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SIAG/FME BUSINESS MEETING November 20, 2010

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Page 1: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

SIAG/FMEBUSINESS MEETING

November 20, 2010

Page 2: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

• Chair: Jean-Pierre Fouque• Vice Chair: Thaleia Zariphopoulou• Secretary: Ronnie Sircar• Program Director: Kay Giesecke

SIAG/FME OFFICERSthrough 12/31/10

Page 3: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

– 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

Page 4: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

Financial Mathematics & Engineering Conference Attendance

San Francisco 217*

*Pre-registration numbers only as of 11/15/10

Page 5: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

Conference co-chairs• Jean-Pierre Fouque, University of

California, Santa Barbara• Kay Giesecke, Stanford University

FM10

Page 6: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

2010: Establishment of the SIAG/FME

Junior Scientist Prize

PRIZES

Page 7: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

First SIAG/FMEJunior Scientist Prize

awarded to

Erhan BayraktarUniversity of Michigan

PRIZES

Page 8: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

Next Conference: PP12

• Held jointly with SIAM Annual Meeting

• July 9-11, 2012• Minneapolis, Minnesota• Program committee

NEXT CONFERENCE: FME12

Page 9: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

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

Page 10: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

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

Page 11: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

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

Page 12: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

SIAG/FME MEMBERSHIP REPORT(as of 12/31/09)

Page 13: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

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

Page 14: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

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

Page 15: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

NON STUDENT32%

STUDENT68%

NONSTUDENT

STUDENT

SIAG/FME Members795 as of 12/31/09

Page 16: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

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%

Page 17: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

INDUSTRY30%

GOVERNMENT3%

ACADEMIA59%

NONPROFIT3%

CONSULTING4%

INDUSTRY

GOVERNMENT

ACADEMIA

NONPROFIT

CONSULTING

SIAG/FME Member by Employer Typenot including students

Page 18: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

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 %

Page 19: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

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

Page 20: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

• Possible Other Activities?• Other Business?

SIAG/FME FUTURE PLANS

Page 22: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

SIAG/FME 2010 Election

Nominating Committee:

Rene Carmona (Princeton University), ChairJean-Pierre Fouque (UCSB)Mike Giles (Oxford University, UK)Tom Salisbury (York University, CA)

Page 23: SIAG/FME BUSINESS MEETING - SIAM: Society for … · Chair: Jean-Pierre Fouque • Vice Chair: Thaleia Zariphopoulou • Secretary: Ronnie Sircar • Program Director: Kay Giesecke

SIAG/FME 2010 Election Candidates

Chair: Rama ContThaleia Zariphopoulou

Vice-Chair: Erhan BayraktarRonnie Sircar

Program Director: Matt DavisonMike Ludkovski

Secretary: Kay GieseckeSebastian Jaimungal