All Content

Content Type

First Letter

(3) | 1 (2) | 2 (23) | A (101) | B (24) | C (23) | D (50) | E (23) | F (9) | G (15) | H (21) | I (6) | J (14) | K (13) | L (10) | M (55) | N (11) | O (12) | P (113) | Q (2) | R (20) | S (91) | T (8) | U (3) | V (5) | W (16) | X (4) | Y (11) | Z (8) | (2)

	New publication in Quantitative Finance Journal (News)	Adaptive sparse grid quadrature, Distribution functions, Greeks, Monte Carlo, Numerical smoothing, option pricing, Quasi-Monte Carlo, Richardson extrapolation, Risk estimation, News
	Nizar Ajeeb, Researcher (former), King Abdullah University of Science and Technology	data analysis, MATLAB, Programming language, Web Technologies
	Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation
	Oleg Serikov, Research Consultant, Adaptive Machine Learning
	Nov 6, 15:00 - 16:00, On Adaptive Multilevel Monte Carlo and Multi-Index Monte Carlo by Prof. Raul Tempone (B9 R2322), Raul Tempone, Professor, Applied Mathematics and Computational Sciences	Seminar
	Nov 13, 16:30 - 17:30, On Generalized Fiducial Inference By Prof. Jan Hannig (Univ. of Carolina at Chapel Hill, USA) (B1 R4214), Prof. Jan Hannig University of North Carolina at Chapel Hill	Seminar
	On Jan. 26th, 2017, PhD Candidate Zaid Sawlan will present his Proposal Thesis Defense (News)	News
	On May 24th, 2015, PhD Candidate Abdul Lateef Haji Ali presented his Proposal Thesis Defense entitled "Optimizing Multilevel Stochastic Samplers: Monte Carlo and Sparse Grids" (News)	News
	On Sep. 26th, 2016, PhD Candidate Sören Wolfers presented his Proposal Thesis Defense entitled "Sparse methods for the numerical approximation of parametric PDE" (News)	News
	Apr 21, 15:00 - 16:00, On the subsolution approach to efficient importance sampling By Prof. Boualem Djehiche (KTH, Stockholm, Sweden) (B1 R4214), Professor of mathematical statistics, KTH, Sweden	Seminar
	Ons Chaabene, Ph.D. Student, Applied Mathematics and Computational Sciences
	Mar 9, 11:00 - 12:00, Optimal Control and User Incentives in Cyber-Physical Systems by Dr. Hamidou Tembine (B9 R4222), Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Our research on optimal experimental design is highlighted on KAUST discovery (News)	News
	Feb 4, 11:00 - 12:00, Overview of numerical methods for quantification of uncertainties by Dr. Alexander Litvinenko (B9 R4222), Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group	Seminar
	Owen Douglas, Visiting Student, Stochastic Numerics Research Group
	Mar 6, 15:00 - 16:00, Parametric Problems, Stochastic, and Identification By Prof. Hermann Matthies (ISCTUB, Germany) (B1 R4102), Prof. Hermann Matthies, Institute of Scientific Computing TU Braunschweig, Geramany	Seminar
	Dec 2, 15:00, PDE with Random Coefficients As A Problem in High-Dimensional Numerical Integration By Prof. Ian H. Sloan (University of New South Wales, Australia) (B1 R4214), Prof. Ian H. Sloan, University of New South Wales, Australia	Partial Differential Equations, Seminar
	Pedro Andres Vilanova Guerra, Postdoctoral Research Fellow, Stochastic Numerics Research Group
	Pedro Vilanova successfully defended his PhD Thesis (News)	News
	Peter Schmid, Professor, Mechanical Engineering	applied mathematics, computational methods, MATLAB, Signal processing
	Ph.D. candidate Gaukhar Shaimerdenova participated in SIAM Conference on Uncertainty Quantification (UQ22) (News)	News
	Ph.D. student Eliza Rezvanova visited RWTH Aachen University (News)	News
	Ph.D. student Yang Liu attended ECCOMAS Congress 2022 in Oslo (News)	News
	Ph.D. student Yang Liu attended WCCM-APCOM 2022 (News)	News
	Ph.D. student Yang Liu won the Finalist Award in the SIAM Hackathon (News)	News
	PhD Defense by Abdul Lateef Haji Ali (News)	News
	May 19, 14:00 - 15:00, PhD Defense: Efficient Multilevel and Multi-index Sampling Methods for Stochastic Differential Equations by Abdul Lateef Haji Ali, PhD candidate of Prof. Raul Tempone (KAUST) (B2 R5220)	PhD Dissertation Defense
	Aug 8, 12:30 - 13:30, PhD Student Abdul Lateef Haji Ali to Present 'Monte Carlo Methods' Talk at University of Basel (KAUST)	Monte carlo methods, Multilevel Monte Carlo, Seminar, stochastic particle systems
	PhD Student Abdul Lateef Haji Ali to Present 'Monte Carlo Methods' Talk at University of Basel (News)	Monte carlo methods, News
	PhD student Abdul Lateef Haji Ali will give a contributed talk at the 10th IMACS Seminar on Monte Carlo Methods (MCM 2015), July 6-10, 2015, Linz, Austria (News)	News
	PhD student Abdul Lateef Haji Ali will give a minisymposium talk at the International Conference on Scientific Computation And Differential Equations 2015 (SciCADE 2015), University of Potsdam, Germany (News)	News
