From December 9 to 13, 2023, the 18th edition of the Research in Options 2023 event will be held at FGV-Rio organized by our Math Finance group. It is a continuation of the previous editions of great success. Each edition was attended by participants evenly distributed across academia and industry. This year, we will focus on different aspects of mathematical finance, including (but not limited to) option pricing, fixed income, volatility trading, real options, commodities, algorithmic trading, portfolio and risk management.

FGV EMAp's summer courses are conducted by renowned professors and researchers. They are short courses and have a rich content on Applied Mathematics and its applications. Thus, students can expand their knowledge and create a solid network of contacts.

In the 2024 edition, the courses will be held in a hybrid way (face-to-face and through the Zoom platform).

Students enrolled and graduating from the respective courses will be entitled to certificates.

The 5th edition of Tropical Probabilistic AI School 2024 will be held from January 29th to February 2nd, 2024, at FGV EMAp. The aim of this next edition will be to present the state of the art in machine learning and artificial intelligence with a probabilistic approach. We will bring together a diverse, global group of experts and enthusiasts with the intention and motivation to teach, learn and be inspired during a week in the summer of 2024. Tropical Probabilistic AI School 2024 is an international event organized by the Nordic Probabilistic AI School team, affiliates the Norwegian University of Science and Technology (NTNU), in cooperation with EMAp, which in 2023 received more than 600 applications.

Topics to be addressed include: introduction to probabilistic modeling, probabilistic programming, variational inference methods, deep generative models, deep learning, representation learning, and causal inference.

Applications are open until November 24, 2023, through the link https://tropical.probabilistic.ai/application/. All courses will be taught in English, with conceptual classes in the morning and more interactive classes and tutorials in the afternoon.

The 14th edition of the scientific event Brazilian Workshop on Continuous Optimization, BrazOpt 2024, which will be held from March 4 to 9, 2024 at FGV-Rio, will have the participation of graduate students and renowned foreign researchers in the area. The conference will address the area of ​​Continuous Optimization, with interest in theoretical, practical and computational aspects, both in linear and non-linear programming, including subjects related to variational inequalities, complementarity problems, non-smooth optimization, vector optimization, generalized equations, among others.

The 12th Bachelier World Congress of the Bachelier Finance Society will be held at FGV EMAp, Rio de Janeiro, from July 8 to 12, 2024 and will bring together academics, practicioners and researchers in Quantitative Finance. In this 12th edition, we intend to dedicate special attention to the problems of Sustainable Finance, Energy Market, Machine Learning and Blockchain.

The event will feature a group of internationally renowned researchers, together with the participation of experts from the financial market and graduate students in areas related to Computational Modeling, Stochastic Optimization, Computational Statistics, Differential Equations in Finance, and Data Science.

The next edition of the AIP Conference will be held at FGV EMAp, Rio de Janeiro, from July 28 to August 1, 2025, and it will gather academics, practitioners, and students working in the area. Inverse Problems are focused on reconstruction of quantities of interest from indirect observations. They occur in medical imaging, non-destructive testing, geophysical exploration, astrophysical imaging, many high-resolution microscopy techniques, data mining, finance, econometrics, and other fields. Research on Inverse Problems combines techniques from mathematical analysis, differential geometry, numerical analysis, machine learning, image processing, scientific computing, and computer science. The AIP conferences are organized biannually, and they have become the largest meeting in the field. Hosting the first AIP in Latin America, as well as in the Southern Hemisphere, is a great honor and a unique opportunity to disseminate Inverse Problems research in the Brazilian mathematical community.

With a participative teaching method and highly qualified professors, FGV EMAp prepares professionals to develop mathematics and computational models in an innovative way, adapted to the challenges of the information age.

Here, students graduate with a solid base to work in strategic sectors of public and private organizations, also qualifying them for academic research and consulting projects.