HIGHlights
A F R I C AN IN S T I T U T E FO R M A T H E M AT IC A L S C IE N C E S
6 ME L R O SE RO AD | M U I Z E N B E RG | 7 9 4 5 | C AP E T O W N | SO U T H A F R IC A
February 2013
6th Summer School in Mathematical Finance
Inside this issue:
6th Summer
School in Mathematical Finance
1
Biomathematics
course
1
Student updates
1
New AIMSUWC-SAAO
2
SARChI
SKA visiting
professor
2
ICTP and DST
delegation visit
2
AIMS Industry
Initiative
3
Student activities
4
Delegates who attended the workshop
This school was held at AIMS
from 21 to 23 February 2013.
and formed part of the MPE2013
initiative. It presented a unique
opportunity for local practitioners, academics and students to
interact with leading international researchers on topics and
modelling techniques current in
the South African and international financial markets.
Speakers included: Carol
Alexander, Professor of
Finance, University of Sussex
Business School; Nick Webber,
Principal Lecturer and Research
Coordinator at De Montfort
University, Leicester; and
Stéphane Crépey, Professor in
the Mathematics Department
of the University of Evry.
Members of the organising
committee were Prof Ronald
4
New tutor
4
Public lecture
5
Announcements
5
www.aims.ac.za
Ms Lezanie Coetzee,
Ms Mulalo Makhuvha,
Mr Siyabonga
Mthiyane,
Mr Phatutshezo
Netshabumu,
Mr Roger Lourens
Mr Antoine De Kock,
Mr Mpho Moeti.
Seven students are registered
on the BSc Honours in Mathematics with a focus in Biomathematics course which is run
jointly by AIMS-South Africa and
Stellenbosch University (SU).
Becker (AIMS), Prof Barry Green
(AIMS), Dr Raouf Ghomrasni
(AIMS), Prof David Taylor (UCT)
and Mr James Taylor (Standard
Bank).
We would like to thank the
following sponsors for supporting
The 68 attendees included finan- this workshop: JSE, Standard
cial practitioners, academics, and Bank (main sponsor), 27four
students in mathematical finance Investment Managers and Old
Mutual.
(PhD and advanced MSc).
Biomathematics course
AIMS staff RBM
training
Dr Raouf Ghomrasni, Prof Nick
Webber, Prof Carol Alexander,
Prof Stéphane Crépey, Prof Ronald
Becker and Dr Jacques Pezier
The students will spend 6
months at AIMS attending
courses with the remainder of
the year spent at SU.
Student updates
The August and January intake
of students completed the
following review courses:
Solitions (Patrick Dorey);
Algorithmic Graph Theory
(Marcin Kaminski); Analytical
Techniques in Mathematical
Biology (Wilson Lamb).
The January intake of students
also attended a skills course on
Heuristic Search with Python
(Pedro Meseguer) from 11 to
22 February 2013.
On 25 February, both MSc
intakes started Computational
Algebra (Wolfram Dekker and
Gerhard Pfister, Kaiserslautern);
Quantum Mechanics (Rafael
Nepomechie, Miami); and Introduction to Bioinformatics (Bill
Noble, Washington).
info@aims.ac.za
HIGHlights
Page 2
AIMS Research Centre updates
Interdisciplinary discussion session
South African Research Chairs Initiative
We welcome Professor
Romeel Davé to AIMS. Prof
Davé is the new AIMS-UWCSAAO Research Chair who
will be spending part of his
time in the AIMS Cosmology
Group He is affiliated to the
Department of Astronomy at
the University of Arizona.
Prof Davé's research interests
are: Theoretical Astrophysics,
Extragalactic Astronomy,
Intergalactic Medium, Cosmology, and Numerical Hydrodynamics.
SKA Visiting Professor
Professor Martin Kunz, a SKA
Visiting Professor, arrived at
AIMS on 1 February 2013.
