Student research groups of the Vega Institute Foundation presented their results
Participants executed 12 group projects and 7 individual projects.
The projects have been guided by leading experts from the academy and industry in the following 6 areas:
- Application of modern deep reinforcement machine learning methods for efficient hedging of options underwritten on the proprietary indices
- Electronic market making with machine learning
- Model calibration & Rough Volatility
- Optimal control in modeling of economic growth and interest rates
- Optimal Control problem in payment (Crypto currency)
- Pricing under rough volatility models.
The groups will continue their research in the next academic year. The best papers will be recommended for publication.
On September 11, the Fall cycle of special courses of the Vega Institute Foundation in fundamental mathematics and mathematical finance starts. Courses are held online, with free access for students of Russian universities. You can register for the course until October 9 inclusive.More
In the period from February 24 to February 26, a scientific trip took place near Yaroslavl for the first time, timed to coincide with the reporting events of student research groups following the results of the fall semester.More
On Sunday, December 11, the opening of the 2nd Chernomorskaya School of Financial Mathematics for students of Russian universities took place, it will be held in a unique quantaton format. The school was co-organized by the Vega Institute Foundation and Sirius University.More
On Thursday, November 17, Chief Executive Officer, Head of Quantitative research of VTB Bank, Candidate of Physical and Mathematical Sciences Kirill Klimov will open a series of review lectures for 2nd year students of the Faculty of Mechanics and Mathematics of Moscow State University.More
On Wednesday, October 19, the first meeting was held as part of the regular Seminar of the Department of Probability Theory of the Lomonosov Moscow State University, organized with the support of the Vega Institute Foundation.More
In the fall semester 2022, 5 student research groups will conduct their work under the guidance of leading experts from the scientific world and industry. 37 selected students became members of the groups. Competition in groups reached 2 people per place.<br>More
On Saturday, September 24, as part of the upcoming selection campaign, a series of meetings-presentations of student research groups of the Vega Institute Foundation will be held, which are designed to help students decide on their choice of research.More
On Sunday, August 21, the opening ceremony of the annual summer school in financial mathematics for senior students took place in the Kochubey training center (Pushkin, St. Petersburg). The event is held by the Vega Institute Foundation. 40 participants from 6 cities of Russia have arrived to the school.More
On September 03, 2022, the fall cycle of special courses of the Vega Institute Foundation in fundamental mathematics and mathematical finance starts. Courses are held online, with free access for students of Russian universities.More