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Past Events and Department Highlights

Public Lectures | Sobel Lectures | Faculty Awards | Student Awards | Conferences| Actuarial Program Highlights

Public Lectures

Overview on Foreign Exchange and Capital Markets, January 26, 2009, Arnold Miyamoto (CitiGroup, Managing Director CitiFX)

Regents Lecture, An Idiot's Guide to Option Pricing by Dr. Bruno Dupire, Bloomberg and NYU. April 26, 2007, Corwin Pavilion, 4:00 PM. Slides Photos Poster Video

"Derivative Pricing and Risk Management in the Energy Markets: the Role of Mathematics", May 16, 2003, Rene Carmona, Paul Wythes Professor of Engineering and Finance Bendheim Center for Finance and ORFE, Princeton University.

Business Careers for Math and Statistics, Robert C. Lowes, Corwin Pavilion, May 8, 2003

 

Annual Sobel Lectures

The 6th Annual SOBEL LECTURE, May 9, 2012, Dr. David Aldous (UC Berkeley) Reflections on devising a "Probability in the Real World" course

The 5th Annual SOBEL LECTURE, April 30, 2008, Dr. Michael Newton (University of Wisconsin-Madison) Dirichlet orderings, differential expression, and gene sets

The 4th Annual SOBEL LECTURE, May 23, 2007: Dr. Scott Zeger, Johns Hopkins Bloomberg School of Public Health, Micronutrient Supplementation, Birth Weight and Infant Mortality; On Estimation of Percentile-Specific, Mediated Intervention Effects

The 3rd Annual SOBEL LECTURE, Raymond Carroll, Texas A & M University. March 14, 2006: Measuring Diet; March 15, 2006: Semiparametric methods for gene-environment case-control studies

The 2nd Annual SOBEL LECTURE, April 19, 2005, Elizabeth Thompson, University of Washington, Seattle, Fuzzy p-values in the detection of genetic linkage

The 1st Annual SOBEL LECTURE, April 20, 2004, Rudy Beran, Statistics Department at UC Davis, 'Beyond ANOVA: Superefficient Fits to Discrete Multi-way Layouts.'

Faculty Awards

Professor Jean-Pierre Fouque is appointed as the Editor-in-Chief for the SIAM Journal on Financial Mathematics, starting January 1, 2015.

India International Friendship Society, New Delhi has awarded Professor S. Rao Jammalamadaka the “Bharat Gaurav (Pride of India) Award” for the year 2014 for his research and professional accomplishments.

NBC News Science quotes professor Jammalamadaka Read more

Professor Jean-Pierre Fouque is named to Treasury Department Advisory Committee on Financial Research. Read more.

Professor Jammalamadaka is the recipient of an Honorary Doctorate from the Faculty of Forest Sciences, the Swedish University of Agricultural Sciences. Read more.

Professor Ian Duncan, FSA FIA FCIA MAAA, has been elected to the SOA Board of Directors. Congratulations!

We are pleased to announce that Dawn E. Holmes and Lakhmi C. Jain (Eds) have published Data Mining: Foundations and Intelligent Paradigms: Volume 2: Statistical,Bayesian,Time Series and other Theoretical Aspects.

We are pleased to announce that Dawn E. Holmes and Lakhmi C. Jain (Eds) have published Data Mining: Foundations and Intelligent Paradigms: Volume 1: Clustering, Association and Classification

S. Rao Jammalamadaka received a Distinguished Service Award from the International Indian Statistical Association (IISA) with the citation "For distinguished contributions to Statistics and dedicated service to the Association". He served as its President, the Chair of several Program Committees, and most recently as the Chair of the Nominations Committee.

Jean-Pierre Fouque has been named a Fellow of the Society for Industrial & Applied Mathematics, SIAM.

Congratulations is in order for Dawn Holmes on her elevation to IEEE Senior Member. This is an elite group in IEEE, Institute of Electrical & Electronic Engineers, which recognizes significant professional technical accomplishments.

We are pleased to announce that S. Rao Jammalamadaka has been honored with Advances in Directional and Linear Statistics: A Festschrift for Sreenivasa Rao Jammalamadaka. This volume of papers published by Springer-Verlag, consists of articles written by students, colleagues, and collaborators from over 20 countries and covers a variety of research topics of particular interest to him.

Congratulations is in order for Michael Ludkovski, he has been elected Program Director of the SIAM Activity Group in Financial Mathematics.

Professor Jean-Pierre Fouque, Director of the CRFMS, has been elected Fellow of the IMS (Institute of Mathematical Statistics) and Chair of the SIAM (Society for Industrial and Applied Mathematics) Activity Group on Financial Mathematics and Engineering (SIAG/FME), Spring 2009.

Congratulations to Professor S Rao Jammalamadaka who was named as an adjunct professor at the C.R. Rao Advanced Institute for Mathematics, Statistics, and Computer Science at the Central University of Hyderabad, India

We are pleased to announce that Professor Dawn Holmes along with Lakhmi C. Jain (Eds) have published, Innovations in Bayesian Networks: Theory and Applications.

Congratulations to Dr. Dawn Holmes, honored with 2007-08 Distinguished Teaching Award by the UCSB Academic Senate. The Distinguished Teaching Award acknowledges the efforts of Senate faculty members who have successfully united teaching and research.