	PhD student Abdul Lateef Haji Ali will give an invited talk at University of Pavia (News)	News
	PhD student Abdul Lateef Haji Ali will give invited talks at the Congress on Industrial and Applied Mathematics (ICIAM 2015) in Beijing, China (News)	News
	PhD student Alvaro Moraes gave an invited talk at Royal Institute of Technology (KTH) (News)	News
	PhD student Alvaro Moraes has given an invited talk at CALTECH at Pasadena-USA (News)	News
	PhD Student Eya ben Amar participation at 14th International Conference on Monte Carlo Methods and Applications (MCM23) (News)	News
	PhD student Pedro Vilanova has given an invited talk in Uppsala University on Monte Carlo hybrid Chernoff tau leap method for stochastic simulation of chemical reaction networks (News)	News
	PhD students Abdul Lateef Haji Ali, Alvaro Moraes, and Pedro Vilanova participated in a poster session in the IX ERPEM - Ninth Regional Meeting on Probability and Mathematical Statistics - Balneario Solís, Uruguay (News)	News
	PhD Thesis Defense: Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks by Chiheb Ben Hammouda (News)	News
	PhD Thesis from Stochastic Numerics Research Group
	Post-Doc Aku Jakko Kammonen participation at Siam Conference on Computational Science and Engineering (CSE23) (News)	News
	Post-Doc Aku Jakko Kammonen participation at UNCECOMP 2023, 5th International Conference on Uncertainty Quantification in Computational Science and Engineering (News)	News
	Post-Doc André Carlon participation at MCQMC2022 in Linz (News)	bayesian inference, Stochastic Methods and Algorithms, News
	Post-Doc André Carlon participation at UNCECOMP2023 in Athens (News)	bayesian inference, Stochastic Methods and Algorithms, News
	Pricing American Options by Exercise Rate Optimization
	Apr 12, 14:30 - 16:00, Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models by Soumaya ElKantassi (B3 L5 R5209), Soumaya Elkantassi, M.S., Applied Mathematics and Computational Sciences	Thesis Defense
	Prof. Raul Tempone is invited to give a mini-course at the workshop "Stochastic Methods in Finance and Physics", Crete, Greece (News)	News
	Prof. Cédric Villani, Fields Medal Winner, visited the Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, on 27th January, 2014 (News)	News
	Prof. Klaus Ritter will be visiting the Stochastic Numerics Research Group (News)	News
	Prof. Marco Scavino to visit the Stochastic Numerics Research Group (News)	News
	Prof. Marco Scavino will be visiting the Stochastic Numerics Research Group during the period Sep. 23 - Oct. 7, 2016 (News)	News
	Prof. Marco Scavino will participate in KAUST recruiting activities developed by the Office of International Programs (News)	News
	Prof. Michael Herty to visit Stochastic Numerics Research Group (News)	News
	Prof. Mike Giles, Prof. Raul Tempone and Dr. Abdul Lateef Haji Ali are organizing a minisymposium on Multilevel Monte Carlo methods at the MCQMC - Stanford (News)	News
	Prof. R. Tempone was an invited speaker at the Chemnitz Finite Element Symposium in Germany (News)	News
	Prof. Raul Tempone (KAUST) and Prof. Fabio Nobile (EPFL) are organizing the KAUST UQ School on Numerical Methods for Direct and Inverse Problems (News)	News
	Prof. Raul Tempone Addresses SIAM Conference on Uncertainty Quantification in Savannah, USA (News)	News
	Prof. Raul Tempone and Dr. Alvaro Moraes will teach the course "Simulation and Inference of Stochastic Reaction Networks" at the department of Mathematics and Statistics of KTH (Royal Institute of Technology) in Stockholm (News)	News
	Prof. Raul Tempone and Dr. Chiheb Ben Hammouda are organizing a minisymposia "Hierarchical Methods for Variance Reduction" at the MCQMC Conference, 10-14 August 2020, University of Oxford (News)	Monte carlo methods, News
	Prof. Raul Tempone and Dr. Kody Law are organizing a minisymposium entitled "Advanced multilevel Monte Carlo methods" at the SciCADE 2015 conference in Potsdam, Germany on September 14-18, 2015 (News)	News
	Prof. Raul Tempone and his KAUST research group to visit the WIAS Institute in Berlin Germany (News)	News
	Prof. Raul Tempone and Juho Happola gave a recruiting talk at Aalto University, Finland (News)	News
	Prof. Raul Tempone gave a seminar talk at the EU Regional School, AICES, RWTH Aachen University (News)	News
	Prof. Raul Tempone gave a short course on Fast Simulation Techniques for Stochastic Reaction Networks at the Felix Klein Center for Mathematics in TU Kaiserslautern (News)	News
	Prof. Raul Tempone gave a talk entitled "A Potpourri of Results from the KAUST Uncertainty Quantification Center" at I³MS Seminar Series SS 2017 (News)	News
