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Performance Measures for Algorithmic Trading

Automated Order Execution is the dominant way of executing trade orders for the last couple of years at major stock markets. There is a variety of algorithms that are designed to serve different purposes and traders preferences. In Automated Order Execution a computer-based algorithm is used to buy (or sell) a position while attempting to achieve a benchmark specified by the client. Therefore the selected benchmark is used as a measure of trader's performance. It is undoubtedly difficult to define one standard measure for all trade executions as the objectives can be very different. There are … [Read More...]

Featured ECMI node: University of Novi Sad

Applied Mathematics – Data Science Master Program

Department of Mathematics and Informatics, Faculty of Science University of Novi Sad is starting with a new two year (120 ECTS) master program Applied Mathematics - Data Science from October 2016. The … [Read More...]

szymon_sobieszek_zdj

Solving integro-differential equations arising in material science

My name is Szymon Sobieszek and currently I am a fourth-year Applied Mathematics student at the Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Poland. My … [Read More...]

WUST_obraz

Elements of the ECMI Educational Program in a high school

Since September 2009 the mathematical modeling  experiment is running in the Grammar-School in Rawicz- Sierakowo (Poland)  The project entitled  "Mathematical Modeling as a key to the future - the … [Read More...]

ECMI posts

PhD in Modelling and Simulation in Barcelona

The Spanish Ministerio de Economía y Competitividad has opened a call for PhD positions, one of which is attached to the Barcelona Graduate School of Mathematics (BGSMath) in the area of Modeling and Simulation. http://www.idi.mineco.gob.es/portal/site/MICINN/menuitem.dbc68b34d11ccbd5d52ffeb801432ea0/?vgnextoid=62b349aaa8dc4510VgnVCM1000001d04140aRCRD http://bgsmath.cat/upcoming-ph-d-positions/ The deadline for applications to the ministerio is September 27. Candidates should identify a potential advisor within the BGSMath (look […]

PhD position – multiscale failure analysis for wind turbine rotor blades

Weierstrass Institute invites applications for a Research Assistant Position (Ref. 16/12) in the Research Group ”Nonlinear Optimization and Inverse Problems”  starting at the earliest possible date for a third-party funded project on multiscale failure analysis under uncertainty of wind turbine rotor blades. Applicants must hold a master’s degree in mathematics, physics or computational engineering. Besides a varied experience in implementing […]

szymon_sobieszek_zdj

Solving integro-differential equations arising in material science

My name is Szymon Sobieszek and currently I am a fourth-year Applied Mathematics student at the Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Poland. My scientific interests are mostly aimed at the deterministic methods in industrial mathematics. In connection to these, I have recently (July 17) participated in 30th edition […]

WUST_obraz

Elements of the ECMI Educational Program in a high school

Since September 2009 the mathematical modeling  experiment is running in the Grammar-School in Rawicz- Sierakowo (Poland)  The project entitled  “Mathematical Modeling as a key to the future – the support of the mathematical education in a grammar-school” is supervised by the ECMI Teaching  Center in the Wroclaw University of Science Technology (WUST). The aim of […]

WUST_obraz

WUST – from Hugo Steinhaus seminar on applications of mathematics to the ECMI Node

The Wrocław University of Science and Technology  (WUST) was founded  in 1945 on the basis  of the German Königliche Technische Hochschule Breslau and  scientific traditions of the Lvov Polytechnic. Since the very beginning of its existence it has been an important centre of technical education. Today it belongs to the best technical universities in Poland. […]

Waves and Nonlinear Phenomena

(by Helge Holden, Professor at NTNU) The Department of Mathematical Sciences at NTNU was happy to receive in 2016 one of the “Toppforsk” (Excellence) grants from the Research Council of Norway. Fiercely competitive, these grants are given to smaller groups across all sciences for a period of 5 years. The grant – Waves and Nonlinear […]

Cryptography and cyber-security at NTNU and the mathematics of electronic elections.

(by Kristian Gjøsteen, Professor at NTNU) Cryptography as a practice is very old, dating back at least 2000 years. The birth of modern cryptography can reasonably be set to 1976, when Diffie and Hellman published their seminal paper «New directions in cryptography» containing the first protocol to allow Alice and Bob to communicate securely without first […]

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