Birs- 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics
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Title: Optimal trade execution under endogenous order flow
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Title: Transaction fees and auction market design
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Title: Statistical learning of value-at-risk and expected shortfall
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Title: A framework for measures of risk under uncertainty
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Title: Risk sharing under ambiguity
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Title: $\alpha$-potential games: a new paradigm for $N$-player games
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Title: Generative AI for diffusion models by q-Learning
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Title: Exponential expression rates for neural operator approximations to the solution operator of certain FBSDEs
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Title: Optimization and learning for mean-field games via occupation measure
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Title: Portfolio optimization with path constraints
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Title: Portfolio choice with $\alpha$-Bregman Wasserstein penalisation
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Title: Randomness and early termination: what makes a game exciting?
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Title: From debt crisis to financial crashes (and back)
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Title: Deep learning for Stackelberg mean field games via single-level reformulation
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Title: General equilibrium with unhedgeable fundamentals and heterogeneous agents
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Title: Uncertainty-aware calibration of affine models
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Title: Cooperation, competition, and common pool resources in mean field games
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Title: Continuous-time Markov chain approximations for an optimal stopping problem with discontinuous reward function
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Title: Hilbert-Space Valued LQ Mean Field Games
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Title: Enhancing deep hedging of options with implied volatility surface feedback information
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