Professor Kunz forms part of
the Geneva Cosmology and
Astroparticle Physics Group at
the University of Geneva. His
main research interests include
non-Gaussianity, the CMB, and
generally the early universe.
Professor Kunz is visiting AIMS
for a period of 5 weeks and
will be collaborating with Prof
Bruce Bassett and the rest of
the Cosmology Group.
ICTP and DST delegations visit AIMS
Dr Gavin Hitchcock, Dr Rachid Ouifki, Prof Alex Welte
and Dr Martin Nieuwoudt.
After a one month break, the
interdisciplinary discussion
session was restarted on 6
February 2013. This session,
organised by Dr Sehun Chun
(AIMS), focused on the area of
biomathematics and speakers
were invited from the South
African Centre for Epidemiological modelling and Analysis
(SACEMA) whose center is
hosted by the University of
Stellenbosch. Prof Alex Welte
(Director of SACEMA),
Dr Rachid Ouifki (Senior
researcher at SACEMA), and
Dr Gavin Hitchcock (Assistant
Director: Training, SACEMA)
were joined by Ugandan
researcher Dr Betty Nannyonga
(Makerere University), who
was on a research visit to AIMS.
The talks were followed by
open discussion presenting a
good opportunity for students
and researchers to find out
about interdisciplinary research
activities at SACEMA and
possible collaborations with
AIMS.
AIMS Journal Club
On 5 February 2013, Dr Betty
Nannyonga (Department of
Mathematics, Makerere University, Uganda) gave a talk in
the Journal Club titled,
“Optimal control of prevention
and treatment in a Nodding
syndrome model.”
On Tuesday 12 February 2013,
Ms. Hassana Al-Hassan (AIMS)
gave a talk in the Journal Club,
titled. “The Lévy LIBOR model.”
Prof Romeel Davé, Prof Martin Kunz, Prof Barry Green, Prof
Fernando Quevedo, Dr Ravi Sheth, Prof Bruce Bassett, Prof
Sandro Scandolo, Prof Fernando Villegas and Dr Clement Onime
A delegation from the International Centre for Theoretical
Physics including the Director,
Professor Fernando Quevedo,
visited AIMS on 7 February
2013 for discussions on how
to build closer ties between
the two institutions. AIMS and
ICTP recently signed a bilateral
www.aims.ac.za
agreement that will allow AIMS
staff and students to visit ICTP
and attend their conferences.
Other members of the delegation included: Dr Ravi Sheth;
Dr Clement Onime; Prof
Sandro Scandolo: and Prof
Fernando Villegas.
On Tuesday 26 February 2013
Mr. Ahmed Mohamed Ali
Omer Hassan (AIMS) gave a
talk in the Journal Club titled,
“Topology Control in Mobile
Ad hoc Networks”
info@aims.ac.za
HIGHlights
Page 3
MSc Defence
Abstract: Stepwise development of a program using
refinement ensures that the
program correctly implements
its requirements. Morgan
proposed an extension of this
technique for the verification
and the development of security protocols. We define a
program algebra for Morgan
On Tuesday 19 February, the
"secure" refinement. A normal
AIMS Research Master’s student form of program is proposed
Mr Fortunat Solofomampionona and algebraic laws are given
Rajaona (AIMS) defended his
to provide a secure refinement
MSc, titled “An algebraic frame- calculus. An example of protowork for reasoning about
col derivation illustrates the
security”.
use of the laws.
Cosmology group updates
AIMS Industry Initiative to
integrate top African talent
High Commissioner Barban addresses students at AIMS.
