aims south africa newsletter february 2015

4
Inside this issue: Canadian delegation visit 1 Summer School in Mathematical Finance 1 New Senior Researcher 2 Master’s Thesis Defences 2 Cosmology Group updates 2 SACEMA visits AIMS 2 Student updates 3 Governance 3 Staff news 3 Public Lecture 3 Network news 3 Announcements 4 www.aims.ac.za [email protected] Canadian delegation visits AIMS-NEI and AIMS South Africa On 12 February 2015, a Canadian delegation consisting of Canadian High Commissioner to South Africa H.E. Gaston Barban, Canadian High Commissioner to Mozambique H.E. Shawn Barber, and Director General Patricia Malikail (Africa Bureau Department of Foreign Affairs and International Trade) visited the AIMS-NEI office and AIMS South Africa. At the NEI office the delegation were given presentations by Dr Antoine Tambue, ARETÉ Junior Chair and AIMS South Africa Alumnus 2005; Dr Chika Yinka-Banjo, AIMS South Africa Alumnus 2010; and Professor Bruce Bassett, Head of the Cosmology Group at AIMS South Africa. This was followed by a conversation on Canada’s 8th Summer School in Mathematical Finance The 8th Summer School in Mathematical Finance was held at AIMS South Africa from 19-21 February 2015. This workshop presented a unique opportunity for local practitioners, academics and students to interact with in- ternational leaders in research on topics and modelling techniques current in the South African and international financial markets. Keynote speakers were: Dr Massimo Morini, Head of Interest Rate and Credit Models at IMI Bank of Intesa San Paolo, where he is also Coordinator of Model Research; Prof Peter Ritchkin, Department of Banking and Finance, Weatherhead School H.E. Gaston, Director General Malikail, H.E. Berber and Savannah Nuwagaba, AIMS Alumnus 2011 commitment to science education in Africa, and a panel discussion with AIMS alumni and researchers. Ms Malikail said, “AIMS is com- mitted to excellence in education and it has a great advantage in that it is able to draw students from across the continent.” H.E. Barber noted, “There is a huge educational gap in Africa and one of the solutions is AIMS.” Following this the delegation visited AIMS South Africa where they met current AIMS students. Summer School participants of Management Case Western Reserve University, Ohio; and Prof Ajay Subramanian, Finance, Risk Management and Insurance, Georgia State University.

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Newsletter February 2015

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Page 1: AIMS South Africa Newsletter February 2015

Inside this issue:

Canadian

delegation visit

1

Summer School in

Mathematical

Finance

1

New Senior

Researcher 2

Master’s Thesis

Defences 2

Cosmology Group

updates 2

SACEMA visits

AIMS

2

Student updates 3

Governance 3

Staff news 3

Public Lecture 3

Network news 3

Announcements 4

www.aims.ac.za [email protected]

Canadian delegation visits

AIMS-NEI and AIMS South Africa On 12 February 2015, a Canadian

delegation consisting of Canadian

High Commissioner to South

Africa H.E. Gaston Barban,

Canadian High Commissioner

to Mozambique H.E. Shawn

Barber, and Director General

Patricia Malikail (Africa Bureau

Department of Foreign Affairs

and International Trade) visited

the AIMS-NEI office and AIMS

South Africa.

At the NEI office the delegation

were given presentations by

Dr Antoine Tambue, ARETÉ

Junior Chair and AIMS South

Africa Alumnus 2005; Dr Chika

Yinka-Banjo, AIMS South Africa

Alumnus 2010; and Professor

Bruce Bassett, Head of the

Cosmology Group at AIMS South

Africa. This was followed by a

conversation on Canada’s

8th Summer School in Mathematical Finance

The 8th Summer School in

Mathematical Finance was held at

AIMS South Africa from 19-21

February 2015. This workshop

presented a unique opportunity

for local practitioners, academics

and students to interact with in-

ternational leaders in research on

topics and modelling techniques

current in the South African and

international financial markets.

Keynote speakers were:

Dr Massimo Morini, Head of

Interest Rate and Credit Models

at IMI Bank of Intesa San Paolo,

where he is also Coordinator of

Model Research; Prof Peter

Ritchkin, Department of Banking

and Finance, Weatherhead School

H.E. Gaston, Director General Malikail, H.E. Berber

and Savannah Nuwagaba, AIMS Alumnus 2011

commitment to science education

in Africa, and a panel discussion

with AIMS alumni and researchers.

Ms Malikail said, “AIMS is com-

mitted to excellence in education

and it has a great advantage in

that it is able to draw students

from across the continent.” H.E.

Barber noted, “There is a huge

educational gap in Africa and one

of the solutions is AIMS.”

Following this the delegation

visited AIMS South Africa where

they met current AIMS students.

Summer School participants

of Management Case Western

Reserve University, Ohio; and

Prof Ajay Subramanian, Finance,

Risk Management and

Insurance, Georgia State

University.

Page 2: AIMS South Africa Newsletter February 2015

Research Centre updates Cosmology Group updates

www.aims.ac.za [email protected]

New Senior Researcher

Dr Yabebal Tadesse, a postdoc-

toral fellow in the research field

of Cosmology at the University

of Rome visited the Research

Centre from 4-28 February

2015. He also gave a seminar

on 23 February 2015 titled:

“Needlets for spherical 3D

data.”

Dr Adam Amara, Senior

Scientist at the Institute for

Astronomy, ETH, Zurich visited

the Research Centre from 9-15

February 2015. He gave a semi-

nar on 13 February titled “The

LCDM Model: Successes and

Future Challenges.”

Prof. Martin Bucher, a Director

of Research at the National

Center for Scientific Research

in France and works at the

Laboratoire Astroparticules et

Cosmologie (APC) in Paris.

visited the Research Centre 9-

13 February 2015. He gave a

seminar on 9 February titled

“Polarized dust emission and

searching for primordial B

modes from cosmic inflation.”

Prof. Martin Kunz, AIMS South

Africa SKA Visiting Professor

and affiliated to the Institute for

Theoretical Physics and the

Cosmology and Astroparticle

Physics Group at the University

of Geneva (Switzerland) is visit-

ing the Cosmology Group in

the Research Centre for three

months.

Lise du Boisson, a Master’s

student in the Cosmology

Group at AIMS submitted

her Master’s thesis titled:

“Applications of Machine

Learning in Astronomy” on

16 February 2015.

Dr Simukai

Utete has

been appointed

as a Senior

Researcher at

the AIMS South Africa Research

Centre.

Dr Utete's undergraduate

degree was in electrical engi-

neering from the University of

Zimbabwe. She completed her

MSc and DPhil studies at the

University of Oxford and went

on to do a Junior Research

Fellowship and further research

there as a Research Assistant.

She moved to South Africa in

2008 to join the CSIR's Mobile

Intelligent Autonomous Systems

(MIAS) field robotics group, and

in 2009 was appointed Research

Leader of MIAS. She led MIAS

for over 4 years.

AIMS is pleased to welcome

her to the Research Centre,

Simukai's area of research

is robotics, with a focus on

intelligent sensor networks

for robotics applications.

Master’s Thesis Defences

Journal Club

On 11 February, Mr. Jeffrey Ted

Johnattan Mbongo Nkounga

delivered the defence of his

thesis titled: “Building Interest

Rate Curves and SABR Model

Calibratation.” On 13 February,

Ms Raabia Walljee delivered the

defence of her thesis titled:

“The Levy-LIBOR model with

default risk.” Both students

were supervised by Prof.

Ronnie Becker.

On 16 February, Mr Nakedi

Wilson Leboho delivered the

defence of his thesis titled:

“Quantitative Risk Management

and Pricing for Equity-Based

Insurance Guarantees.” He

was supervised by Dr Raouf

Ghomrasni.

On 10 and 24 February 2015,

Eddy Kimba Phongi gave talks

titled: “The Application of the

Centre Manifold Theory to a

Singular Perturbation Problem”

and “Singularly Perturbed Prob-

lems and Delayed Exchange of

Stabilities.”

On Tuesday 17 February 2015,

Tesfahun Berhane gave a talk

titled: “Inverse Problems: An

Introduction.”

Eddy Kimba Phongi

Jeffrey Raabia Nakedi

Dr Tadesse

Dr Amara

Tesfahun Berhane SACEMA visits AIMS The Director of the South

African Centre for Epidemio-

logical Modelling and Analysis

(SACEMA), Dr Alex Welte,

visited AIMS South Africa

on 18 February 2015 to tell

students about the opportunities

available at the centre.

Research at SACEMA focuses

on modelling the development

of diseases affecting South

Africa like HIV, malaria

and TB.

Page 3: AIMS South Africa Newsletter February 2015

www.aims.ac.za [email protected]

Public Lectures

Governance Student updates The January intake of students

completed the following courses:

Programming with Python (Jeff

Sanders, and AIMS tutor) and

Statistics with R (Theis Lange,

Copenhagen).

The August intake completed

the following courses: Industrial

Mathematics (Neville Fowkes,

Western Australia); Introduc-

tion to Random Systems, Infor-

mation Theory, and related

topics (Stéphane Ouvry, Paris

Sud XI) and Analytical Tech-

niques in Mathematical Biology

(Wilson Lamb, Strathclyde).

The Biomaths students also did

the Programming with Python

course and the Analytical Tech-

niques in Mathematical Biology.

On Monday 16 February, Prof.

Balazs Szendroi, from Oxford,

gave a seminar to students on

Reflection Patterns.

Students also had an informal

talk with Prof. Neil Turok on

16 February 2015.

Prof. Cheryl de la Rey, Prof. Grae Worster, Prof. Stephane Ouvry,

Prof. Aggrey Ambali, Director, African Science, Technology and Innovation Indicators (ASTII), NEPAD, Prof. Daya Reddy, Prof. Frederik Scholtz (representing Prof. Hendrik Geyer),

Prof. Neil Turok (Chair), Prof. Balazs Szendroi, Dr Dorothy Nyambi – AIMS-NEI Executive Vice President and Prof. Barry Green (ex-officio). Prof. Graham Richards joined the meeting via Skype.

