Canadian Mathematical Society, Ottawa, ON K1G3V4
613-733-2662 ext 733


2019 CMS Winter Meeting, Toronto, ON, December 6-9

CMS is organizing three-hour mini-courses to add more value to meetings and make them attractive for students and researchers to attend.

The mini-courses will be held on Friday afternoon, December 6th, before the public lecture, and include topics suitable for graduate students, postdocs and other interested parties. 

Registration fees for the mini courses are: 


Regular rate (Subject to Change)

Students/Postdocs (members)


Students/Postdocs (non-members)


CMS Members


CMS Non-Members



Vertex Pursuit Games on Graphs

Friday December 6th
1pm - 4pm

Facilitator: Anthony Bonato (Ryerson University)

In vertex pursuit games such as Cops and Robbers, we consider simplified, combinatorial models for the detection or neutralization of an adversary’s activity on a network. The mini-course will give a brief overview of this emerging area of graph theory, highlighting recent results and emphasizing open problems.

Topological Data Analysis

Friday December 6th
1pm - 4pm

Facilitator: Leland McInnes (Tutte Institute for Mathematics and Computing)

Topological data analysis seeks to bring powerful tools from topology to bear on problems in data science, helping to elucidate the geometry and structure of diverse data sets. This mini-course will offer an introduction to relevant topological ideas and approaches, as well as demonstrating how they can be used in data science. Particular focus will be given to problems in unsupervised learning and exploratory data analysis where such tools are most effective.

Mathematical Finance

Friday December 6th
1pm - 4pm

Facilitator: Thomas S. Salisbury (York University and the Fields Institute)

This three-hour minicourse will provide an introduction to the mathematics used in modern finance, and to the type of applications it finds in the world of quantitative analysts (also known as quants). We will touch on such mathematical techniques as the Ito calculus, stochastic control, and BSDE’s. These open up applications in finance, to topics such as derivative securities, hedging, risk neutrality, complete and incomplete markets, credit risk, volatility modelling, portfolio optimization, and optimal execution.

Iwasawa Theory of Fine Selmer Groups

Friday December 6th
1pm - 4pm

Sujatha Ramdorai and Debanjana Kundu