	Prof. Raul Tempone gave a talk entitled "Multilevel and multi-index sampling methods with applications" in the summer school CEMRACS 2017 (News)	uncertainty quantification, News
	Prof. Raul Tempone gave a talk entitled “KTH+KAUST: Higher level for existing collaborations” (News)	News
	Prof. Raul Tempone gave an invited talk at the Workshop "Direct and inverse problems for PDEs with random coefficients” on Nov. 9 – 15, 2015. WIAS Berlin, Germany (News)	News
	Prof. Raul Tempone gave an invited talk entitled “Multi Index Monte Carlo” at Aalto University, Finland (News)	News
	Prof. Raul Tempone has given a talk in the Spatial Statistics for Environmental and Energy Challenges, Workshop 2014, KAUST. Multiscale Modeling of Wear Degradation in Cylinder Liners (News)	News
	Prof. Raul Tempone is a Keynote speaker at the next edition of the annual Woudschoten Conference (News)	News
	Prof. Raul Tempone is a plenary speaker at CILAMCE 2017 (News)	News
	Prof. Raul Tempone is a plenary speaker at International Conference on Monte Carlo techniques (News)	News
	Prof. Raul Tempone is a plenary speaker at the 4th Workshop on Sparse Grids and Applications, October 4-7, 2016, Miami, Florida (News)	News
	Prof. Raul Tempone is a semi-plenary speaker at the 14th U.S. National Congress on Computational Mechanics (News)	News
	Prof. Raul Tempone is an invited speaker at INdAM Workshop (News)	News
	Prof. Raul Tempone is an invited speaker at the "Advances in numerical and analytic approaches for the study of non-spatial stochastic dynamical systems in molecular biology" Workshop, Cambridge, UK (News)	News
	Prof. Raul Tempone is an invited speaker at the 27th Chemnitz FEM Symposium 2014, Germany (News)	News
	Prof. Raul Tempone is an invited speaker at the Alan Turing Meeting, in the School of Mathematics at The University of Manchester (Friday, June 6th, 2014) (News)	News
	Prof. Raul Tempone is an invited speaker at the Challenges in high-dimensional analysis and computation Workshop (News)	News
	Prof. Raul Tempone is an invited speaker at the NASPDE workshop 2014, "Numerical Analysis of Stochastic PDEs", Switzerland (News)	News
	Prof. Raul Tempone is an invited speaker at the Workshop: "Uncertainty Quantification for Multiscale Stochastic Systems and Applications", UCLA, IPAM, Los Angeles, California (News)	News
	Prof. Raul Tempone is an invited SPP Fellow of the German Research Foundation, DFG Priority Program 1324, "Mathematical methods for extracting quantifiable information from complex systems" (News)	News
	Prof. Raul Tempone is co-chair of the International Conference in Monte Carlo & Quasi-Monte Carlo Methods (News)	News
	Prof. Raul Tempone is co-organizer of the workshop "Computational Uncertainty Quantification" (News)	News
	Prof. Raul Tempone is the organizer for the SIAM Uncertainty Quantification Conference in Raleigh, NC, USA in March 2014 (News)	News
	Prof. Raul Tempone named Numerical Analysis “Affilierad Fakultet” with the Mathematics Department of the Royal Institute of Technology (KTH) in Stockholm, Sweden (News)	News
	Prof. Raul Tempone taught the second part of the course "Numerical techniques for PDEs with random input data" at the department of Mathematics and Statistics of KTH (News)	News
	Prof. Raul Tempone to visit and give a seminar talk at the Dept. of Mathematics, Aachen University, Germany (News)	News
	Prof. Raul Tempone visited German Aerospace Center (DLR) in Kolen, Germany (News)	News
	Prof. Raul Tempone visited Prof. Matteo Icardi's at the University of Warwick (News)	News
	Prof. Raul Tempone visits Chalmers (News)	News
	Prof. Raul Tempone was a lecturer at the Louis Bachelier labex thematic semester on "Monte-Carlo: uncertainty quantification, particle methods, stochastic algorithms for Big Data" (News)	News
	Prof. Raul Tempone was plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay (News)	News
	Prof. Raul Tempone was the external thesis revisor in Markus Siebenmorgen's Phd dissertation defense (News)	News
	Prof. Raul Tempone was the opponent at Matti Leinonen's PhD dissertation defense (News)	News
	Prof. Raul Tempone will be a lecturer at the UQ School WIAS - Berlin (News)	News
	Prof. Raul Tempone will be doing research collaboration with Dr. Abdul-Lateef Haji-Ali and Dr. Joakim Beck at the Mathematical Institute (News)	News
	Prof. Raul Tempone will give a colloquium at the Dept. of Mathematics, University of Warwick (News)	News
	Prof. Raul Tempone will give a minisymposium talk at the International Conference on Scientific Computation And Differential Equations 2015 (SciCADE 2015), September 14-18, Potsdam, Germany (News)	News