Algorithmic Trading in Competitive Markets with Mean Field Games ResearchInsightsSIAM Newssiam.org FeedsComputational Science & Numerical AnalysisFinancial Mathematics and Engineering In this market model, intelligent heterogenous agents trades against each other in a market with latent factors.
Knowing What to Know in Stochastic Optimization ResearchInsightsCommentarySIAM Newssiam.org FeedsData Science Katya Scheinberg describes novel continuous optimization algorithms, which lie at the core of most foundational data science topics.
A New Mathematical Field Answers Old Questions SIAM NewsBook Reviews While mathematicians traditionally deduce theorems from axioms, reverse mathematicians do the contrary.
AMS-SIAM Norbert Wiener Prize in Applied Mathematics Happening NowAwards and RecognitionSIAM News The 2019 Norbert Wiener Prize is awarded to Marsha Berger (New York University) and Arkadi Nemirovski (Georgia Institute of Technology).
The Vinous Shock: How to Open a Bottle with a Book SIAM Newssiam.org FeedsStudent Mark Levi examines the science behind opening a bottle of wine by smacking its bottom against a book.