MMF Faculty Speak at Conferences

Tomasz Bielecki, Professor of Applied Mathematics and Director of the Master of Mathematical Finance (MMF) program, was a plenary speaker at the 2015 AMMCS-CAIMS Congress in Waterloo, Ontario, Canada, June 7-12. Bielecki presented “Dependence between components of multivariate conditional Markov chains: Markov consistency and Markov Copulae.” 

In addition, Fred Hickernell, Chair and Professor of Applied Mathematics, presented an invited talk, “Guaranteed Fixed-Width Confidence Intervals for Monte Carlo and Quasi-Monte Carlo Simulation,” at the 47th Journées de Statistique Conference June 1–5 in Lille, France. Hickernell’s talk described recent work by IIT faculty and students to answer the question of when one can stop a simulation and know that the answer has the required accuracy. He presented along with 16 guest lecturers from the United States, United Kingdom, France, Germany, Italy, and Denmark. The MMF is a joint program between IIT Stuart and the IIT Applied Math Department.