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MathPitch as a place for the exchange of students' scientific ideas

The participants of the 3rd International Summer School in Financial Mathematics for senior students spoke about their research in the framework of the MathPitch pilot project. The MathPitch meetings have been built in the schedule of the Summer School organized by the Vega Institute Foundation from 21 to 28 August at the Kochubey Center, Pushkin (St. Petersburg).

The MathPitch project was a logical continuation of the work of student scientific groups previously launched by the Foundation. The project was born from conversations and discussions with members of our groups, schools and programs. The Foundation aims to provide undergraduate and graduate students with a place to share scientific findings and knowledge about current research freely.

When launching this project, the Foundation team wanted to give the floor to everyone who wish in the Vega Community. That is why the formats of short scientific articles "Letters" or pitching sessions from business have become a reference point.

The short format of presentations is convenient enough to discuss the first developments and results of research, or can serve as an excuse to talk about some little-known area of ​​​​research, thereby “promoting” it to colleagues.

As part of the first meetings of the MathPitch project, the speakers were:
  • Artur Sidorenko (Meсhmath MSU): О сходимости задач Майера, возникающих в теории финансовых рынков с транзакционными издержками;
  • Platon Promyslov, Goluba Promyslova (Meсhmath MSU): Хеджирование европейских опционов с использованием Python;
  • Dmitry Sotnikov (CS MGU): Volatility is rough, isn't it?
  • Victor Antipov (Mechmath MSU): Модель локальной стохастической волатильности. Почему, зачем и как?
  • Kirill Sokolov (Mechmath MSU): Векторно-значная задача Монжа—Канторовича;
  • Maxim Nikonov (CS MSU): Единая система бэктестинга торговых стратегий.