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ICIAM 2011 will provide an integrated industry program that highlights the many outstanding contributions of applied and industrial mathematics to industry. These sessions are of interest to participants from both academia and industry. "Industry" is widely interpreted to refer to non-academic organizations from industry, government, health, and not-for-profit sectors.
Finance and Risk Management
Lead Organizer:
Rama Cont, Centre National de la Recherche Scientifique, France
Session Organizer:
Andrei Kirilenk, US Commodity Futures Trading Commission, USA
Mathematical models of limit order markets Wednesday July 20 (10:00 – 12:00)
Stochastic analysis and mathematical finance Wednesday July 20 (15:00 – 17:00)
Network models in finance Thursday July 21 (10:00 – 12:00)
Computational methods in finance Thursday July 21 (15:00 – 17:00)
Industrial Tutorial: Function Ito Calculus - Theory & Applications Friday July 22 (10:00 - 12:00)
Advances in Financial Mathematics II: Theory & Application- Systemic & Liquidity Risk Friday July 22 (15:00 - 17:00)
Imaging and Inverse Problems
Lead Organizers:
William Symes, Rice University, USA
Felix J. Herrmann, University of British Columbia, Canada
Session Organizers:Timo Betcke, University College London. UK
Maarten V. de Hoop, Purdue University, USA
Laurent Demanet, Massachusetts Institute of Technology, USA
Contemporary Issues in Geophysical Inversion: Overview Monday July 18 (10:00 – 12:00)
Contemporary Issues in Geophysical Inversion: Inversion in Practice Monday July 18 (15:00 – 17:00)
Contemporary Issues in Geophysical Inversion: Imaging and Velocity Tuesday July 19 (10:00 – 12:00)
Contemporary Issues in Geophysical Inversion: Beyond full-waveform inversion Tuesday July 19 (15:00 – 17:00)
Contemporary Issues in Geophysical Inversion: Numerical advances I Wednesday July 20 (10:00 – 12:00)
Contemporary Issues in Geophysical Inversion: Numerical advances II Wednesday July 20 (15:00 – 17:00)
Graduate research internships with industry
Lead organizers:
John Stockie, Simon Fraser University
Sarah Petersen, MITACS
Graduate research internship with industry – Part I Wednesday July 20 (10:00 – 12:00)
Graduate research internship with industry – Part II Wednesday July 20 (15:00 – 17:00)
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