An evening with inspiring young professionals from the field of theoritical and applied mathematics.
The evening includes 10 minutes short presentations followed by a panel discussion of the speakers.
Speakers and program
Alex Waldron
Geometric Evolution Equations
I will briefly describe how geometric evolution equations may be used to classify low-dimensional manifolds.
Alex received his PhD from Columbia in pure mathematics in 2014. He specializes in differential geometry/geometric analysis, and currently holds the position of Research Assistant Professor at the Simons Center for Geometry and Physics of Stony Brook University.
Miklós Bergou
The Mathematics of Computer Animation: From Physics to Artistry
The concepts of artistic freedom and mathematical determinism may seem at first glance to be fundamentally opposed to each other. Because of this, the fact that special effects like those seen in movies, or other types of computer animation more generally, must combine these two opposing forces likewise seems paradoxical. However, this talk will show how a mathematical framework can be used to build a system that simulates the motion of real-world objects with physical realism while simultaneously giving an artist control over that motion.
Miklós Bergou is a senior software engineer at Google working on the Google Docs suite of products. Before Google, he was a Research Scientist at Adobe working on image and geometry processing algorithms. He received his PhD in 2010 from Columbia University in Computer Science on the topic of "Discrete Geometric Dynamics and Artistic Control of Curves and Surfaces." He received BS degrees in Computer Science and Physics from Carnegie Mellon University, along with a minor in Mathematics.
Lucia Cipolina Kun
Forecasting Economic Variables
The forecast of economic variables is an interesting topic for everyone taking long-term decisions. We all have an idea of the exchange rate for tomorrow, what about one year from now and in 30 years? Economist and mathematicians have developed models to "guesstimate" this variables from a scientific point of view. These models are widely used in finance, from taking investment decisions to risk management of the company. Come and learn about how banks decide your mortgage rate.
Lucia is an Economist and a Mathematician graduated from the prestigious Courant Institute of Mathematics at NYU. She has been working for over 10 years in the financial industry as a mathematician. Her main field of interest is applied probability, such as simulation and prediction of economic variables. As a big advocate of financial regulation and risk management, Lucia dedicates her time to improve the Banking Industry and its role in society.
Kristof Horompoly
Option Pricing and Risk Management
Large investment banks simultaneously have millions of financial positions on their books. Each of these positions poses a potential financial risk to the firm and has a price that may or may not be observable in the market. In this presentation, we will take a brief look at the tools institutions use to price and risk manage their inventory of complex financial positions. In particular, we will explore the pricing of one of the simplest financial products, the European Option.
Kristof is currently a VP at JPMorgan Chase validating models in Asset & Wealth Management and Anti Money Laundering. Previously, he held roles at Morgan Stanley and Bank of America Merrill Lynch. He has a bachelors and masters in applied mathematics from the Budapest University of Technology and Economics.