Computational finance

KAUST-CEMSE-The-International-Research-Conference-on-Multi-Grid-and-Multi-Scale-Methods-in-Computational-Science

KAUST International Research Conference on Multi-Grid and Multi-Scale Methods in Computational Science, IMG 2025

Feb 3 - 5, All day

Building 19 and 20

Multigrid Domain Decomposition HPC computational fluid dynamics Computational finance

The International Conference on Multigrid and Multiscale Methods in Computational Science (IMG) offers a dynamic forum for researchers to share advances in multigrid, multilevel and multiscale computational techniques, as well as their applications across scientific domains.

Soumaya Elkantassi

M.S., Applied Mathematics and Computational Sciences

Stochastic processes Computational finance

Soumaya Elkantassi obtained a Master's degree in Applied mathematics and Computational Sciences under the supervision of Professor Raul F. Tempone's at Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Soumaya's research interests included Statistics, Probability Theory and Stochastic Processes, and Computational Finance. Education Profile M.Sc. in Applied mathematics and Computational Sciences, Statistics and Data Analysis, King Abdullah University of Science and Technology (2015 - 2017). Engineering in Economics and

Raul Tempone

Professor, Applied Mathematics and Computational Sciences

numerical analysis Computational finance computational statistics stochastic differential equations uncertainty quantification bayesian inference data assimilation hierarchical and sparse approximation optimal control optimal experimental design stochastic optimization

Professor Raul Tempone is an worlwide recognized researcher in numerical analysis and uncertainty quantification. Professor Raul Tempone at KAUST leads the stochastic numerics research group, significantly contributing to Saudi Arabia's Vision 2030 goals through advancements in computational science. His work in adaptive algorithms, Bayesian inverse problems, and scientific machine learning drives forward critical applications in technology and sustainability, embodying KAUST's commitment to global scientific leadership and economic diversification.

Gaukhar Shaimerdenova

Ph.D. Student, Applied Mathematics and Computational Sciences

numerical analysis Computational finance

Gaukhar Shaimerdenova is a Ph.D. candidate at Stochastic Numerics Research Group (STOCHNUM) under the supervision of Professor Raul F. Tempone at King Abdullah University of Science and Technology (KAUST). Research Interests Gaukhar's research interests include Stochastic Differential Equations, Numerical Analysis, Data Assimilation, Multilevel/Multi-index Monte Carlo methods, Ensemble Kalman Filtering and Computational Finance. Selected Publications Hoel, H., Shaimerdenova, G. and Tempone, R., 202 2 . Multi -index ensemble Kalman filtering. Journal of Computational Physics. Hoel, H

Alessandro Iania

Visiting Student, Stochastic Numerics Research Group

Mathematical modeling Computational finance

Alessandro Iania is a Former visiting student from Politecnico di Torino at Professor Raul F. Tempone's Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Alessandro's research interests include Mathematical Modeling and Computational Finance. Selected Publications A. Iania, Basket option pricing for processes with jumps using sparse grids and Fourier transforms, Master Thesis, Politecnico di Torino - KAUST, 2015. Education Profile Bachelor’s degree at Politecnico di Torino.