About Raul Tempone Raul Tempone Professor, Applied Mathematics and Computational Science numerical analysis Computational finance computational statistics stochastic differential equations uncertainty quantification bayesian inference data assimilation hierarchical and sparse approximation optimal control optimal experimental design stochastic optimization Professor Raul Tempone is a worldwide recognized researcher in numerical analysis and uncertainty quantification. Professor Raul Tempone at KAUST leads the stochastic numerics research group, significantly contributing to Saudi Arabia's Vision 2030 goals through advancements in computational science. His work in adaptive algorithms, Bayesian inverse problems, and scientific machine learning drives forward critical applications in technology and sustainability, embodying KAUST's commitment to global scientific leadership and economic diversification. Events Presented Events Oct 29 - Nov 4, 2023 Stochastic Optimal Control with Exercise Rate Optimization and Markovian Projections: Pricing American Options and Importance Sampling Applications Raul Tempone, Professor, Applied Mathematics and Computational Science Oct 31, 15:30 - 17:00 B5 L5 R5209 sampling Markovian projection This talk begins with the problem of pricing American basket options in a multivariate setting. In high dimensions, nonlinear PDE methods for solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation become expensive due to the curse of dimensionality. Oct 3 - Oct 9, 2021 Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data Raul Tempone, Professor, Applied Mathematics and Computational Science Oct 7, 12:00 - 13:00 KAUST We develop a data-driven methodology based on parametric Itô's Stochastic Differential Equations (SDEs) to capture forecast errors' asymmetric dynamics, including the forecast's uncertainty at time zero. May 22 - May 28, 2016 Welcome at Kaust UQ School On Numerical Methods For Direct And Inverse Problems 2016 22-28 May Raul Tempone, Professor, Applied Mathematics and Computational Science May 22, 12:00 - May 28, 12:00 B9 H1 R2322 numerical methods stochastic differential equations statistics KAUST UQ SCHOOL 2016 is an annual base thematic conference at King Abdullah University of Science and Technology held by Raul Tempone, Professor of Applied Mathematics and Computational Sciences at CEMSE (Computer, Electrical and Mathematical Sciences & Engineering Division). Tempone’s interests in the mathematical foundation of computational science and engineering are reflected in this summer school. The school’s goal is to provide participants with an overview on the most recent research progress in the field of uncertainty quantification, with emphasis to • Multi-Level and Multi-Index
Stochastic Optimal Control with Exercise Rate Optimization and Markovian Projections: Pricing American Options and Importance Sampling Applications Raul Tempone, Professor, Applied Mathematics and Computational Science Oct 31, 15:30 - 17:00 B5 L5 R5209 sampling Markovian projection This talk begins with the problem of pricing American basket options in a multivariate setting. In high dimensions, nonlinear PDE methods for solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation become expensive due to the curse of dimensionality.
Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data Raul Tempone, Professor, Applied Mathematics and Computational Science Oct 7, 12:00 - 13:00 KAUST We develop a data-driven methodology based on parametric Itô's Stochastic Differential Equations (SDEs) to capture forecast errors' asymmetric dynamics, including the forecast's uncertainty at time zero.
Welcome at Kaust UQ School On Numerical Methods For Direct And Inverse Problems 2016 22-28 May Raul Tempone, Professor, Applied Mathematics and Computational Science May 22, 12:00 - May 28, 12:00 B9 H1 R2322 numerical methods stochastic differential equations statistics KAUST UQ SCHOOL 2016 is an annual base thematic conference at King Abdullah University of Science and Technology held by Raul Tempone, Professor of Applied Mathematics and Computational Sciences at CEMSE (Computer, Electrical and Mathematical Sciences & Engineering Division). Tempone’s interests in the mathematical foundation of computational science and engineering are reflected in this summer school. The school’s goal is to provide participants with an overview on the most recent research progress in the field of uncertainty quantification, with emphasis to • Multi-Level and Multi-Index
Engage ORCID KAUST Repository KAUST Academic Portal Scopus ShareClipboard Related Sites Applied Mathematics and Computational Science (AMCS) Statistics (STAT) Stochastic Numerics Research Group (STOCHNUM) Related Content Articles 175 Projects 13 Events 3 Related Links Raul Tempone's publication list per year
