Robust Statistics and Financial Mathematics 2022 (RS&FM-2022)

July 3—6, 2022


Robust Statistics and Financial Mathematics is an international conference organized annually by the International Laboratory of Statistics of Stochastic Processes and Quantitative Finance of Tomsk State University. RS&FM-2022 is one of the official ICM #satellites and will be held in Tomsk.

A minimum of partial financial support will be offered to junior researchers.

The organizers invite the participants to visit the oldest city in Siberia, Tomsk, which was founded in 1604, before the ICM kicks off. Tomsk is currently the student capital of Siberia, with six universities, of which Tomsk State University is the first in Siberia. On May 28, 1878, Russian Emperor Alexander II signed a decree to establish the first institute of higher education in the vast expanses between the Russian Urals and the Pacific Ocean, the Imperial University in Tomsk. Today, Tomsk State University is a major institution with a wide range of educational and research activities. The International Laboratory of Statistics of Stochastic Processes and Quantitative Finance was created in 2015 on the basis of Tomsk State University’s Mendeleev scientific program. It consists of twenty research fellows with expertise at a strong international level in the statistics of stochastic processes and financial mathematics. The laboratory conducts research in advanced areas of the statistics of random processes and financial mathematics in cooperation with colleagues from French universities in Rouen, Lille, and Le Mans as well as Moscow State University and the Moscow University of Physics and Technology.


The main topics of the conference are robust statistical estimation methods, finance and insurance, sequential analysis and its applications to epidemic studies and clinical trials, signal/image processing methods, big data models, and machine learning.

Thu Nov 18 2021 12:46:48 GMT+0300 (Moscow Standard Time)