INTERNATIONAL CONFERENCE

Robust Statistics and Financial Mathematics

Russia, Tomsk State University

July 4-6, 2022

Organizers

Satellite to

ABOUT CONFERENCE

The main goal of the conference is to bring together the researchers and practitioners from all areas within mathematical statistics, financial and insurance mathematics. The proceedings will be partially published in a special issue of the journal "Sequential Analysis" dedicated to RSFM - 2022.

Another goal is to promote the development

of the robust statistics and financial mathematics methods and their applications in Russia

TOPICS OF THE WORKSHOP

Efficient statistical robust estimation methods

Mathematical and insurance finance

Sequential analysis and its applications to epidemic studies and clinical trials

Signal/image processing methods

Big data models

PROGRAM (SUBJECT TO CHANGE)

4 July

General public conference

4-6 July

Plenary talks

4-6 July

Guest lecture

By researchers of the highest international scientific level

ORGANIZING COMMITTEE

Russia

France

Serguei M. Pergamenshchikov

Co-chairman, Rouen University and Tomsk State University

Russia

Andrey Yu. Vesnin

Co-chairman, Tomsk State University

Russia

Evgeny A. Pchelintsev, vice-chairman/contact person

Tomsk State University

MEMBERS

Russia

Leonid V. Genze

Tomsk State University

Russia

Vyacheslav A. Vasiliev

Tomsk State University

Russia

Serguei E. Vorobeychikov

Tomsk State University

SCIENTIFIC COMMITTEE

France

Mohamed Ben Alaya

Professor, director of the Statistical Team, Laboratory of Mathematics Raphaël Salem (LMRS), University of Rouen

Russia

Oleg V. Chernoyarov

Professor, Department of Electronics and Nanoelectronics, National Research University "Moscow Power Engineering Institute"

France

Dominique Fourdrinier

Professor, Laboratory of informatics, information processing and systems (LITIS), University of Rouen

Russia

France

Yury M. Kabanov

Professor, Laboratory of Mathematics, University of Franche Comté

Russia

France

Yury A. Kutoyants

Professor, laboratory of Stochastic Processes, University of Le Mans, France and International Laboratory of Statistics of Stochastic Processes and Quantitative Finance (ILSSP&QF), Tomsk State University

Russia

France

Serguei M. Pergamenshchikov

Professor, Laboratory of Mathematics Raphaël Salem (LMRS), University of Rouen and International Laboratory of Statistics of Stochastic Processes and Quantitative Finance (ILSSP&QF), Tomsk State University

Germany

Robert Stelzer

Professor, Institute of Mathematical Finance, Ulm University

PLENARY SPEAKERS

France

Laurence Carassus

Dean for research of the French Engineering school ESILV in Paris, professor in the University of Reims

France

Emmanuel Lépinette

Associate Professor at Paris-Dauphine University in the field of mathematical finance

USA

Nitis Mukhopadhyay

Ph.D. 1975, Indian Statistical Institute-Calcutta, full professor in the Department of Statistics, University of Connecticut-Storrs, USA (since 1985)

Russia

France

Yury A. Kutoyants

Professor, laboratory of Stochastic Processes, University of Le Mans, France and International Laboratory of Statistics of Stochastic Processes and Quantitative Finance (ILSSP&QF), Tomsk State University

GUEST LECTURE

USA

Vlad Dragalin

Ph.D., Vice President, Scientific Fellow Global Head of Quantitative Sciences Consulting Janssen Pharmaceutical Companies at Johnson & Johnson, Head of QS Consulting and is chairing the QSTEPS Advisory Committee

SPONSORS

WELCOME TO TOMSK

Tomsk is an old Siberian town called the Siberian Athens. It is situated on the bank of the Tom river in West Siberia. It is surrounded by fine forests of pine, birch, cedar and fir trees. Tomsk has always been the city of intellectuals, businessmen, scientists, artists and students. It has the reputation of a University town since it's numerous universities are famous for their academic excellence. This city is widely considered the top city to take in wooden architecture in Siberia and learn something about this region’s aristocratic past.

RSFM-2022

634050, Lenin Ave 36, Tomsk, Russia