Conferences, congresses and workshops

  • XVIII International Conferences on Hyperbolic Problems. Theory, numerics and applications (HYP 2022)
    Málaga . June 20-24, 2022
    • Víctor González-Tabernero, Manuel Castro Díaz, José Antonio García-Rodríguez
      High-order well-balanced finite volume schemes for 1d and 2d shallow water equations with Coriolis forces
    • 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
  • XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática Aplicada (XXVII CEDYA - XVII CMA)
    Zaragoza. July 18-22, 2022
    • Víctor González-Tabernero, Manuel Castro Díaz, José Antonio García-Rodríguez
      High-order well-balanced finite volume schemes for 1d and 2d shallow water equations with Coriolis forces
  • V Congreso XOVETIC
    A Coruña. 5 and 6 October 2022
    • P. Villarino, Joel & Leitao, Álvaro & Rodríguez García, José A
      Physics-informed neural networks for pricing European options considering counterparty risk
  • IV International Conference on Computational Finance (ICCF2022)
    Wuppertal, Alemania. 6-10th June, 2022
    • P. Villarino, Joel & Leitao, Álvaro & Rodríguez García, José A
      PINNs for pricing European options considering Counterparty Risk. Minisymposia on Neural Networks enhancing Computations in Finance
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • III Jornadas Sage-Python
    Vigo. June 21-22, 2012
    • Iñigo Arregui, Ana M. Ferreiro, José A. García
      El método de los elementos finitos en Python
  • 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
  • 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
  • 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
  • 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
  • V Congreso de Educación Matemática de AGAPEMA
    Ferrol. June 25-26, 2010
    • J. A. García Rodríguez, I. Arregui Álvarez, A. M. Ferreiro Ferreiro
      A linguaxe PYTHON como ferramenta para a docencia das Matemáticas en Secundaria e Bacharelato
  • XX Jornadas de Paralelismo
    A Coruña. September 16-18, 2009
    • J. Lobeiras Blanco, M. López Amor, M. Arenaz Silva, B. B. Fraguela Rodríguez, J. A. García Rodríguez, M. J. Castro Díaz
      Simulacion de aguas poco profundas en una GPU mediante Brook+
    • C. H. González Vázquez, B.B. Fraguela Rodríguez, D. Andrade Canosa, J. A. García Rodríguez, M.J. Castro Díaz
      Programacion de Alto Rendimiento en el Procesador Cell: Aplicacion a Simulacion de Fluidos
  • XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada (XX CEDYA / X CMA)
    Sevilla. September 24-28, 2007
    • 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
  • 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
  • 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.
  • 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, A. Ferreiro, J. A. García, J. M. González, C. Parés
      Development of numerical models for the simulation of geophysical flows: the DamFlow Project
    • 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
  • 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
  • Congreso sobre modelización matemática de la sedimentación en la costa
    Castellón de la Plana. February 14-16, 2005
    • A. M. Ferreiro Ferreiro, J. A. García
      DamFlow: un software de visualización de flujos hidrodinámicos
  • 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. J. Castro, J. A. García Rodríguez, C. Parés, J. M. González Vida
      Computer time improvement for some shallow water finite volume models applying parallelization and optimized small matrix computations
  • XIX Congreso de Ecuaciones Diferenciales y Aplicaciones / IX Congreso de Matemática Aplicada (XIX CEDYA / IX CMA)
    Leganés (Madrid). September 19-23, 2005
    • M. J. Castro, J. A. García Rodríguez, C. Parés, J. M. González Vida
      Paralelización mediante descomposicion de dominios de un esquema numérico de tipo volúmenes finitos para la resolución de un sistema de shallow water bicapa bidimensional
    • M. J. Castro, J. A. García Rodríguez, C. Parés, J. M. González Vida
      Paralelización SIMD de un esquema de volúmenes finitos usando instrucciones multimedia SSE: aplicación a problemas de shallow water en dominios bidimensionales
  • 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
  • XI Escuela Jacques-Louis Lions Hispano-Francesa sobre Simulación Numérica en Física e Ingeniería
    Cádiz. September 20-24, 2004
    Libro de actas: "Apuntes de la XI Escuela Jacques-Louis Lions Hispano-Francesa sobre Simulación Numérica en Física e Ingeniería" (Michel Bernadou, Francisco Ortegón, eds). Grupo de Análisis Teçorico y Numérico de Modelos de las Ciencias Experimentales de la Universidad de Cádiz, 2004. ISBN: 84-688-7650-x
    • M. J. Castro Díaz, J. A. García Rodriguez, J. M. González Vida, C. Parés Madroñal
      Resolución numérica de las ecuaciones de aguas someras bicapa mediante esquemas de volúmenes finitos
  • Parallel Computational Fluid Dynamics (ParCFD 2004)
    Las Palmas de Gran Canaria. May 24-27, 2004
    • M. J. Castro Díaz, J. A. García Rodríguez, J. M. González Vida, C. Parés Madroñal
      A parallel 2D finite volume scheme for solving the bilayer shallow-water system: modelization of the water exchange at the Strait of Gibraltar

Departamento de Matemáticas
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 1276