SIAM Student Chapter Seminar
- When: Fridays at 1 PM unless noted otherwise
- Where: 9th floor lounge (we will also broadcast the virtual talks on the 9th floor lounge with refreshments)
- Organizers: Yahui Qu, Peiyi Chen, Shi Chen and Zaidan Wu
- Faculty advisers: Jean-Luc Thiffeault, Steve Wright
- To join the SIAM Chapter mailing list: email siam-chapter+join@g-groups.wisc.edu.
- Zoom link: https://uwmadison.zoom.us/j/97976615799?pwd=U2xFSERIcnR6M1Y1czRmTjQ1bTFJQT09
- Passcode: 281031
Fall2023
| Date | Location | Speaker | Title |
|---|---|---|---|
| 9/29 | Zoom and VV911 | Solly Parenti | What is ... a software engineering interview? |
| 10/13 | Zoom and VV911 | Xiaopeng Li | Convergence of the Momentum Method for Semi-Algebraic Functions with Locally Lipschitz Gradients |
| 10/20 | VV911 | Yingxin Zhao | Industry talk from UBS quant |
| 10/27 | Zoom and VV911 | Evan Sorensen | |
| 11/10 | VV911 | Jiayin Lu | |
| 11/17 | VV911 | Thomas Chandler |
Abstracts
September 29, Solly Parenti: I'll share my experiences going through a bunch of software engineering interviews, as well as how I learned how to program and my thoughts on industry jobs.
October 13, Xiaopeng Li: We propose a new length formula that governs the iterates of the momentum method when minimizing differentiable semi-algebraic functions with locally Lipschitz gradients. It enables us to establish local convergence, global convergence, and convergence to local minimizers without assuming global Lipschitz continuity of the gradient, coercivity, and a global growth condition, as is done in the literature. As a result, we provide the first convergence guarantee of the momentum method starting from arbitrary initial points when applied to principal component analysis, matrix sensing, and linear neural networks.
October 20, Yingxin Zhao:In this talk, I will give an overview of the different job roles at Investment Banking, share my career path as an interest rate quant starting from graduate program to Executive Director over the past 12 years at UBS and give a few tips on quant job interviews. At the end of the seminar, I am happy to take printed copies of your CVs and email back my review feedback later.