Birs- 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics

  1. Title:
    Reinforced-GANs for financial-market equilibria
    Speaker:
    Xiaofei Shi

    Link:
    http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411141404-Shi.html

  2. Title:
    Continuous-time persuasion by filtering
    Speaker:
    René Aïd

    Link:
    http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411141533-Aid.html

  3. Title:
    Stochastic differential games on graphs
    Speaker:
    Haosheng Zhou

    Link:
    http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411141608-Zhou.html

  4. Title:
    Stochastic path-dependent volatility models for price-storage dynamics in natural gas markets and discrete-time swing option pricing
    Speaker:
    Yang Yang

    Link:
    http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411141638-Yang.html

  5. Title:
    Kullback-Leibler barycentre of stochastic processes
    Speaker:
    Sebastian Jaimungal

    Link:
    http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411150903-Jaimungal.html

  6. Title:
    A particle consensus approach to solving nonconvex-nonconcave min-max problems
    Speaker:
    Jinniao Qiu

    Link:
    http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411150937-Qiu.html