Proceedings of the Forum Math-for-Industry 2018: Big Data Analysis, AI, Fintec [Paperback]

This volume includes selected technical papers presented at the Forum Math-for-Industry 2018. The papers written by eminent researchers and academics working in the area of industrial mathematics from the viewpoint of financial mathematics, machine learning, neural networks, inverse problems, stochastic modelling, etc., discuss how the ingenuity of science, technology, engineering and mathematics are and will be expected to be utilized. This volume focuses on the role that mathematics-for-industry can play in interdisciplinary research to develop new methods. The contents are useful for researchers both in academia and industry working in interdisciplinary sectors.

A Brief Review of Some Swarming Models using Stochastic Differential Equations.- Copula-based estimation of Value at Risk for the portfolio problem.- An Overview of Exact Solution Methods for Guaranteed Minimum Death Benefit Options in Variable Annuities.- Determinantal reinforcement learning with techniques to avoid poor local optima.- Surface Denoising based on Normal Filtering in a Robust Statistics Framework.- Mathematical Modeling and Inverse Problem Approaches for Functional.- Clothing Design based on Thermal Mechanism.- Unique continuation on a sphere for Helmholtz equation and its numerical treatments.- Notes on Backward Stochastic Differential Equations for Computing XVA.

Jin Cheng is a professor at Fudan University, China. He pursued his Ph.D. from the same university. He is currently President of Shanghai Society of Industrial and Applied Mathematics and Director of Shanghai Key Laboratory of Contemporary Applied Mathematics in Fudan University. His research is funded by National Science Foundation of China, the Ministry of Science and Technology of China and Shanghai Municipal Government. Dr Cheng is also on the editorial board of several scientific journals. In 1999, he received the ISACC Young Scientist Award from the International Society for Analysis, il,