SIAM Conference on Financial Mathematics and Engineering (FM21) will host the first SIAM Financial Mathematics & Engineering Student Programming Competition sponsored by MathWorks.

The main focus of quantitative and data science roles in the modern finance industry is implementing research in a real-world context. As such, student teams, composed of undergraduate and graduate students, are invited to participate in a two-month programming challenge to solve a mathematical programming problem arising in financial modeling. Teams will have the option to use a complimentary license of MATLAB provided by MathWorks. Cash prizes will be awarded to winning teams during an award ceremony at the SIAM Conference on Financial Mathematics and Engineering (FM21), which will take place either virtually or in hybrid mode June 1-4.

The top four teams will be invited to present. The teams will consist of two or three members. Participants will be reimbursed $150 for travel expenses, and there will be one prize at each amount of $400, $300, $200, and $100.

Registration for the challenge will close at 11:59 p.m. EST on January 31, and all participants are strongly encouraged to attend a Q&A webinar at 11 a.m. EST on January 25. Please see the official programming challenge webpage for further details and to register. Questions regarding the programming competition should be sent to Matthew Dixon (matthew.dixon@iit.edu) or Stuart Kozola (skozola@mathworks.com).