Rama Cont
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Rama Cont
Rama Cont is the Professor of Mathematical Finance at the University of Oxford. He is known for contributions to probability theory, stochastic analysis and mathematical modelling in finance, in particular mathematical models of systemic risk. He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010. Biography Born in Tehran (Iran), Cont obtained his undergraduate degree from Ecole Polytechnique (France), a master's degree in theoretical physics from Ecole Normale Superieure and a degree in Chinese Language from Institut national des langues et civilisations orientales. His doctoral thesis focused on the application of Lévy processes in financial modelling. Career and achievements Cont started his career as a CNRS researcher in applied mathematics at Ecole Polytechnique (France) in 1998 and held academic positions at Ecole Polytechnique, Columbia University and Imperial College London. He was appointed 'Directeur de Recherche CNRS' (CNRS S ...
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Tehran
Tehran (; fa, تهران ) is the largest city in Tehran Province and the capital of Iran. With a population of around 9 million in the city and around 16 million in the larger metropolitan area of Greater Tehran, Tehran is the most populous city in Iran and Western Asia, and has the second-largest metropolitan area in the Middle East, after Cairo. It is ranked 24th in the world by metropolitan area population. In the Classical era, part of the territory of present-day Tehran was occupied by Rhages, a prominent Median city destroyed in the medieval Arab, Turkic, and Mongol invasions. Modern Ray is an urban area absorbed into the metropolitan area of Greater Tehran. Tehran was first chosen as the capital of Iran by Agha Mohammad Khan of the Qajar dynasty in 1786, because of its proximity to Iran's territories in the Caucasus, then separated from Iran in the Russo-Iranian Wars, to avoid the vying factions of the previously ruling Iranian dynasties. The capital has been ...
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Mathematical Institute, University Of Oxford
The Mathematical Institute is the mathematics department at the University of Oxford in England. It is one of the nine departments of the university's Mathematical, Physical and Life Sciences Division. The institute includes both pure and applied mathematics (Statistics is a separate department) and is one of the largest mathematics departments in the United Kingdom with about 200 academic staff. It was ranked (in a joint submission with Statistics) as the top mathematics department in the UK in the 2021 Research Excellence Framework. Research at the Mathematical Institute covers all branches of mathematical sciences ranging from, for example, algebra, number theory, and geometry to the application of mathematics to a wide range of fields including industry, finance, networks, and the brain. It has more than 850 undergraduates and 550 doctoral or masters students. The institute inhabits a purpose-built building between Somerville College and Green Templeton College on Woodstoc ...
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International Monetary Fund
The International Monetary Fund (IMF) is a major financial agency of the United Nations, and an international financial institution, headquartered in Washington, D.C., consisting of 190 countries. Its stated mission is "working to foster global monetary cooperation, secure financial stability, facilitate international trade, promote high employment and sustainable economic growth, and reduce poverty around the world." Formed in 1944, started on 27 December 1945, at the Bretton Woods Conference primarily by the ideas of Harry Dexter White and John Maynard Keynes, it came into formal existence in 1945 with 29 member countries and the goal of reconstructing the international monetary system. It now plays a central role in the management of balance of payments difficulties and international financial crises. Countries contribute funds to a pool through a quota system from which countries experiencing balance of payments problems can borrow money. , the fund had XDR 477 billion (a ...
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Machine Learning
Machine learning (ML) is a field of inquiry devoted to understanding and building methods that 'learn', that is, methods that leverage data to improve performance on some set of tasks. It is seen as a part of artificial intelligence. Machine learning algorithms build a model based on sample data, known as training data, in order to make predictions or decisions without being explicitly programmed to do so. Machine learning algorithms are used in a wide variety of applications, such as in medicine, email filtering, speech recognition, agriculture, and computer vision, where it is difficult or unfeasible to develop conventional algorithms to perform the needed tasks.Hu, J.; Niu, H.; Carrasco, J.; Lennox, B.; Arvin, F.,Voronoi-Based Multi-Robot Autonomous Exploration in Unknown Environments via Deep Reinforcement Learning IEEE Transactions on Vehicular Technology, 2020. A subset of machine learning is closely related to computational statistics, which focuses on making predicti ...
