M4 : Inverse Problems of Finance, Economics and Life Sciences

There are many challenging questions, and permanently new classes of inverse problems occur, motivated by applications from finance, economics, biology, medicine and social sciences.

We want to bring together experts and young researches working in this field to discuss about in the analysis and numerics of inverse and ill-posed problems.

Organizers:
Victor Isakov, Wichita State Univesrsity, USA, This email address is being protected from spambots. You need JavaScript enabled to view it.
Sergey Kabanikhin, Institute of Computational Mathematics and Mathematical Geophysics, Novosibirsk, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
Alexander Shananin, Moscow Physical-Technical Institute, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
Shuhua Zhang, Tianjin University of Finance and Economics, China, This email address is being protected from spambots. You need JavaScript enabled to view it.

Invited Speakers (in alphabetical order):
Ghada Alobaidi, American University of Sharjah, This email address is being protected from spambots. You need JavaScript enabled to view it.
Partial Laplace Transform for the pricing of American options

Olga Krivorotko, Institute of Computational Mathematics and Mathematical Geophysics, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
Complex analysis for numerical investigation of inverse problems in medical biology

Ekaterina Kondakova, Novosibirsk State University, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
The optimal control in the stochastic differential equation for the financial economics

Varvara Latyshenko, Institute of Computational Mathematics and Mathematical Geophysics, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
Identifiabilty analysis for mathematical problems of biology

Evgenii Molchanov, MIPT, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
Deformations of rhombic tilings in the inverse resource distribution problem

Maxim Shishlenin, Institute of Computational Mathematics and Mathematical Geophysics, Novosibirsk, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
Gradient-type algorithm the inverse problems for Black-Scholes equation

Aleksandr Shananin, MIPT, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
Generalized nonparametric method for analyzing economic data inconsistent with the model of single rational representative consumer

Darya Yermolenko, Institute of Computational Mathematics and Mathematical Geophysics, Novosibirsk, Russia, This email address is being protected from spambots. You need JavaScript enabled to view it.
Inverse problems of epidemiology: theory and numerics

Jorge Zubelli, IMPA, Rio de Janeiro, Brasil, This email address is being protected from spambots. You need JavaScript enabled to view it.
Local and stochastic volatility estimation driven by the available data