Prof Kailash Patidar from the

University of the Western Cape

has been appointed to the AIMS

Executive Team.

The AIMS South Africa Council

meeting took place on Tuesday

17 February 2015.

Staff News AIMS South Africa welcomed

the following new staff

members from February 2015:

Ms Ntombomzi

Magqazolo (Finance Department)

Ms Caroline Chiwah

(Finance Department)

Ms Joan Africa-Brown

(Research and Admin Department)

On Tuesday 24 February, the

AIMS Public Lecture series

presented a talk titled:

“Causality in the real world” by

Professor George Ellis, Mathe-

matics Department, UCT.

AIMSSEC The AIMSSEC February 2014

newsletter can be viewed at

http://aimssec.aims.ac.za/assets/

files/Newsletters/February-2015

-AIMSSEC.pdf

Network News Various meetings organised by

the AIMS-NEI Global Secretariat

took place from 6-13 February

2015.

The meetings included a new

staff orientation, a gender

training workshop, a

programme implementation

planning workshop and a

meeting on the AIMS Industry

Initiative.

Attendees included staff from

the secretariat and the AIMS

centres in Senegal, Cameroon,

Ghana, Tanzania and South

Africa.

Continued on page 4.

Page 4: AIMS South Africa Newsletter February 2015

Call for course proposals The AIMS structured Master's in Mathematical Sciences programme

commences in August each year at all centres. AIMS South Africa has a

second intake for South African students commencing in January. August

2015 at all centres and January 2016 at AIMS South Africa. For more

information and to apply:

http://www.aims.ac.za/en/apply/structured-masters-course-proposals

www.aims.ac.za [email protected]

Announcements 2015-16 AIMS Scholarship for Masters' in Mathematical

Sciences are Now Open

Student applications have opened for the August 2015 intake. For more

information and how to apply, visit www.nexteinstein.org/study. You will

notice that the application system provides for both French and English

versions.For any queries please send an e-mail to applica-

[email protected].

The closing date for applications is 23 March 2015.

Postdoctoral Fellowships

AIMS South Africa is seeking applicants for Postdoctoral Fellowships in

the area of mathematical finance and computational algebra. Fellowships

are tenable for two years, contingent on satisfactory progess, and could

be extended for a third year. Fellowships are immediately available and

the value of the award ranges between R200 – R240k per annum,

taxfree, subject to qualification and experience. Preference will be given

to African applicants and those from SADC member states are particu-

larly encouraged. Please click on the links below for project descriptions

for the two positions: Financial Mathematics; Computational Algebra;

Mathematical Biology

For more information please visit http://www.aims.ac.za/en/

opportunities/vacancies/postdoctoral-fellowships

Send completed applications to [email protected]

Send subject related questions to [email protected]

Call for Applications for the second AIMS ARETE Junior

Research Chair

Are you an excellent young researcher from Africa, an AIMS alumni or

graduate from another institution in or outside of Africa with a mathe-

matical science background? Do you intend to get established in an aca-

demic institution in an African country? This might be your opportunity

to get your scientific career in Africa started!

Please click here for more information.

3rd International Workshop on Nonlinear and Modern Mathe-

matical Physics 9-11 April 2015, Cape Town, South Africa

This workshop is being held in Muizenberg, Cape Town, South Africa

from 9 to 11 April 2015, and co-organized by AIMS South Africa, the

University of South Florida and North West University. The workshop

aims to survey recent advances on a wide range of topics of current

interest in nonlinear and modern mathematical physics including: integrable

and near-integrable equations, physical and engineering applications such

as nonlinear optics, Bose-Einstein condensates and fluid dynamics, and

numerical aspects of nonlinear phenomena. The workshop will provide a

forum for scientists and researchers worldwide to present their latest

results and a means to discuss their recent research with each other.

Please click here for the workshop website.

Workshops

African Workshop and Symposium on Genome-Wide

Association Studies (ASGWS) for complex disease

Workshop information

Date: 19-22 April 2015

Venue: African Institute for Mathematical Sciences South Africa,

Muizenburg, South Africa.

http://www.h3abionet.org/medical-population-genetics-and-gwas-

for-complex-diseases-2015

Symposium information

The symposium will include a variety of keynotes, paper presen-

tations, and posters describing dynamic research in complex dis-

eases to identify the most promising avenues of future research

to effectively associate phenotypes and phenotypes for African

diseases.

Date: 23-24 April 2015

Venue: Muizenburg, South Africa.

http://h3abionet.org/gwas-conference-2015

Please click here to view the conference flyer.

For information on exhibiting at the symposium please click here.

CIMPA-SOUTH AFRICA RESEARCH SCHOOL:

Algebraic Representation Theory and Applications

This research school will be hosted at AIMS South Africa and the aim

of the school is to give a broad perspective of areas of modern

representation theory and to highlight some recent advances.

Date: July 19 - 31, 2015

Venue: AIMS, Muizenberg, Cape Town

For more information please visit

http://cimpa2015algebraicreptheory.weebly.com/

Participants at the progamme implementation planning workshop