Fields- Fields-CFI Conference on Recent Advances in Mathematical Finance and Insurance

  1. Title:
    Can Algorithms Learn to Manipulate the Order Book in Electronic Markets?

    Speaker:

    Link:

  2. Title:
    A general option pricing framework for affine fractionally integrated models

    Speaker:

    Link:

  3. Title:
    Dynamic Inventory Management with Mean-Field Competition

    Speaker:

    Link:

  4. Title:
    Quasi-Random Sampling in Computational Finance

    Speaker:

    Link:

  5. Title:
    Quantitative Convergence For Displacement Monotone Mean Field Games With Controlled Volatility

    Speaker:

    Link:

  6. Title:
    PCF-GAN: generating financial time series via the characteristic function of measures on the path space

    Speaker:

    Link:

  7. Title:
    Learning Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning

    Speaker:

    Link:

  8. Title:
    Prediction problems and second order equations

    Speaker:

    Link:

  9. Title:
    A Fresh Perspective on Systematic Risk and its Principles in Risk Management

    Speaker:

    Link:

  10. Title:
    Risk-Sensitive Optimal Control and Major-Minor Mean Field Games: A Variational Framework

    Speaker:

    Link:

  11. Title:
    Regret-Optimal Federated Transfer Learning for Kernel Regression – with Applications in American Option Pricing

    Speaker:

    Link:

  12. Title:
    Diversification quotients: Axiomatic theory and applications

    Speaker:

    Link:

  13. Title:
    Should you be honest in reporting losses to your insurer?

    Speaker:

    Link:

  14. Title:
    Bandits for Algorithmic Trading with Signals

    Speaker:

    Link:

  15. Title:
    Stable Dimension Reduction and Efficient Conditional Distribution Approximation for Volterra Processes

    Speaker:

    Link:

  16. Title:
    A Deep Learning Scheme for Solving Fully Nonlinear Partial Differential Equation

    Speaker:

    Link:

  17. Title:
    On an Optimal Stopping Problem with a Discontinuous Payoff

    Speaker:

    Link: