Society for Industrial and Applied Mathematics Courses

Trading and Hedging Bitcoin Volatility

1 review

Explore bitcoin volatility trading, hedging strategies, and crypto market dynamics. Gain insights into implied volatility, variance risk premium, and perpetual futures in unregulated exchanges.

• YouTube
• 1 hour 2 minutes
• On-Demand
• Free Video

Quantum Cryptography

1 review

Explore quantum cryptography fundamentals and its intersection with mathematical sciences through expert insights on securing quantum communications and fostering interdisciplinary research.

• YouTube
• 29 minutes
• On-Demand
• Free Video

Implications of COVID-19 for Financial Markets - SIAM FME Virtual Talk

1 review

Experts analyze COVID-19's impact on financial markets, discussing Treasury market disruptions, central counterparty resilience, and government interventions in the mortgage sector.

• YouTube
• 59 minutes
• On-Demand
• Free Video

Machine Learning in Extreme Weather Forecasting with William Drew Collins

1 review

Explore innovative ML techniques for extreme weather forecasting, leveraging FourCastNet algorithm to generate massive ensembles with high accuracy and efficiency, revolutionizing atmospheric dynamics modeling.

• YouTube
• 56 minutes
• On-Demand
• Free Video

Upscaling and Automation - New Opportunities for Multiscale Systems Modeling

Explore automated upscaling techniques for multiscale systems modeling, focusing on Symbolica software for rapid model development in complex energy and geologic systems.

• YouTube
• 1 hour 2 minutes
• On-Demand
• Conference Talk

Supercomputing Spotlights - Supercomputing Software for Moore and Beyond

Explore supercomputing software evolution, data locality challenges, and innovative solutions for post-Moore era. Learn about multicore architectures, heterogeneous computing, and emerging trends in high-performance computing.

• YouTube
• 42 minutes
• On-Demand
• Conference Talk

Online Parallel Paging and Green Paging

Explore optimal algorithms for parallel paging, addressing cache sharing among processors. Discover connections to green paging and learn about O(log p)-competitive algorithms for both problems.

• YouTube
• 45 minutes
• On-Demand
• Conference Talk

The Adoption of Blockchain-Based Decentralized Exchanges

Explore decentralized finance exchanges, focusing on Automated Market Makers. Learn about their market structure, pricing functions, and impact on liquidity providers and arbitrageurs through game theory and data analysis.

• YouTube
• 56 minutes
• On-Demand
• Conference Talk

Model Invariants and Functional Regularization

Explore model invariants and functional regularization in quantitative finance. Learn about regression, MLE, Bayesian estimation, and new approaches to improve model robustness and interpretability in data analysis.

• YouTube
• 50 minutes
• On-Demand
• Conference Talk

Dynamic Graph Algorithms and Their Implementation

Explore recent advances in dynamic graph algorithms, covering theoretical analysis and empirical evaluations for efficiently handling edge deletions and insertions in evolving graph models.

• YouTube
• 56 minutes
• On-Demand
• Conference Talk

Learning Robust Imaging Models without Paired Data

Explore robust imaging models using Bayesian inference and deep learning without paired data. Learn techniques for image denoising, segmentation, and unpaired degradation modeling in practical applications.

• YouTube
• 56 minutes
• On-Demand
• Conference Talk

Reduced-Order Modeling and Inversion for Large-Scale Problems of Geophysical Exploration

Explore reduced-order modeling techniques for efficient geophysical exploration, focusing on electromagnetic and seismic methods to solve large-scale forward and inverse problems in real-time.

• YouTube
• 1 hour 4 minutes
• On-Demand
• Conference Talk

Multivariate Portfolio Choice via Quantiles

Explore multivariate portfolio optimization using quantiles, extending univariate approaches to solve complex financial problems and develop new numerical solutions for multivariate preferences.

• YouTube
• 58 minutes
• On-Demand
• Free Video

On the Use of Linear Surrogate Models for Bayesian Inverse Problems

Explore efficient Bayesian inverse problem solutions using linear surrogate models. Learn about model discrepancy, Gaussian priors, and applications in high-dimensional PDE discretization problems.

• YouTube
• 1 hour
• On-Demand
• Conference Talk

Operational Risk Financialization of Electricity Under Stochasticity

Quantifying and allocating risk in electricity grids with renewable energy sources, using Monte Carlo simulations and advanced optimization techniques to enhance grid reliability and cost-effectiveness.

• YouTube
• 1 hour
• On-Demand
• Conference Talk