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Leader of the group Scientific Computing: Daan Crommelin.

The SC groups develops efficient mathematical methods to simulate and predict real-world phenomena with inherent uncertainties. Such uncertainties arise from e.g. uncertain model parameters, chaotic dynamics or intrinsic randomness, and can have major impact on model outputs and predictions. Our work is targeted in particular at applications in climate, energy, finance and biology. In these vital areas, the ability to assess uncertainties and their impact on model predictions is of paramount importance. Expertise in the SC group includes uncertainty quantification, data assimilation, stochastic multiscale modeling and risk assessment. The availability of data to inform and improve simulations and predictions, for example through learning and data-driven modeling, plays an important role in our research.

 

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Kees Oosterlee new editor-in-chief of Journal of Computational Finance

Kees Oosterlee new editor-in-chief of Journal of Computational Finance

Kees Oosterlee is the new Editor-in-Chief of The Journal of Computational Finance. This international refereed journal focuses on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments. Oosterlee will be taking responsibility of selecting papers for the journal from the Fall 2013 issue and onwards.

Kees Oosterlee new editor-in-chief of Journal of Computational Finance - Read More…

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