Conferences, congresses and workshops
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VII Congreso XoveTIC
A Coruña.
October 17-18, 2024
- Pablo Germán Villar Philippon, Jose Antonio García Rodíguez, Ana María Ferreiro Ferreiro
Estudio de métodos de optimización de Metropolis Monte Carlo y métodos de gradiente en la determinación de estructuras atómicas y electrónicas
- Ana María Ferreiro Ferreiro, Víctor González Taberno, Víctor Hernández Piñeiro
Estudio y resolución de la ecuación de Ginzburg-Landay para problemas de superconductividad
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XVIII International Conferences on Hyperbolic Problems. Theory, numerics and applications
(HYP 2022)
Málaga .
June 20-24, 2022
- José Germán López-Salas, María Suárez Taboada, Manuel Castro Díaz, Ana Ferreiro-Ferreiro, José Antonio García-Rodríguez
Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance
- José Germán López-Salas, María Suárez Taboada, Manuel Castro Díaz, Ana Ferreiro-Ferreiro, José Antonio García-Rodríguez
Second order finite volume IMEX-RK numerical methods for 1d models in option pricing
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15th International Conference on Computational and Mathematical Methods in Science and Engineering
(CMMSE 2015)
Rota, Cádiz (Spain).
July 6-10th, 2015
- J. L. Fernández-Pérez, A. M. Ferreiro-Ferreiro, J. A. García-Rodríguez, C. Vázquez-Cendón
A GPU implementation of an asset-liability management model for insurance companies
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First International Congress on Actuarial Sciences and Quantitative Finance
Bogotá, Colombia.
16 - 19 June 2014
- A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
Speed up of calibration and pricing with SABR models: from options to interest rate derivatives
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18th European Conference on Mathematics for Industry
(ECMI 2014)
Taormina, Italia.
June 9 - 13, 2014
- A. Ferreiro, J.A. García-Rodríguez, J. G. López-Salas, C. Vázquez
Efficient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
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Mini-Workshop in Stochastic Computing and Optimization
Würzburg, Germany.
September 30 - October 2, 2014
- A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
Efficient calibration and pricing with SABR models and GPUs
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Research in options 2014
(R i O 2014 )
Buzios, Rio de Janeiro.
November 29 - December 4, 2014
- A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
Speed up of derivatives pricing and calibrations with SABR models
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13th International Conference Computational and mathematical methods in Science and Engineering (CMMSE 2013)
Almeria.
23 - 27 June, 2013
- A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
SABR/LIBOR market models: pricing and calibration for some interest rates
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International Conference on Scientific Computation and Differential Equations
(SciCADE 2013)
Valladolid.
16 - 20 September, 2014
- D. Castillo, A. Ferreiro, J.A. García, C. Vázquez
New numerical methods for pricing companies with GPUs
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III Jornadas Sage-Python
Vigo.
June 21-22, 2012
- Íñigo Arregui, Ana M. Ferreiro, José A. García
El método de los elementos finitos en Python
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1st Joint Conference of the Belgian, Royal Spanish and Luxembourg Mathematical Societies
Liège, Belgica.
June 6-8, 2012
- A.M. Ferreiro, J.A. García, A. Leitao, J.G. López Salas, C.Vázquez
An optimized simulated annealing algorithm for GPUs. Application to the dynamic SABR model in finance
- D. Castillo, A.M. Ferreiro, J.A. García, C.Vázquez
Pricing companies: PDE models, efficient numerical methods and parallel implementations
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6th European Congress on Computational Methods in Applied Sciences and Engineering
(ECCOMAS 2012)
Vienna, Austria.
September 10-14, 2012
- A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
An efficient implementation of simulated annealing in GPUs and its application calibration of SABR stochastic volatility model
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XXII Congreso de Ecuaciones Diferenciales y Aplicaciones / XII Congreso de Matemática Aplicada
(XXII CEDYA / XII CMA)
Palma de Mallorca.
