Session Timetable with Presenters
Tuesday
| Room | AM | PM |
|---|---|---|
| Room A (Riverside Lecture Theatre) | M5: Data-Driven Approaches to Stochastic Control and Games
Rama Cont
Dena Firoozi Philipp Plank Damien Challet |
M22: Recent Advances in Decentralized Finance
Philippe Bergault
Faycal Drissi Louis Latournerie Julien Prat |
| Room B (Riverside) |
C11: Stochastic volatility Carlo Sgarra |
C4: Estimation and Forecasting Simon Fabian Ernst Feistle |
| Room C (Riverside) | M23: Recent advances in transform (Fourier/Laplace) methods for computational finance and risk management
Michael Samet
Truong Nguyen Giuseppe Bonavolontà & Alper Hekimoglu Gijs Mast |
M20: Numerical solution of P(I)DEs for derivative valuation and hedging under Levy processes Linus Wunderlich
Karel In't Hout Massimiliano Moda Mustapha Regragui |
| Room D (Aramugam) | M10: ECMI SIG: Computational Methods for Finance and Energy Markets
Phillip Yam
Long Teng Shuaiqiang Liu Neda Bagheri Renani |
M15: Learning in Financial Markets: Execution, Prediction, and Risk
Fenghui Yu
Jingbin Zhuo Jing Wang Xue Cheng |
| Room E (Aramugam) |
C8: Simulation 1 Wayne Huo |
M28: Stochastic Control and Learning Methods for decision-making under uncertainty with Applications to Energy, Climate, and Finance Chiheb ben Hammouda
Karel Nana Kemajou Filippas Nicolò Konstantinos Chatziandreou |
| Room F (Raptakos) | M16: Memory in Computational Finance
Peter Friz
Martin Redmann Luca Pelizzari Eduardo Abi Jaber |
M26: Signatures, Stochastics and Structures: New Developments in Computational Finance Amira Meddah
Fride Straum Jakob Kellermann Anke Wiese |
Wednesday
| Room | AM | PM |
|---|---|---|
| Room A (Riverside Lecture Theatre) | M12: Financial risk management and systemic risk
Fabio Caccioli
Nils Detering Nikolai Nowaczyk Luitgard Veraart |
M2: Computational Finance for Trading Applications
Roel Oomen
Qi Liu Ben Wood Asita Anche |
| Room B (Riverside) | C5: Path-dependent options and models
Edouard Motte
Julien Guyon Binnan Wang Andrea Pallavicini |
M8: Decision making under uncertainty in financial markets
Horace Yiu
Gemma Sedrakjan Andrea Mazzon Johannes Muhle-Karbe |
| Room C (Riverside) | M1: Computational Finance for the Retail Investor
Peter Forsyth
Pieter van Staden Jennifer Alonso-Garcia Graham Westmacott |
C1: Applied Control and ML Jonathan Ziveyi |
| Room D (Aramugam) | M11: ECMI SIG: Computational Methods for Finance and Energy Markets
Phillip Yam
Pablo Pérez Picos Héctor Folgar-Cameán Matthias Ehrhardt |
M19: Modelling and AI for Energy Markets
Almut Veraart
Sebastian Jaimungal Mike Ludkovski Stefano de Marco |
| Room E (Aramugam) | M29: Stochastic Control and Learning Methods for decision-making under uncertainty with Applications to Energy, Climate, and Finance Lech A. Grzelak
Álvaro Leitao Zhipeng Huang Chang Chen |
C13: Volatility surfaces Marius Chevallier |
| Room F (Raptakos) | M27: Specialised Finite Differencing and other Induction methods and their applications Leif Andersen
Hans Buehler Fabien Le Floc'h Peter Jäckel |
M4: Credit Risk and XVA
Matthias Arnsdorf
Stephane Crépéy Andrew Green & Anas Bakkali
|
Thursday
| Room | AM | |
|---|---|---|
| Room A (Riverside Lecture Theatre) | M14: Learning and Stochastic Control Methods in Computational Finance
Mikko Pakkanen
Olivier Guéant Nicolas Baradel Huyên Pham |
|
| Room B (Riverside) | M7: Data-driven Computational Actuarial and Risk Sciences
John Armstrong
Vali Asimit Griselda Deelstra Enrico Biffis |
|
| Room C (Riverside) | M25: Recent advances in transform (Fourier/Laplace) methods for computational finance and risk management
José Germán López Salas
Riccardo Brignone Gero Junike Ziyang PG-Huang |
|
| Room D (Aramugam) | M9: ECMI SIG: Computational Methods for Finance and Energy Markets
Carlos Vázquez Cendón
Joerg Kienitz Tony Ware Joel Pérez Villarino |
|
| Room E (Aramugam) |
C2: Bayesian Methods and Inference Eva Flonner |
|
| Room F (Raptakos) | M17: Memory in Computational Finance
Xin Guo
Sara Svaluto-Ferro Dimitri Sotnikov Christian Bayer |
Friday
| Room | 1st AM | 2nd AM |
|---|---|---|
| Room A (Riverside Lecture Theatre) | M13: Generative diffusion models through stochastic control and optimal transport Denis Belomestny
Samy Mekkaoui Wenping Tang Yifan Jiang |
M6: Data-Driven Approaches to Stochastic Control and Games
Gokce Dayanikli
Xinyu Li Nils Mattiß Athena Picarelli |
| Room B (Riverside) |
C10: Stochastic control and learning Junyan Ye |
C3: Deep Learning Methods Giulia Pucci |
| Room C (Riverside) |
C7: Semi-analytical methods Andrey Itkin |
M24: Recent advances in transform (Fourier/Laplace) methods for computational finance and risk management
Sergei Levendorskii
Abderrahmene Ben Romdhane Sven Karbach Hao Zhou |
| Room D (Aramugam) |
C6: Robust and model-free methods Paul Mangers Bastian |
M3: Computational X-OT methods for pricing and hedging Julian Sester
Guangyi He Linn Engström Charlie Che
|
| Room E (Aramugam) | M21: Optimization and Pricing in Finance and Actuarial Science
João Guerra
Carlos Oliveira Manuel Guerra Lorenzo Mercuri |
C9: Simulation 2 Philipp Schmocker |
| Room F (Raptakos) | M18: Memory in Computational Finance
Mathieu Rosenbaum
Ofelia Bonesini Alessandro Bondi Anthony Réveillac |
C12: Uncertainty and Risk Mihai Cucuringu Boris Baros |
