News
Public lecture: “Covariance Matrix Estimation for Portfolio Selection: Markowitz Meets Goldilocks and Sharknadoes”
On Monday 17 June, 2019, Professor Michael Wolf from the University of Zurich, Switzerland delivered a public lecture at VIASM from 3pm on the topic of portfolio selection in high dimension using shrinkage estimators of covariance matrix of asset returns.
Report on the workshop ``Recent developments on mean-field games, machine learning and quantitative finance”
The Vietnam Institute for Advanced Study in Mathematics (VIASM) organized the workshop “Recent developments on mean-field games, machine learning and quantitative finance”, between May 21st and May 24th, 2019, in Tuan Chau, Quang Ninh province.
The Workshop on Statistics and Numerical Analysis for Stochastic Processes
The Workshop on Statistics and Numerical Analysis for Stochastic Processes took place at the Vietnam Institute for Advanced Study in Mathematics on April 25, 2019. The workshop includes 2 invited talks from Prof. Mohamed Ben Alaya (Université de Rouen Normandie), and Prof. Ahmed Kebaier (Université of Paris 13), and 6 contributed talks by young Vietnamese researchers.
Workshop “Algorithmic and combinatorial methods on discrete structure”
Between 19th and 21st April 2019, the Vietnam Institute for Advanced Study in Mathematics organized the workshop “Algorithmic and combinatorial methods on discrete structure” in Tuan Chau, Ha Long province. The aim of the workshop is to bridge Theory on Algorithms and Discrete Mathematics with applications of solving optimization problems in practice.
Mini-course on Coding Theory and Its Applications
In the mini-course on Coding theory and applications from 18-19, April, 2019, the four invited speakers, Dr. Eitan Yaakobi (Technion), Dr. Son Hoang Dau (RMIT University, Australia), Dr. Van Khu Vu (Nanyang Technological University), and Dr. Tran Thi Luong, introduced to the audience the basics of coding theory as well as its various recent applications.
2019 International Conference on Applied Probability and Statistics (CAPS 2019
2019 International Conference on Applied Probability and Statistics (CAPS 2019 was held between 02/4/2019 and 07/4/2019 at Vietnam Institute for Advanced Study in Mathematics). The 2019 International Conference on Applied Probability and Statistics (CAPS 2019) is the continuation of the series of past CAPS events held in 1999, 2008 and 2013 respectively.