September 5-9, 2011
- D. Castillo, A. Ferreiro, J. A. García, C. Vázquez
Modelos de valoración de negocios basados en EDPs y su resolución numérica
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The RSME Conference on Transfer and Industrial Mathematics
Santiago de Compostela.
July 12-14, 2011
- A.M. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez,
An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
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V Congreso de Educación Matemática de AGAPEMA
Ferrol.
June 25-26, 2010
- J. A. García Rodríguez, Í. Arregui Álvarez, A. M. Ferreiro Ferreiro
A linguaxe PYTHON como ferramenta para a docencia das Matemáticas en Secundaria e Bacharelato
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5th International Symposium on Finite Volumes for Complex Applications (FVCA5)
Aussois (Francia).
June 8-13, 2008
Libro de actas: "Proceedings of the 5th International Symposium on Finite Volume for Complex Applications"
( , eds).
Wiley,
2008.
ISBN: 978-1-84821-035-6
- M.J. Castro, E.D. Fernández Nieto, A. Ferreiro
High order 2D schemes based on state reconstructions for non-conservative hyperbolic systems: application to bedload sediment transport
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XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
(XX CEDYA / X CMA)
Sevilla.
September 24-28, 2007
- A. M. Ferreiro Ferreiro, M. J. Castro Díaz, E. D. Fernández Nieto
Esquemas 2D de alto orden basados en reconstrucciones de estado para sistemas hiperbólicos no conservativos. Aplicación a problemas de transporte de sedimentos
- J. A. García Rodríguez, M. J. Castro Díaz, C. Parés, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
Esquemas numéricos bidimensionales de alto orden para el acoplamiento de ecuaciones de transporte y ecuaciones de aguas someras
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International Conference on Approximation Methods and
(MAMERN'07)
Granada.
July 11-13, 2007
- M. J. Castro Díaz, E. Fernández Nieto, A. M. Ferreiro Ferreiro, J. M. González Vida, A. Mangeney
Sediment transport models and tsunami generation in shallow water equations. numerical approach by high order finite volume methods.
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Numerical Modelling of Hydrodynamic Systems for Water Resources
Zaragoza, España.
June 18-21, 2007
- M. J. Castro Díaz, E. Fernández Nieto, A. M. Ferreiro Ferreiro, C. Parés Madroñal
Numerical approach of sediment transport problems by high order finite volume methods
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Qualité des eaux marines
París, Francia.
January 22-23, 2007
- J. A. García Rodríguez, A. M. Ferreiro Ferreiro, M. J. Castro Díaz, J. M. González Vida, C. Parés Madroñal
Two-layer flow models. Application to the simulation of spill motions
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Second International Conference on High Order Non-Oscillatory Methods for Wave Propagation, Transport and Flow Problem
Trento, Italia.
February 26-29, 2007
- M. J. Castro Díaz, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
High order finite volume methods for 2D non-conservative hyperbolic system over non-structured meshes. Application to shallow water equations and sediment transport
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Seventh European Conference on Numerical Mathematics and Advanced Applications
(ENUMATH2007)
Graz (Austria).
September 10-14, 2007
Libro de actas: "Numerical Mathematics and Advanced Applications"
( Karl Kunisch, Günther Of, Olaf Steinbach, eds).
Springer,
2008.
ISBN: 978-3-540-69776-3
- M.J. Castro, E.D. Fernández Nieto, A.Ferreiro, J. A. García Rodríguez, C.Parés
High order two dimensional numerical schemes for the coupling of transport equations and shallow water equations.
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14th European Conference for Mathematics on Industry
(ECMI2006)
Leganés (Madrid).
July 10-14, 2006
Libro de actas: "Progress in Industrial Mathematics"
( Luis L.Bonilla, Miguel Moscoso, Gloria Platero, José M.Vega, eds).
Springer,
2008.