Professor David Hinkley's paper, "Bootstrap diagnostics and remedies" (joint with A. Canty, A. Davison, and V. Ventura) was awarded the 2006 Canadian Journal of Statistics Prize for outstanding paper.

Professor Yuedong Wang Elected Fellow of the American Statistical Association 2006

Student Awards

Congratulations to Ruimeng Hu, the recipient of the 2013 Abraham Wald Memorial Prize

Congratulations to Alexander Terenin, Class 2014, Statistical Science, Student Commencement Speaker and the recipient of the 2013-14 Dean of Undergraduate Education Award in the CL&S

Congratulations to 2014 Rama Thogarati Prize winners: Allie Moat and Alex Terenin

Congratulations to Andrew Mackenzie'13 and Tiffany Sun'13, winners of the 48th Actuarial Research Conference (ARC) Presentation Prize

Congratulations to Daniel Mena-Martinez, Class 2013, Student Commencement Speaker

Congratulations to 2013 Rama Thogarati Prize winners: Daniel Mena-Martinez, Matthew Rainey and Michael Logonov

Congratulations to 2012 Rama Thogarati Prize winners: David Graham and Casey Hahn.

Congratulations to our undergraduates, Dario Biasini, Filip Branitchev and Garth Johnson, and their mentor, Prof. Mike Ludkovski, whose research project "Pricing Options on Life Insurance" won the first prize at the 2011 Undergraduate Research Colloquium in the area of Science/Engineering. Sponsored by the College of Letters and Science, UCSB.

Congratulations to Ryan Doria, the Rama Thogarati Prize winner! The award, commemmorating Statistics graduate student Rama Thogarati, who died in an airplane accident, is awarded annually to a graduating senior for high academic achievement.

Congratulations to our 2010-2011 Robert & Barbara Lowes Scholarship recipients, Joshua Harwood and Dario Biasini

Graduate student Li-Hsien Sun received the Abraham Wald Memorial Prize for his excellence in graduate study in 2009.

Congratulations to our 2009-2010 Lowes Scholarship recipients: Adi Dror & Eric Buron.

Graduate students Qunying Shen and Bin Ren both received the Abraham Wald Memorial Prize for their excellence in graduate studies in 2008.  Douglas Vestal was awarded the Ruth and Joe Gani Prize for his dissertation research.

The 2007-08 Ruth and Joe Gani Prize was awarded to Deepali Paradkar. The Gani prize is awarded to a graduate student for best dissertation.

Congratulations to the winners of the 2007-08 Lowes Scholarship: Christie O'Hara and Lindsey Aspel. The Lowes Scholarship is awarded each year to outstanding Financial Mathematics and Statistics majors.

 

Conferences

July 13-16, 2014: UCSB hosts the 49th Actuarial Research Conference flyer

2013 Southern California Probability Symposium, Saturday, December 7, 2013 USC (Organized by UCSB)

2009 Southern California Probability Symposium, Saturday, December 5, 2009 UC Irvine (Organized by UCSB)

The Third Western Conference in Mathematical Finance, November 13-15, 2009, Santa Barbara, California

NSF/CBMS Regional Conference on Convex Duality Method in Mathematical Finance, June 22-27, 2008

30TH CONFERENCE ON STOCHASTIC PROCESSES AND THEIR APPLICATIONS UCSB June 26-July 1, 2005

WORKSHOP ON STOCHASTIC MODELS IN MOLECULAR BIOLOGY AND SYSTEMS BIOLOGY
Held at UCSB Sunday, June 26, 2005

2003 Southern California Probability Symposium, Sunday, November 23, 2003, UCLA (Organized by UCSB)

1998 Southern California Probability Symposium, Saturday, December 6, UCLA (Organized by UCSB)


Film screening: Wolfgang Doeblin a mathematician rediscovered, May 5, 2008 

Center for Research in Financial Mathematics and Statistics (CRFMS) Inauguration, October 16, 2006. Poster Press Release Video

Actuarial Program Highlight

June 5, 2014: UCSB Current article about our Actuarial Program

UCSB Annual Actuary Day, Friday, April 25, 1pm-3:30pm Theater & Dance West 1701 flyer

Congratulations to Andrew Mackenzie'13 and Tiffany Sun'13, winners of the 48th Actuarial Research Conference (ARC) Presentation Prize! Michael Loginov'13 won the 47th ARC Presentation Prize last year.

October 10, 2013: UCSB 2nd Annual Actuarial Career Fair Flyer

UCSB Annual Actuary Day April 26 Program

Thank you Towers Watson for your generous support of our Actuarial program!

October 23, 2012: visit to UCSB by Brad Smith, FSA, MAAA, President of SOA, and the Chairman, Milliman Inc.

October 11, 2012: UCSB Actuarial Career Fair

Congratulations to Michael Loginov, Class'13, for presenting a research paper at ARC 2012.

Congratulations to Daniel Mena-Martinez, Class of 2013 winner of the 2012 Actuarial Diversity Scholarship awarded by the Actuarial Diversity Scholarship Committee of The Actuarial Foundation.

Congratulations to Matthew Montero, Class 2010, for publishing two papers with his NCCI colleagues: Indemnity Benefit Duration and Obesity, Bayesian Trend Selection

UCSB Actuary Day April 27, 2012

Undergraduate Research Colloquium 2012

Alumni, Joseph Feinberg talks about his experience with meeting SOA(page 13)

 

 

 
 
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