The IAS organizes various activities throughout the year to cultivate intellectual collaboration among local and international researchers and to elevate the academic standing of HKUST and Hong Kong. Here are some of the major events held in recent months.
Explaining the World with Algorithms
The enormous increase in computing power and the development of powerful algorithms have made it possible to apply the techniques of inverse problem solving to real world problems of growing complexity. Applications include a number of medical and other imaging techniques, location of oil and mineral deposits in the earth’s substructure, creation of astrophysical images from telescope data, finding cracks and interfaces within materials, shape optimization, model identification in growth processes, and modeling in the life sciences. Researchers from various fields gathered to present and discuss their latest findings at the IAS.
Led by IAS Si Yuan Professor Gunther UHLMANN, the IAS Workshop on Inverse Problems, Imaging and Partial Differential Equations showcased recent advances in inverse problems by encouraging active interaction among the participants. New results on nonconvex optimization and deep learning were also discussed.
IAS Workshop on Inverse Problems, Imaging and Partial Differential Equations (March 12 - 16, 2018)
Understanding Financial Data
IAS Focused Program on Time Series Analysis of Higher Moments and Distributions of Financial Data (May 28 - 30, 2018)
The moments and distributions of financial time series data play an important role in statistics and econometrics. The scope of this program covers statistical, econometric, and computational issues arising from the interpretation, analysis, modeling, evaluation, and forecasting of financial data. Research in this area directly influences the global and national economies, business, financial investment analysis, macroeconomics, and both public and private policy makers. Great theoretical progress has been made in recent years in this topical research area.
The three-day IAS Focused Program on Time Series Analysis of Higher Moments and Distributions of Financial Data gathered 30 speakers from around the world to promote dialogue between Asian and Western researchers and facilitate research collaborations among the groups represented.