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Central Limit Order Book
Central is an adjective usually referring to being in the center of some place or (mathematical) object. Central may also refer to: Directions and generalised locations * Central Africa, a region in the centre of Africa continent, also known as Middle Africa * Central America, a region in the centre of America continent * Central Asia, a region in the centre of Eurasian continent * Central Australia, a region of the Australian continent * Central Belt, an area in the centre of Scotland * Central Europe, a region of the European continent * Central London, the centre of London * Central Region (other) * Central United States, a region of the United States of America Specific locations Countries * Central African Republic, a country in Africa States and provinces * Blue Nile (state) or Central, a state in Sudan * Central Department, Paraguay * Central Province (Kenya) * Central Province (Papua New Guinea) * Central Province (Solomon Islands) * Central Province, Sri L ...
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St Hugh's College, Oxford
St Hugh's College is one of the constituent colleges of the University of Oxford. It is located on a site on St Margaret's Road, to the north of the city centre. It was founded in 1886 by Elizabeth Wordsworth as a women's college, and accepted its first male students in its centenary year in 1986. It enjoys a reputation as one of the most attractive colleges because of its extensive gardens.Wintle, Justin (2008) ''Perfect Hostage''. Random House, p. 177. In its 125th anniversary year, the college became a registered charity under the name "The Principal and Fellows of St Hugh's College in the University of Oxford". As of July 2018, the college's financial endowment was £37.6 million. History Founding and early years St Hugh's was founded in 1886 by Elizabeth Wordsworth (great-niece of the poet William Wordsworth) as a women's college, to help the growing number of women "who find the charges of the present Halls at Oxford and Cambridge (even the most moderate) beyond th ...
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CNRS
The French National Centre for Scientific Research (french: link=no, Centre national de la recherche scientifique, CNRS) is the French state research organisation and is the largest fundamental science agency in Europe. In 2016, it employed 31,637 staff, including 11,137 tenured researchers, 13,415 engineers and technical staff, and 7,085 contractual workers. It is headquartered in Paris and has administrative offices in Brussels, Beijing, Tokyo, Singapore, Washington, D.C., Bonn, Moscow, Tunis, Johannesburg, Santiago de Chile, Israel, and New Delhi. From 2009 to 2016, the CNRS was ranked No. 1 worldwide by the SCImago Institutions Rankings (SIR), an international ranking of research-focused institutions, including universities, national research centers, and companies such as Facebook or Google. The CNRS ranked No. 2 between 2017 and 2021, then No. 3 in 2022 in the same SIR, after the Chinese Academy of Sciences and before universities such as Harvard University, MIT, or Stanford ...
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Lévy Process
In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical probability distributions. A Lévy process may thus be viewed as the continuous-time analog of a random walk. The most well known examples of Lévy processes are the Wiener process, often called the Brownian motion process, and the Poisson process. Further important examples include the Gamma process, the Pascal process, and the Meixner process. Aside from Brownian motion with drift, all other proper (that is, not deterministic) Lévy processes have discontinuous paths. All Lévy processes are additive processes. Mathematical definition A stochastic process X=\ is said to be a Lévy process if i ...
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Institut National Des Langues Et Civilisations Orientales
Institut national des langues et civilisations orientales ( en, National Institute for Oriental Languages and Civilizations), abbreviated as INALCO, is a French university specializing in the teaching of languages and cultures from the world. Its coverage spans languages of Central Europe, Africa, Asia, America, and Oceania. It is also informally called ''Langues’O'' (), an abbreviation for ''Langues orientales''. History * 1669 Jean-Baptiste Colbert founds the ''École des jeunes de langues'' language school * 1795 The ''École spéciale des langues orientales'' (Special School for Oriental Languages) is established * 1873 The two schools merge * 1914 The school is renamed the ''École nationale des langues orientales vivantes'' (ENLOV) * 1971 The school is renamed the ''Institut national des langues et civilisations orientales'' or Inalco (National Institute for Oriental Languages and Civilizations) * 1982 ''Études Océan Indien'' (Indian Ocean Studies) journal begins ...
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French Academy Of Sciences
The French Academy of Sciences (French: ''Académie des sciences'') is a learned society, founded in 1666 by Louis XIV of France, Louis XIV at the suggestion of Jean-Baptiste Colbert, to encourage and protect the spirit of French Scientific method, scientific research. It was at the forefront of scientific developments in Europe in the 17th and 18th centuries, and is one of the earliest Academy of Sciences, Academies of Sciences. Currently headed by Patrick Flandrin (President of the Academy), it is one of the five Academies of the Institut de France. History The Academy of Sciences traces its origin to Colbert's plan to create a general academy. He chose a small group of scholars who met on 22 December 1666 in the King's library, near the present-day Bibliothèque nationale de France, Bibliothèque Nationals, and thereafter held twice-weekly working meetings there in the two rooms assigned to the group. The first 30 years of the Academy's existence were relatively informal ...
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