International Workshop on Modelling Uncertainty in the Financial World (MUFin21)

Workshop Website https://sites.google.com/view/mufin21/home

Workshop Organisers

  • Srikanta Bedathur
    IIT-Delhi, India
  • Tanmoy Bhowmik
    Mastercard, India
  • Nitendra Rajput
    Mastercard, India
  • Vijay Saraswat
    Goldman Sachs, USA
  • Karamjit Singh
    Mastercard, India
  • Maneet Singh
    Mastercard, India

Workshop Abstract

Of many things, Covid-19 has provided a stark proof that uncertainty is real, and it is here to stay. Perhaps nothing is more sensitive to uncertainty than the Financial World. To couple with it, while Artificial Intelligence techniques are used to predict the future state of events, their performance is significantly impacted by disruptions not captured in the past. Unforeseen scenarios such as economy changes, variations in the customer behaviour, pandemics, recessions, and fraudulent transactions often result in unexpected behaviour of financial models, thus associating a level of uncertainty with them. It is thus imperative for the research community to explore, identify, analyze, and address such uncertainties in order to develop robust models applicable in real-world scenarios. To this effect, the goal of this workshop is to bring academics and industry experts together to discuss on this important, timely and yet unsolved area of modelling uncertainties in the Financial world.