On Wikipedia it says it is a name of a Russian constructed language

“Kurvitz established the ZA/UM team to create the game, using the name “za um”, a reference to the Zaum constructed language created by Russian avant-garde poets in the early 1900s. Its name can be read in Russian as a shortcut for the idiom взяться за ум (vzyat’sya za um), which is similar to the English idea of bootstrapping. The use of all-capitals and the slash symbol is to present the team as “something that definitely exists and weighs eight tonnes”.”