High Commissioner Barban was
accompanied by representatives
from CAE Mining, McCain
Foods and Rio Tinto who anticipate partnering in the initiative
by making internships available
to AIMS graduates. “I am delighted to see Canada’s support
for higher learning, research,
Heritage Day
technology development and
science
celebrations
through its investment
in AIMS-NEI,” Barban said of
the initiative. “Having estab“AIMS is expanding its offering lished centres in Senegal and
to some of Africa’s top mathe- Ghana, AIMS-NEI is on its way
to becoming a truly pan-African
matics and science graduates
centre for excellence. I am
with the Industry Initiative by
providing talented and motivat- pleased to see the private sector, including Canadian compaed young people from across
the continent with the opportu- nies invested in Africa, supportnities to contribute to African ing the AIMS work placement
development through industry. programme. This is a win-win
We look forward to driving the initiative for both the companies
development of the continent and the graduates,” he said.
through the creation of new
centres, new partnerships and http://www.youtube.com/watch?
increased numbers of graduates. feature=player_detailpage&v=dWe invite the corporate world, cYaz0A_VQ
especially those in Africa, to join
the initiative and recruit
Africa’s top talent from
AIMS,” Executive Director of AIMS-NEI, Thierry
Zomahoun said.
AIMS-NEI announced an
important new initiative called
the “AIMS Industry Initiative”
on 4 February 2013,. The announcement of the programme
was made by the Canadian High
Commissioner to South Africa,
Gaston Barban, during a visit to
AIMS. The initiative is a work
placement programme through
which AIMS graduates join the
private sector for internships.
Participants at the 3rd Generation Calibration school
and workshop
The next generation of large
radio telescopes like MeerKAT
and SKA will require sophisticated new algorithms for dealing with the calibration and
cleaning of data to reach the
extraordinary sensitivities
needed to reveal the invisible
universe. In preparation for
these telescopes the 3rd Generation Calibration school and
workshop was held in Port Alfred in February 2013.
Nadeem Oozeer, visiting faculty at AIMS, was a member
of the scientific organising
committee for the meeting
which aimed to develop
Bayesian methods for calibration. It was also attended by
Ermias Kassaye, Patrice
Okouma and Bruce Bassett
from the AIMS research centre. The talks are available on
the Youtube channel at:
https://www.youtube.com/
user/3GenCal
Visitor to AIMS
On 14 February, Prof
Richard Pink, a leading
mathematician in the field
of arithmetical algebraic
geomerty from the ETH in
www.aims.ac.za
Zurich, visited AIMS and
gave a talk of general mathematical interest to
AIMS students.
Executive Director of AIMS
-NEI, Thierry Zomahoun
with His Excellency Gaston
Barban, Canadian High
Commissioner to South
Africa
info@aims.ac.za
HIGHlights
Page 4
Student activities
AIMS network staff meet for
RBM training
Students held a
farewell party, for
lecturers on 14
February 2013.
On 1 February 2013 in
preparation for a week long
Programme Implementation
Planning (PIP) workshop
which was held from 4 to 8
February 2013 the AIMS-NEI
Secretariat organised a oneday Results Based Management (RBM) training to introduce key concepts and tools
to the workshop participants.
There were fifteen participants representing AIMSSouth Africa, AIMS-Ghana,
AIMS-Senegal and the AIMSNEI Secretariat.
On 15 February,
students together with lecturer
Patrick Dorey,
celebrated the
end of the lecture block by
going hiking. The
walk was from
AIMS to Silvermine.
The IDRC's Director of
Grant Administration also
visited AIMS-NEI that week
and participated in the oneday training.
The workshop which was cofacilitated by Transformational
Development Results (TDR)
International and the AIMSNEI Secretariat focused on
increasing the participants'
capacity to recognize and
utilize RBM as a planning,
design, monitoring and
management tool. Discussions and case studies utilized
AIMS-related examples and
through practical exercises,
the day training catered for
both active and experiential
learning needs of participants.
Polyhedra Primer seminar
On 20 February 2013
Dr Aniceta Skowron, gave a
hands-on seminar where AIMS
students built regular and semi
-regular solids and saw how
these polyhedra are used in
nature to form crystals, and
how they inspire artists and
engineers. Dr Skowron is a
crystallographer and educator
from Ontario, Canada.
Currently she is developing
educational materials and
programs for teaching geometry and science in schools and
universities.
