Introduction
Beginning March 2020, we have replaced our former Mathematical Challenge with a new Mathematical Competition. While the problem sheets remain similar in style, they are now published twice a year and the submitted solutions will be systematically reviewed by an internal committee. The 3 best solutions will be rewarded with an attractive prize. Please find all relevant information on the Mathematical Competition in the sections below.
We hope that you will find the questions interesting and inspiring and that you enjoy working on them as much as we did when compiling the problem sheets.
Dates
The next Mathematical Competition is targeted to start in November 2020. The publication dates and submission deadlines can be found below under Important Dates next to the problem sheet download. We look forward to receiving your solutions within four weeks after the publication date.
Format for Submitting Solutions
Please send your answers and the registration form to mc@swissquant.com. You may scan your handwritten solution, use LaTeX or any other software that works for you; however, we would like to ask you to keep the size of the submitted file below 10MB.
Prizes
Among the outstanding solutions, we will award the following prizes:
1. Digitec voucher 500 CHF
2. Digitec voucher 250 CHF
3. Digitec voucher 150 CHF
Best-of Mathematical Challenges
Have a look at our former Mathematical Challenges.
1) Variance Reduction Techniques in Monte Carlo Methods
2) Interest rate modelling
3) Some properties of collision operators in kinetic theory
4) Value-at-Risk Estimation for long time horizons
5) Spread option pricing via Fast Fourier Transform
6) Entropy Pooling
7) Recurrent Neural Networks
8) Error-correcting codes
Important Dates
02 November 2020: Start Mathematical Competition
30 November 2020: Submission Deadline
18 December 2020: Announcement of the winners
January 2021: Official award ceremony
Downloads
– Problem Sheet
– Registration Form
Contact us
If you have any questions, please do not hesitate to contact us.
Mathematical Competition Team
mc@swissquant.com
+41 43 244 75 85