the program and edited by Daniel Work and Benjamin Seibold. Read the full report. Introduction Transportation research is currently at […]
