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