Photos from the Workshop
Institute for Financial and Actuarial Mathematics
Department of Mathematical Sciences
Linear Algebra and
its Applications to Financial Engineering
(in honour of Prof. Peter Lancaster)
Thursday 26th
January 2012,
Liverpool, UK
Workshop supported by the
EPSRC
Bridging the Gap scheme
Chairman: Dr Athanasios Pantelous
09:00 - 09:15:
Welcome
Speech in honour of Prof. Peter Lancaster
09:20 - 10:00:
Prof. Peter
Lancaster (Department
of Mathematics and Statistics, University of
Calgary, Canada)
Quadratic
eigenvalue problems: canonical forms and inverse problems.
10:05 - 10:45: Richardson
Prof. Nicholas
Higham (School
of Mathematics, University of Manchester,
UK)
Computing a
nearest correlation matrix with factor structure.
10:45 - 11:20 : Coffee Break
11:20 - 11:50: Prof. Ke Chen
(Department of Mathematical Sciences, University
of Liverpool, UK)
Structured
matrix problems and algorithms from variational
image deblurring.
11:55 - 12:25: Dr.
Panayiotis Psarrakos (Department
of Mathematics, National Technical University of
Athens, Greece)
Distance bounds
for prescribed multiple eigenvalues of matrix
polynomials.
12:30 - 13:00:
Dr. Lyonell
Boulton (Department of Mathematics, Heriot-Watt
University, UK.)
Computing
certified enclosures for the eigenvalues of
operators arising in the theory of
electromagnetism.
13:00 - 14:00 : Lunch Break
14:00
- 14:40:
Prof. Ion Zaballa
(Department
of Mathematics, Euskal Herriko
Unibertsitatea, Spain)
Recent results
on the real symmetric quadratic inverse
eigenvalue problem.
14:45 - 15:15:
Dr Françoise
Tisseur (School
of Mathematics, University of Manchester,
UK.)
Standard triples
of structured matrix polynomials.
15:15 - 15:35: Coffee Break
15:35 - 16:05: Dr.
Paresh Date (Department of
Mathematics, Brunel University, UK.)
A linear
algebraic method for pricing temporary life
annuities.
16:10 - 16:40:
Dr. George
Halikias (School
of Engineering and Mathematical Sciences, City
University, UK.)
Structured
distance-to-singularity problems arising in
robust control.
16:45 - 17:15:
Dr. Athanasios
Pantelous (Institute for Financial and Actuarial
Mathematics,
Department of Mathematical Sciences, University of Liverpool, UK.)
Linear
descriptor systems for modelling insurance
portfolios: a matrix pencil approach.
Event Place: University of Liverpool,
Mathematical Sciences Building, Room 117. Each
talk will last approximately 30 (or 40) mins (25
(or 35) mins presentation + 5 mins for questions
and discussion).
You are more than welcome!!
Contact Information:
If you have any questions please write to Dr. Athanasios A
Pantelous
e-mail:
A.Pantelous@liverpool.ac.uk
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