New tutor
Nafiseh Rafiei, from Iran, joined
AIMS as a tutor on 2 February
2013. She recently completed
her Masters 2 in Systems and
Synthetic Biology (mSSB) at
the Institute of Systems and
Synthetic Biology (iSSB), Evry,
France.
www.aims.ac.za
info@aims.ac.za
HIGHlights
Page 5
Bubblz climbs Mt Kilimanjaro
tions would go to AIMSSEC.
Bubbles has resolved to
stay in clown persona until
she has raised £20 000
(R268 000) for AIMSSEC in
the UK. She has been motivated by the shockingly low
standard of South African
school mathematics education and the dedication of
the teachers studying on the
Bubblz The Maths Clown (aka
Caroline Ainslie) climbed Mount AIMSSEC courses. AIMSSEC is
Kilimanjaro on the 27th January empowering many hundreds of
teachers from across the coun2013 to raise funds for AIMSSEC to enable more children in try to run workshops, in their
Africa to get a better education turn, for other teachers, in line
with the AIMS premise that
and better life opportunities.
only Africans can solve Africa’s
She made history as the first
clown to climb the 5,895 metre problems. Every contribution to
Mt Kilimanjaro in costume and support this effort, no matter
how small, will make a differthis is the first of a series of
ence and so please contribute
fund raising expeditions. An
anonymous donor gave £1500 through GivenGain http://
(R20 000) to cover the cost of www.givengain.com/
her trip so that all other dona- activist/34783/projects/4335/
Public lectures
Mathematics of Planet Earth 2013 Public Lecture
Mathematics of Planet Earth 2013 (MPE2013) is an initiative
of mathematical sciences organizations around the world
designed to showcase the ways in which the mathematical
sciences can be useful in tackling our world's problems.
AIMS-South Africa is proud to be part of this special initiative
by hosting a public lecture, funded by the Simons Foundation.
Title:
Climate Math
Speaker: Professor Inez Fung
Tuesday 26 March 2013
On 26 February 2013, Prof Nick Date:
Venue:
Wilfred & Jules Kramer Law Building,
Webber, Principal Lecturer and
Research Coordinator at De
Lecture Theatre 1,
Montfort University, Leicester
Middle Campus off Woolsack Drive, Rosebank,
gave a public lecture titled,
University of Cape Town
“Markets and Morality: Are
Time:
7.00pm
ethical market valuations
Tickets:
R50
possible?”
A reception will follow the lecture in the foyer outside the
lecture hall.
Public Lecture
Announcements
Workshop on Environmental Statistics
AIMS, with generous support from the World Bank and the
International Statistical Institute (ISI), is pleased to offer a
workshop on Environmental Impact Assessment and Decision
Making from 16 to 22 March 2013.
The objectives of this course are:
(a) to provide participants with an overview of the broad picture of the role of modern statistical methodologies in the
solution of environmental problems;
(b) to focus on some typical examples of environmental impact
assessment with emphases on impact detection, trend analysis
and multivariate data reduction;
(c) to learn use of the R software for statistical analysis.
The workshop is aimed at graduate students and faculty with
an interest in Environmental Statistics. The workshop is limited
to 20 participants and applications will be treated on a first
come, first served basis. It features a course presented by
Professor A. H. El-Shaarawi an international expert in
Environmental Statistics.
All expenses except for travel will be covered.
Please visit the AIMS website for further information.
www.aims.ac.za
For more information please go to:
https://www.aims.ac.za/en/mpe2013-public-lecture
Please click here for ticket purchases.
Vacancies
Applications for teaching assistants for the 2013-2014
academic year commencing in August 2013 are now
open.
Teaching assistants provide general assistance to the academic
director and the lecturers with the academic programme, for
example in assisting with problem-solving classes and computer labs; in providing group and personal tutorials where needed; in assessing student performance on a continuous basis; in
preparing traditional materials and examples as needed. Furthermore it is expected that tutors will continue an active interest in their research. For more information and to apply
please see:
http://aims.ac.za/en/opportunities/tutors
info@aims.ac.za