SIAM Fall 2023
Fall2023
| Date | Location | Speaker | Title |
|---|---|---|---|
| 9/29 | Zoom and VV911 | Solly Parenti (JPMorgan Chase & Co.) | What is ... a software engineering interview? |
| 10/13 | Zoom and VV911 | Xiaopeng Li (Columbia University) | Convergence of the Momentum Method for Semi-Algebraic Functions with Locally Lipschitz Gradients |
| 10/20 | VV911 | Yingxin Zhao (UBS Investment Bank) | Industry talk from UBS quant |
| 10/27 | Zoom and VV911 | Evan Sorensen (Columbia University) | Applying for postdocs: it’s not just about how many papers you have |
| 11/10 | VV911 | Jiayin Lu (Harvard University) | Computational geometry: Voronoi tessellation, Delaunay triangulation, and their fun applications |
| 11/17 | Zoom and VV911 | Wyliena Guan (University of North Carolina Chapel Hill) | A Pharma Industry Overview from a PhD Student’s Perspective |
| 12/08 | VV911 | Will Hardt (University of Wisconsin, Madison & Federal Reserve) | My Journey into Quantitative Finance |
Abstracts
September 29, Solly Parenti (JPMorgan Chase & Co.): 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 (Columbia University): 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 (UBS Investment Bank):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.
October 27, Evan Sorensen (Columbia University): When applying for postdocs, I’ve often heard that nothing is more important than your research. While there is much truth to this, I have found that being a successful candidate takes so much more than just producing quality research. I will talk about lessons learned from applying to research-focused postdocs and give practical advice for how to increase your visibility and status in the community. This talk will address both people on the job market now as well as those planning to apply in future years.
November 10, Jiayin Lu (Harvard University): I will discuss some computational geometry work related to Voronoi tessellation and Delaunay triangulation. Voronoi tessellation is a beautiful and simple mathematical concept. Given a set of discrete points in space, locations in the space are associated with the closest point in the point set.
It has important applications in science and engineering. Material scientists can generate Voronoi diagrams on atomistic systems, and analyze the Voronoi cell geometries to study material properties and predict material failure. However, as systems grow in size (e.g. millions of particles), the computational demands increase, necessitating efficient and scalable computational solutions. I will discuss our recent work on the multithreaded parallel computation of the Voronoi diagrams.
A closely related geometry concept is the Delaunay triangulation, which is the duality graph of Voronoi tessellation. It can be constructed by connecting points sharing Voronoi cell walls. It can be used for geometry meshing, which has applications in computer graphics and numerical simulations using the finite element method. I will discuss our recent work on multithreaded geometry meshing in 2D.
Lastly, I will show some other fun applications of these geometry concepts: (1) The generation of insect wing patterns, and (2) Making colorful, mosaic style art.
November 17, Wyliena Guan (University of North Carolina Chapel Hill): The pharmaceutical industry is one of the most important and dynamic industries in the world, responsible for developing and delivering life-saving and life-changing medicines to patients around the globe. But what is it really like to work in the pharma industry? How does it differ from working in academia or other industries?
In this talk, Lina will share her insights from their internship at AbbVie and her conversations with friends in pharma. She will discuss the different career paths available in the industry, the challenges and rewards of working in pharma, and what it takes to be successful in this field.
December 08, Will Hardt ((University of Wisconsin, Madison & Federal Reserve): I will share my experience so far in quantitative finance, which consists of internships in trading and data science and — soon — a job at the Federal Reserve. I’ll discuss what drew me into the field, the application processes, and the work itself.