FGV EMAp hosts the world's most important Quantitative Finance congress

The 12th Congress of the Bachelier Finance Society will bring together researchers and professionals from around the globe in July in Rio de Janeiro.

FGV EMAp sedia congresso de matemática financeira mais importante do mundo

Between July 8th and 12th this year, the School of Applied Mathematics of the Getulio Vargas Foundation (FGV EMAp) will host the 12th World Congress of the Bachelier Finance Society, the most important event in the area of Quantitative Finance and Mathematical Methods in Finance. The Congress is biennial and, in 2024, will be held for the first time in Brazil. The week of activities will feature high-level plenary lectures and the participation of academics, professionals, and researchers to discuss the latest advances and challenges in the field.

This edition of the Bachelier Congress will address topics such as Sustainable Finance, Energy Market, Machine Learning, and Blockchain. Professor Yuri Saporito, from FGV EMAp, is part of the Organizing Committee of the event and emphasizes the importance of Brazil and the School hosting such a significant meeting.

"It is the largest event in Quantitative Finance in the world, with top-notch speakers and participants. With this, the field gains new momentum in Brazil, especially for younger students. Bringing the Congress to FGV EMAp shows the respect that the international community has for the researchers of the School and for the structure of FGV. This respect was earned with years of work by researchers in the area of Quantitative Finance at FGV EMAp, who have been organizing other events and receiving international visitors for years," highlights Yuri, coordinator of the Data Science and Artificial Intelligence course at FGV EMAp.

The event aims to disseminate knowledge and create an appropriate environment for the exchange of ideas. Therefore, it will count on researchers from the most important areas in the field worldwide. In addition, FGV EMAp will attract specialists from the financial market, with areas related to Computational Modeling, Stochastic Optimization, Computational Statistics, Differential Equations in Finance, and Data Science.

"In addition to having their ideas discussed with a select group of experts in the field, the event also helps to show the younger generations the strengths of research in Quantitative Finance," adds Saporito on how the Congress can benefit students and the scientific community.

The opportunity for the event to take place in Rio de Janeiro highlights FGV's evolution in the international scientific scenario. In 2024, the institution will celebrate 80 years and has transcended the boundaries of education, expanding into research and information areas. Several members of the faculty of FGV EMAp are references in specific areas of Applied Mathematics.

Saporito, for example, is one of the five members of the Local Committee of the World Congress of the Bachelier Finance Society and also is part of the group of 15 experts in the Scientific Committee of the event, alongside scientists from renowned universities such as Oxford, Zurich, Boston, Toronto, Hong Kong, and Oslo.

For those interested in participating, discounted registrations are open until April 30th. The event's website offers various options for accommodation and restaurants for the Congress’ week.

History of the World Congress of the Bachelier Finance Society

This is the main event of the Bachelier Finance Society. Held every two years, it began in 2000, totaling 11 editions so far.

See the venues of previous Congresses:

11th - Hong Kong (China), 2022 - online

10th - Dublin (Ireland), 2018 - in person

9th - New York (USA), 2016 - in person

8th - Brussels (Belgium), 2014 - in person

7th - Sydney (Australia) - 2012 - in person

6th - Toronto (Canada) - 2010 - in person

5th - London (United Kingdom) - 2008 - in person

4th - Tokyo (Japan) - 2006 - in person

3rd - Chicago (USA) - 2004 - in person

2nd - Crete (Greece) - 2002 - in person

1st - Paris (France) - 2000 - in person

Who was Bachelier?

The Frenchman Louis Bachelier, who gives his name to the most important congress in the world in Quantitative Finance, was a mathematician of the 19th and 20th centuries. Bachelier is best known for being the first mathematician to model the stochastic process now called Brownian Motion, which underpins most models used in the field.

The French mathematician is considered a precursor of Modern Probability Theory, and, of course, is called by the scientific community as the father of Quantitative Finance.


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