A talk by Dr. Chiheb Ben Hammouda in the Monte Carlo & Quasi-Monte Carlo (MCQMC) Methods in Scientific Computing Conference, 10-14 August 2020, University of Oxford.​​​​

Prof. Raul Tempone and Dr. Chiheb Ben Hammouda are organizing a minisymposia "Hierarchical Methods for Variance Reduction" at the MCQMC Conference, 10-14 August 2020, University of Oxford.​​​​
​On July 2nd, 2020, Chiheb Ben Hammouda successfully defended his PhD thesis entitled "Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks" ​ 
Manuscript entitled "Pricing American options by exercise rate optimization" is accepted in Quantitative Finance, and will be run as a feature.
Chiheb Ben Hammouda will give a series of seminar talks at RWTH Aachen University (Germany) between 14 and 27 February​​ 
 Chiheb Ben Hammouda will give, on July 12, 2019, a  talk entitled "Adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model"  in the International Conference on Computational Finance 2019 (ICCF2019), Coruña, Spain.​
​On June 21, 2019, Renzo Caballero successfully defended his MS thesis entitled "Stochastic Optimal Control of Renewable Energy"
Chiheb Ben Hammouda won the best poster award at the Society for Industrial and Applied Mathematics (SIAM) Conference on Financial Mathematics & Engineering (FM19) held at the University of Toronto from June 4 to 7, 2019.​​
​On February 6th, 2019, Soeren Wolfers successfully defended his PhD thesis entitled "Efficient Numerical Methods for High-Dimensional Approximation Problems" ​  
On October 8th, 2018, Nadhir Ben Rached successfully defended his PhD thesis entitled "Rare Events Simulations with Applications to the Performance Evaluation of Wireless Communication Systems. "

On September 26th, 2018, Zaid Sawlan successfully defended his PhD thesis entitled "Statistical analysis and Bayesian methods for fatigue life prediction and inverse problems in linear time dependent PDEs with uncertainties"

​Alexander Litvinenko is presenting his collaboration work on SIAM PP conference in Tokyo.
This work is done between stochastic numerics group, Extreme Computing Research Center and two statistical groups (leaded by Prof. M. Genton and Prof. Y. Sun) at KAUST.
On August 24th, 2017, Juho Häppölä successfully defended his PhD thesis entitled "Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance"
A. Litvinenko presented his KAUST research work at Nottingham University. The title of the invited talk was “Low-rank tensors methods for solving PDEs with uncertain coefficients and for approximating Bayesian Update”. This work was done in collaboration with colleagues from RWTH Aachen and TU Braunschweig.
The delegation included Prof. Sigbritt Karlsson, the 19th President of KTH Royal Institute of Technology. She took office on November 12, 2016.
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016) ​​​​
Georgios Zouraris will be visiting the Stochastic Numerics Research Group​
Oak Ridge National Laboratory in Tennessee, USA.
 Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015) ​​
March 8-12, 2014.
  Organizer: Prof. Marc Genton.
  Co-organizers: Dr. Fabrizio Ruggeri and Prof. Raul Tempone
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)

Dr. Hamidou Tembine is co-organizer of two invited sessions (Mean Field Games I and Mean Field Games II) at the 52nd IEEE Conference on Decision and Control, Firenze, Italy,  December 2013.​​


Prof. Raul Tempone will present the Uncertainty Quantification Center at the Institute of Computational Mathematics, Chinese Academy of Sciences. He is an invited lecturer for a short graduate course (40 students) in Uncertainty Quantification.


Dr. Hamidou Tembine have been elevated to the grade of Senior Member of IEEE. This is considered a significant honor since only 8% of nearly 419,000 IEEE members are Senior Members because of their superior professional achievements. Please congratulate Tembine for this well deserved recognition of his important research contributions over the last years.​


Prof. Raul Tempone is an Invited lecturer at the Department of Mathematics, Indian Institute of Science Bangalore, India, for a short graduate course (50 students) in Uncertainty Quantification, July 8 to 19, 2013. 

Mohammad has accepted a tenure-track assistant professor position in the Department of Mathematics and Statistics at The University of New Mexico, Albuquerque, to begin in Fall 2013.
OCRF Announces SRI Awards: Prof. Tempone named DIrector of the new KAUST SRI Uncertainty Quantification Center​​

Professor Tempone is in the committee of 2012 MCSE Winter School: Applied Mathematics on Uncertainty Quantification.​​