Dr Onyango

Dr Silas Onyango, the Director of Research and a Mathematics lecturer attended a special semester on stochastics with emphasis on finance held at the Johann Radon Institute for Computational and Applied Mathematics (RICAM) at Johannes Kepler University in Linz, Austria from 19th October to 2nd November. The semester is supported by the Austrian Academy of Sciences.

The goal of the special semester was to provide a stimulating environment for mathematicians, quantitative economists and, in particular researchers in the areas of applied probability and analysis, computational methods, and finance to jointly address emerging challenges in the interface between stochastics and finance.

The semester focused on the following topics related to research conducted at RICAM:

• Inverse and partial information problems: methodology and applications.
• Optimization and optimal control.
• Computational methods with applications in finance, insurance and the life sciences.
• Stochastic methods in partial differential equations and applications of deterministic and stochastic partial differential equations (PDEs).
•  Advanced modeling in finance and insurance.

Leading experts in one or more of the above topics, talented post-doctorate and doctoral students had the opportunity to collaborate at RICAM in an interdisciplinary atmosphere in order to gain new perspectives and to develop novel approaches.

Dr Onyango had the opportunity to interact with gurus in financial mathematics, actuarial science and pattern recognition in order to build future collaborations. He is also grateful to Strathmore University and  Austrian Academy of Sciences through RICAM for sponsoring his stay in Austria.