Proceedings of the Forum "Math-for-Industry" 2018

A Brief Review of Some Swarming Models using Stochastic Differential Equations.- Copula-based estimation of Value at Risk for the portfolio problem.- An Overview of Exact Solution Methods for Guaranteed Minimum Death Benefit Options in Variable Annuities.- Determinantal reinforcement learning with techniques to avoid poor local optima.- Surface Denoising based on Normal Filtering in a Robust Statistics Framework.- Mathematical Modeling and Inverse Problem Approaches for Functional.- Clothing Design based on Thermal Mechanism.- Unique continuation on a sphere for Helmholtz equation and its numerical treatments.- Notes on Backward Stochastic Differential Equations for Computing XVA.

Jin Cheng is a professor at Fudan University, China. He pursued his Ph.D. from the same university. He is currently President of Shanghai Society of Industrial and Applied Mathematics and Director of Shanghai Key Laboratory of Contemporary Applied Mathematics in Fudan University. His research is funded by National Science Foundation of China, the Ministry of Science and Technology of China and Shanghai Municipal Government. Dr Cheng is also on the editorial board of several scientific journals. In 1999, he received the ISACC Young Scientist Award from the International Society for Analysis, its Applications and Computation (ISAAC) in Berlin, Germany. His current research interests concern the inverse problems for partial differential equations, mathematical modelling and analysis, regularization methods for ill-posed problems. 

Osamu Saeki is a distinguished professor at Kyushu University. He received his Ph.D. in Mathematics from the University of Tokyo. He was awarded the Takebe Katahiro Prize 1996 and the Geometry Prize 2015 from the Mathematical Society of Japan. He was involved in establishing the Institute of Mathematics for Industry (IMI), Kyushu University, launched in 2011. He is also engaged in the education of industrial mathematics and is the coordinator of the WISE program "Graduate Program of Mathematics for Innovation", supported by MEXT, Japan. His current research interests concern topology, singularity theory, topology of low-dimensional manifolds, knot theory and visualization of large scale data. 

Dinghua Xu is a Professor at Zhejiang Sci-Tech University (ZSTU) and Shanghai University of Finance and Economics (SHUFE). He pursued his Ph.D. degree in Computational Mathematics from Shanghai University, China. He has been awarded the National Distinguished Teacher of China in 2004 and the National Excellent Teaching Achievement Prize in 2014 from the Ministry of Education, China. He was instrumental