Computational finance

Soumaya Elkantassi

Soumaya Elkantassi obtained a Master's degree in Applied mathematics and Computational Sciences under the supervision of Professor Raul F. Tempone's at Stochastic Numerics Research Group at King Abdullah University of Science and Technology (KAUST). Research Interests Soumaya's research interests included Statistics, Probability Theory and Stochastic Processes, and Computational Finance. Education Profile M.Sc. in Applied mathematics and Computational Sciences, Statistics and Data Analysis, King Abdullah University of Science and Technology (2015 - 2017). Engineering in Economics and

Raul Tempone

Professor Raul Tempone is an worlwide recognized researcher in numerical analysis and uncertainty quantification. Professor Raul Tempone at KAUST leads the stochastic numerics research group, significantly contributing to Saudi Arabia's Vision 2030 goals through advancements in computational science. His work in adaptive algorithms, Bayesian inverse problems, and scientific machine learning drives forward critical applications in technology and sustainability, embodying KAUST's commitment to global scientific leadership and economic diversification.

Gaukhar Shaimerdenova

Gaukhar Shaimerdenova is a Ph.D. candidate at Stochastic Numerics Research Group (STOCHNUM) under the supervision of Professor Raul F. Tempone at King Abdullah University of Science and Technology (KAUST). Research Interests Gaukhar's research interests include ​Stochastic Differential Equations, Numerical Analysis, Data Assimilation, Multilevel/Multi-index Monte Carlo methods, Ensemble Kalman Filtering and Computational Finance. Selected Publications Hoel, H., Shaimerdenova, G. and Tempone, R., 202 2 . Multi -index ensemble Kalman filtering. Journal of Computational Physics. Hoel, H