ISBN: 978-3-540-71991-5
- M. J.Castro Díaz, A. M. Ferreiro, J. A. García, J. M. González, C. Parés
Study and development of numerical models for the simulation of: geophysical flows the DamFlow project
- M. Castro Díaz, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
Numerical simulation of bedload sediment transport using finite volume schemes
- M. J. Castro, A. Ferreiro, J. A. García, J. M. González, C. Parés
Development of numerical models for the simulation of geophysical flows: the DamFlow Project
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International Congress of Mathematicians
(ICM2006)
Madrid.
22nd to 30th August 2006
- M. J. Castro Díaz, A. M. Ferreiro Ferreiro, J. A. García Rodriguez
DamFlow Project: a postprocessing tool for parallel hydrodinamical simulations
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Eleventh International conference on Hyperbolic Problems. Theory, Numeric, applications. (HYP 2006)
Lyon (France).
July 17-21, 2006
Libro de actas: "Hyperbolic Problem: Theory,Numerics,Applications"
( , eds).
Springer,
2008.
ISBN: 978-3-5540-75711-5
- D. Bresch, M.l J. Castro, E. D.Fernández Nieto, A. Ferreiro, A. Mangeney
High order finite volume methods applied to sediment transport and submarines avalanches
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Workshop "Numerical Modelling for Floods"
LMC-IMAG, Grenoble (Francia).
February 8, 2006
- A. M. Ferreiro Ferreiro
Sediment transport models and numerical approach by high order 2D finite volume methods
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Congreso sobre modelización matemática de la sedimentación en la costa
Castellón de la Plana.
February 14-16, 2005
- M. J. Castro Díaz, T. Chacón Rebollo, E.D. Fernández Nieto, A. M. Ferreiro Ferreiro
Aproximación numérica mediante esquemas de volúmenes finitos de algunos modelos matemáticos de transporte de sedimentos
- A. M. Ferreiro Ferreiro, J. A. García
DamFlow: un software de visualización de flujos hidrodinámicos
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Sixth European Conference on Numerical Mathematics and Advanced Applications
(ENUMATH2005)
Santiago de Compostela.
July 18-22, 2005
Libro de actas: "Numerical Mathematics and Advanced Applications"
(A. Bermúdez de Castro, D. Gómez, P. Quintela, P. Salgado, eds).
Springer,
2006.
ISBN: 3-540-34287-7
- M. Castro Díaz, T. Chacón Rebollo, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
Some well-balanced shallow water-sediment transport model including gravity effects
- M. J. Castro Díaz, E. D. Fernández Nieto, A. M. Ferreiro
Some well-balanced shallow water-sediment transport models
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VII Congreso de métodos numéricos en la ingeniería
Granada.
July 4-7, 2005
- M. J. Castro Díaz, T. Chacón Rebollo, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
Aplicación de esquemas de volúmenes finitos al estudio de transporte de sedimentos en el marco de ecuaciones de aguas someras
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IV Jornadas Andaluzas de Software libre. "Software libre para todos"
Universidad de Cádiz. Algeciras.
November 5-6, 2004
- A. M. Ferreiro Ferreiro, J. A. García Rodríguez
Un software de visualización de flujos hidrodinámicos desarrollado con Python, C++ y VTK
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XVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / VIII Congreso de Matemática Aplicada
(XVIII CEDYA / VIII CMA)
Tarragona.
September 15-19, 2003
- A. M. Ferreiro Ferreiro, M. E. Vázquez Cendón
Resolución y validación del modelo de aguas poco profundas unidimensional incluyendo áreas secas
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X Escuela de Otoño Hispano-Francesa sobre Simulación Numérica en Física e Ingeniería
Jaca (Huesca).
September 23-27, 2002
- A. Ferreiro Ferreiro, M. E. Vázquez Cendón
Aplicación del método de volúmenes finitos y esquemas tipo Godunov a las ecuaciones de aguas someras
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Équations de Saint Venant, théorie et applications
Université de Savoie (Francia).
May 16-17, 2002
- M. E. Vázquez Cendón, A. M. Ferreiro Ferreiro
One dimensional shallow water involving wetting-drying front. Validations with experimental data