ANNOUNCEMENT: Please check your email for the schedule & Zoom Link. You may also click below for the schedule (without Zoom link).
ANNOUNCEMENT: The link to submit your paper is below
ANNOUNCEMENT: Acceptance letters have been sent to registrants' emails (presenters and participants). If you have not received it yet, please notify us by email as soon as possible
ANNOUNCEMENT: The abstract deadline has been extended to July 18, 2023
ANNOUNCEMENT: The abstract acceptance date has been postponed to July 21, 2023
ANNOUNCEMENT: The Early Bird registration deadline has been extended to July 28, 2023
"The role of optimization and financial mathematics in fast-moving and data-driven world"
We are pleased to establish the 2023 ICOFM (International Conference of Optimization and Financial Mathematics).
The ICOFM is organized by the Industrial and Financial Mathematics Research Group of Institut Teknologi Bandung. This two-day conference will connect various researchers from across the globe in the hope of accelerating the development on optimization and financial mathematics. This event also serves as a tribute to Prof. Kuntjoro who is retiring in September 2023.
Prof. Kuntjoro is one of the frontiers of financial mathematics and optimization in Indonesia, and the Founding Father of financial mathematics at ITB. Alongside the late Dr. Muhammad Syamsuddin, he devised and taught the first courses on the subject at ITB since 2003. On September 2023, he will have his 70th birthday.
Goals
This conference is held with the following goals:
- To connect Indonesian researchers with global researchers specializing in optimization methods and financial mathematics in order to disseminate their research results
- To promote and strengthen research networks, both locally and globally
- To encourage scientific publication by Indonesian researchers in optimization and financial mathematics
- To support the initiation of Financial Mathematics Community in Indonesia
Topics
Selected papers will be reviewed for publications in Journal of the Indonesian Mathematical Society (indexed by Scopus) or Conference Proceedings (ISBN).
The conference topics are divided into 3 main categories with subcategories (but not limited to them) as follows:
Optimization
- Artificial Intelligence
- Learning Algorithms
- Combinatorial Optimization and Mathematical Programming
- Numerical Methods
- Linear and Non-linear Programming
- Multiobjective Programming
- Parallel and Distributed Computation
- Bio-inspired Optimization and Neural Networks
- Fuzzy Systems
- Evolutionary Computing
- Metaheuristic Optimization Algorithms
- Hybrid Algorithms
- Dynamic Optimization
- Optimal Control
Financial Mathematics
- PDE Approach in Finance
- Stochastic Analysis in Finance
- Monte Carlo Simulations
- Credit Risk, Jump Risk, and Liquidity Risk
- Risk Management
- Portfolio Optimization
- Computational Finance
- Volatility Models
- Machine Learning in Finance
Actuarial Science
- Life and Annuities
- Property and Casualty
- Pension and Retirement Planning
- Healthcare
Keynote Speakers
School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore
Institut Teknologi Bandung, Indonesia
Middlesex University London, United Kingdom
Khalifa University, United Arab Emirates
Plenary Speakers
Nanyang Business School, Nanyang Technological University, Singapore
University Malaysia Terengganu, Malaysia
School of Mathematics and Statistics, University of Wollongong, Australia
Institut Teknologi Bandung, Indonesia
AVP – North American Actuarial Group at Allied World, Canada
Venue
(Offline) Center for Research and Community Services (CRCS) & Center for Advanced Sciences (CAS), Bandung Institute of Technology
(Online) Via Video Meeting
IMPORTANT dATES
̶J̶u̶n̶e July 18, 2023
Abstract Deadline
July 21, 2023
Abstract Acceptance
July 28, 2023
Early Bird Registration Deadline
September 1, 2023
Registration Deadline
SEPTEMBER 17, 2023
September 30, 2023
Full Paper Deadline
Sponsored by
KK Matematika Industri dan Keuangan
Contact Person
Dila Puspita, Ph.D.