The First Waterloo Conference in Statistics, Actuarial Science, and Finance

The First Waterloo Conference in Statistics, Actuarial Science, and Finance

The First Waterloo Conference in Statistics, Actuarial Science, and Finance

Waterloo, Ontario

April 25 & 26, 2019

The Waterloo Conference in Statistics, Actuarial Science, and Finance (WatSAF) is a series of annual conferences hosted by the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. The aim of these conference series is to bring in top Canadian and international scholars, as well as relevant industry leaders, in the broad fields of statistical, actuarial, and financial studies to present and discuss the most cutting-edge advances in the respective fields. The specific theme of the WatSAF series varies annually, reflecting the strength and interests of the different research groups within the department.

The first WatSAF features the theme “Quantitative Risk Management and Financial Technology (FinTech).”  Risk management and FinTech have been rapidly developing over the past few years. New challenges and practical issues arise on a daily basis, and they become increasingly important for scholars, investors, entrepreneurs, policy makers, and society at large. The conference serves as an academic platform that provides experts from both academia and industry an opportunity to present their research advances on these two active research fields and their interplay. Topics include mathematical, computational, and learning methods as well as conceptual and technological innovations developed for finance, insurance, risk management, or policy making.

The first WatSAF will be jointly hosted with the David A. Sprott Distinguished Lecture to be delivered by Damir Filipovic (EPFL Lausanne and Swiss Finance Institute).

Confirmed invited speakers:

Jose Blanchet (Stanford University)

Agostino Capponi (Columbia University)

Michel Dacorogna (Prime Re Solutions)

Chris Frei (The University of Alberta)

Steven Kou (Boston University)

Christiane Lemieux (The University of Waterloo)

Andreea Minca (Cornel University)

Jan Obloj (The University of Oxford)

Dan Rosen (d1g1t Inc)

Steven Vanduffel (Vrije Universiteit Brussel)

Mario Wuthrich (ETH Zurich)

Ricardas Zitikis (Western University)

 

Registration for the conference is now open.

Visit the conference website at:

uwaterloo.ca/sas/watsaf-conference

Questions regarding the scientific program can be sent through email to the Chair of the Organizing Committee, Ruodu Wang (wang@uwaterloo.ca). For any other information, contact Greg Preston (gpreston@uwaterloo.ca).

 

 

Thursday, March 14, 2019

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