Fondation des Sciences de la Modélisation

Labex-phd-course

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We are pleased to welcome at ESSEC Business school on Monday 11th, Tuesday 12th and Wednesday 13th October 2021, Professor Paolo Guiotto from the University of Padova, Italy.

Professor Guiotto will teach a 9 hour Phd course on « Nonstandard Mathematical Methods in Asset Allocation », sponsored by LABEX.

Content:

  • Introduction : Classical static allocation Problems
  • Dynamic Allocation Problems : Martingale Approach, examples and analytic solutions
  • A crash course on Malliavin Calculus
  • Application of Malliavin Calculus to Dynamic Allocation

This course will be taught in class and online.

https://www.eventbrite.fr/e/billets-labex-phd-course-180884228597

Call for propsals 2022-1

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The Labex MME-DII call for propsals 2022-1 is now open and will close on 9 October 23:59 (CET). The following funding schemes are available within the present call:

  • Scientific projects: either exploratory projects, for which up to 5,000 € can be requested, or ongoing projects, for which up to 2,000 € can be requested. Funding typically covers research stays and/or data collection or acquisition. Equipment and conference participation are not eligible for funding.
  • Scientific events: seminars, conferences, workshops, summer schools, or thematic cycles consisting of a series of such events together with advanced courses around a unifying theme.
  • Master’s study grants of 7,000 € for the academic year 2022-2023. Labex MME-DII covers the full cost of the grants. The master’s program must be offered by one of Labex MME-DII’s participating institutions. The application must be submitted by the director of the master’s program, who will subsequently award the grants to their most deserving students.

In all cases, the applicant must be a member of Labex MME-DII. Proposals are selected on the basis of their scientific quality, relevance to Labex MME-DII’s agenda, inter-disciplinary nature, and socio-economic impact. Within the scientific projects and scientific events schemes, targeted funding is available to proposals with a strong focus on inter-disciplinarity and/or impact.

To submit a proposal, please login to the CY Initiative online submission platform

https://cy-initiative.smapply.io/prog/labex_mme-dii_-_call_for_proposals_2022-1_/

and follow instructions therein (you will need to create an account if you don’t have one already).

prochain appel à propositions 2022-1 sera lancé en septembre 2021 et clos en octobre 2021. Les instruments de financement suivants seront ouverts :