Our warmest congratulations to Nanyang Assistant Professor Ariel Neufeld from the School of Physical and Mathematical Sciences, on being awarded the Society for Industrial and Applied Mathematics Activity Group on Financial Mathematics and Engineering (SIAG/FME) Early Career Prize!
This prize is awarded to one individual in their early career for distinguished contributions to mathematical modeling in finance, in the three calendar years preceding the award year.
The selection committee has awarded Asst Prof Neufeld for his outstanding contributions to utility maximization and hedging under model uncertainty and to modern numerical methods for finance and insurance. This is also the first time that the prize is being awarded to a professor from an Asian university.
The prize will be presented at the 2021 SIAM Conference on Financial Mathematics and Engineering (FM21), which will be held in Philadelphia, USA from 1-4 June 2021.
Once again, congratulations to Asst Prof Neufeld on receiving this prestigious award!
About the SIAM Conference
The objective of the Activity Group on Financial Mathematics and Engineering is to advance fundamental research and implementation of practices in financial engineering, computation, and operations. The activity group aims at fostering collaborations among applied mathematicians, applied probabilists, statisticians, computer and data scientists, economists, as well as industry practitioners. The conference will expose state-of-art mathematical and computational tools in quantitative finance, including its uses in the public and private sector. The activity group promotes and supports the development of financial mathematics and engineering as an academic discipline. For more information, click here.