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SIAG/FMEBUSINESS MEETING
November 20, 2010
• Chair: Jean-Pierre Fouque• Vice Chair: Thaleia Zariphopoulou• Secretary: Ronnie Sircar• Program Director: Kay Giesecke
SIAG/FME OFFICERSthrough 12/31/10
– SIAG/FME 2010 election– SIAG/FME charter renewed through 2012– SIAG/FME website:
http://www.siam.org/activity/fme/– SIAG/FME electronic mail list:http://lists.siam.org/mailman/listinfo/siam-fme– SIAM News: Story ideas
ANNOUNCEMENTS
Financial Mathematics & Engineering Conference Attendance
San Francisco 217*
*Pre-registration numbers only as of 11/15/10
Conference co-chairs• Jean-Pierre Fouque, University of
California, Santa Barbara• Kay Giesecke, Stanford University
FM10
2010: Establishment of the SIAG/FME
Junior Scientist Prize
PRIZES
First SIAG/FMEJunior Scientist Prize
awarded to
Erhan BayraktarUniversity of Michigan
PRIZES
Next Conference: PP12
• Held jointly with SIAM Annual Meeting
• July 9-11, 2012• Minneapolis, Minnesota• Program committee
NEXT CONFERENCE: FME12
Other Conferences
• First North American Meeting on Industrial and Applied Math: December 8-10, 2010, Oaxaca, Mexico Co-sponsored by SIAM, Sessions on Financial Math organized by Kay Giesecke, SIAG/FME Rep.
OTHER CONFERENCES
Other Conferences
• ICIAM July 18-22, 2011 Vancouver, Canada: 9 minisymposia proposed by SIAG/FME (Fouque-Jaimungal-Sircar) + 2 invited (Soner)
• Contributed talk or poster deadline: December 15, 2010
OTHER CONFERENCES
Other Conferences
• Bachelier Finance Society7th World Congress, June 19-22, 2012, Sydney, Australia
• Sponsored by SIAM/FME• Represented by Rene Carmona in the
organizing committee
OTHER CONFERENCES
SIAG/FME MEMBERSHIP REPORT(as of 12/31/09)
SIAG/NLW Membership HistorySIAG FME Membership History
249
221174
15111787
120
546
454
329
231
185155
430
795
675
503
382
302242
55
0 0
100
200
300
400
500
600
700
800
900
20092008200720062005200420032002
NU
MB
ER
ME
MB
ER
S
YEAR
Non Student MemberStudent Member
TOTAL
ACTIVITY GROUP MEMBERSHIP 12/31/0946% non-students and 66% students belong to a SIAG
0200400600800
1000120014001600180020002200
CSEOPT DY LSFME LA DMCST SCPDE IS GSNLW GDOPSF MS AG
Student
Non student
NON STUDENT32%
STUDENT68%
NONSTUDENT
STUDENT
SIAG/FME Members795 as of 12/31/09
20889%
40882%27 11%
92 18%
0
100
200
300
400
500
600
NON STUDENTS STUDENTS
NU
MB
ER
OF
ME
MB
ER
S
MEMBER TYPE
FEMALE
MALE
SIAG/FME - Membership by GenderMALE 84% FEMALE 16%
INDUSTRY30%
GOVERNMENT3%
ACADEMIA59%
NONPROFIT3%
CONSULTING4%
INDUSTRY
GOVERNMENT
ACADEMIA
NONPROFIT
CONSULTING
SIAG/FME Member by Employer Typenot including students
SIAG/FME DEPARTMENTS
COM PUT ER SCI ENCE
8 %
OT HER
8 %
PHYSI CS
1%
ENGI NEERI NG
10 %
M AT H SCI ENCES
5 8 %
OP RESEARCH
9 %
EART H SCI ENCES
0 %ST AT I ST I CS
6 %
150 9926%
74%435
111
47%
53%
0
100
200
300
400
500
600
US 71% NON US 29%
NU
MB
ER O
F M
EMB
ER
NON STUDENT STUDENT
SIAG/FME MEMBERS BY GEOGRAPHY71% US, 29% Outside US
• Possible Other Activities?• Other Business?
SIAG/FME FUTURE PLANS
SIAG/FME CONTACTS
Chair: Jean-Pierre [email protected]
Vice Chair: Thaleia [email protected]
Secretary: Ronnie [email protected]
Program Director: Kay [email protected]
SIAG/FME 2010 Election
Nominating Committee:
Rene Carmona (Princeton University), ChairJean-Pierre Fouque (UCSB)Mike Giles (Oxford University, UK)Tom Salisbury (York University, CA)
SIAG/FME 2010 Election Candidates
Chair: Rama ContThaleia Zariphopoulou
Vice-Chair: Erhan BayraktarRonnie Sircar
Program Director: Matt DavisonMike Ludkovski
Secretary: Kay GieseckeSebastian Jaimungal