SIAM Student Chapter Delft

Delft University of Technology

Latest news

Workshop day in review

posted 06 Jun 2018

Chess Tournament

posted 26 Nov 2017

Looking for a new Board

posted 22 Nov 2017

Optiver in review

posted 20 Nov 2017

Company visit Optiver

posted 12 Oct 2017

News

06 Jun 2018 Workshop day in review

On May 30th, we held our annual workshop day. This year it was on multigrid and multilevel methods. During this day, eight people from TU Delft and other institutes in the Netherlands and Belgium gave short presentations on their research. The workshop was followed by a barbecue at freezone B with live music. We would like to thank our six speakers Mousa, Roe, Prashant, Pieter, Marc and Frits, as well as our keynote speakers Kees and Hadi for their interesting presentations. The book of abstracts as well as the slides of the presentations can be found here.

26 Nov 2017 Chess Tournament

On Thursday 7th December, we are having our annual Chess Tournament. Our winner of previous year, Reinaldo, will be there defending his title. Everyone is welcome to join and fight for the title (and the price) this year!! The winner will have the opportunity to play against Prof. Martin! Drinks and snacks will be provided.

If you want to join, please add your name to the chess doodle. The location is Timmanzaal (LB01.170), and it will start at 17:30 hrs. If you are not sure if you want to join or if you want to practice or even to learn how to play, Reinaldo also prepared a baNaNa talk/practice on chess, on Thursday 30th November. The talk will take place in the Sneijderszaal (LB1.010), 17 hrs. We hope to see you all in the lecture and in the tournament!!

PS. Don’t forget our NEW BOARD interest lunch meeting on Wednesday November 29th at 12.00 in meetingroom 1.4 of EWI (LB 01.210). Please let us know if you’re coming by filling in the board interest doodle

We would like to thank the Delftsche SchaakClub for lending us the chess boards.

22 Nov 2017 Looking for a new Board

Dear SIAM Student Chapter members,

In the previous years the SIAM Student Chapter Delft has organised a multitude of activities, such as workshop days, BBQs, movie nights, company visits, baNaNa talks and chess tournaments. To make such activities happen next year as well, we are looking for a new board for 2018!

As a board member, you will be able to choose and organize these activities (and others) yourself with your fellow board members. This is a great opportunity to get some non-scientific experience during you PhD.

If you might be interested and want some more information about being a board member of the SIAM Student Chapter Delft, join our interest lunch on Wednesday November 29th at 12.00 in meetingroom 1.4 of EWI (LB 01.210). Lunch will be provided. Please let us know if you’re coming by filling in the doodle:

Anne Markensteijn, SIAM SC Delft

20 Nov 2017 Optiver in review

On the 3rd of November the SIAM Student Chapter visited Optiver where we learnt all about making big money in high frequency trading ;-). It was great fun to see how much value theoretic maths still has in an application that seems so far removed from the theory.

12 Oct 2017 Company visit Optiver

Dear SIAM Student Chapter members,

Friday the 3rd of November in the afternoon we shall visit the Amsterdam `Zuid-as’ to visit the options trading company Optiver. After our last excursion to Deltares, we felt it would be interesting to go from large-scale long-term modelling done there to the very fast paced micro-transactions in the financial sector. The excursion will leave from Delft station at 13:15, will including some lectures by (former) mathematics PhD students, a visit to the trading floor, and will be closed off (of course) by drinks where there will be time for some Q&A as well.

A little bit about Optiver, in their own words:

Optiver started a business as a single trader on the floor of Amsterdam’s options exchange back in 1986. Today they’re at the forefront of trading and technology employing over 1000 people; 400 in Amsterdam alone. Working at Optiver is a challenge that requires high-level mathematics and data science with a generous dose of creative thinking to ensure they have an edge in increasingly competitive markets.

We hope to see you at this excursion, to get a feeling for mathematics in the industry! As our last excursion filled up very fast please make sure you sign up quickly if you want to participate, as we only have limited room. Please note that participating in this excursion we ask for a small contribution of 5E per person to cover the travel expenses to Amsterdam for the group. This needs to be paid one week in advance (so before the 27th of Oktober) otherwise, your spot will go to the next person on the waiting list. The payment can be done in cash at the office of the SIAM student chapter president Anne on the 3rd floor (HB 3.250). If you are unable to pay in cash please contact the SIAM student chapter to arrange for alternative payment methods (bank transfer).

You can enroll for the visit using the doodle, and if you want a train ticket (retour), please fill in this form.