Speakers and Program

Conference in brief

  • The main conference with 8 plenary lectures, 6 parallel streams, and a discussion session runs 1-4 September 2026.
  • The conference is preceded by a minicourse on Adjoint Methods and Modern Sequence Models in Computational Finance, 31 August.
  • There will be welcome drinks and a formal dinner at New College on Tuesday 1 September.
  • Wednesday 2 September is a designated industry focussed day.
  • On the afternoon of Thursday 3 September, there will be an excursion to Blenheim Palace.

 

Program

See the following links for:

 

Parallel sessions will normally consist of four mini-symposium or contributed talks.

Tuesday 1 September
9-9.30 Registration
9.30-9.50 Opening
9.50-10.40 Cuchiero
10.40-11.20 Coffee
11.20-1 Parallel
1-2 Lunch
2-3.40 Parallel
3.40-4.10 Coffee
4.10-5 Zhang
   
Welcome Drinks
Conference Dinner
Wednesday 2 September
Industry Day
9-10.40 Parallel
10.40-11.20 Coffee
11.20-12.10 Oudjane
12.10-1 Jäckel
1-2 Lunch
2-3.40 Parallel
3.40-4.10 Coffee
4.10-5 Round table
Thursday 3 September
9-9.50 Chassagneux
9.50-10.40 Colaneri
10.40-11.20 Coffee
11.20-1 Parallel
1-2 Lunch
2-6 Excursion
Friday 4 September
9-10.40 Parallel
10.40-11.20 Coffee
11.20-1 Parallel
1-2 Lunch
2-2.50 Gonon
2.50-3.40 Oosterlee
3.40-4.10 Coffee

Plenary Speakers

 

jf chassagneux resized

JF Chassagneux
k colaneri resized

Katia Colaneri
Christa Cuchiero

Christa Cuchiero
Lukas Gonon

Lukas Gonon
Peter Jäckel

Peter Jäckel
Kees Oosterlee

Kees Oosterlee
Nadia Oudjane

Nadia Oudjane
Yufei Zhang

Yufei Zhang

 

Mini-symposia

 




Session Title Session Organiser Speakers
Computational Finance for the Retail Investor Peter Forsyth; Yuying Li Peter Forsyth; Pieter van Staden; Jennifer Alonso-Garcia; Graham Westmacott
Computational Finance for Trading Applications Hans Buehler Roel Oomen; Qi Liu; Ben Wood; Asita Anche
Computational X-OT methods for pricing and hedging Jan Oblój Julian Sester; Lukas Gonon; Linn Engström; Charlie Che
Credit Risk and XVA Blanka Horvath Matthias Arnsdorf; Gordon Lee; Stephane Crépéy; Andrew Green and Anas Bakkali 
Data-Driven Approaches to Stochastic Control and Games I-II  Xinyu Li; Yufei Zhang Rama Cont; Dena Firoozi; Qinxin Yan; Damien Challet; Gokce Dayanikli; Xinyu Li; Philipp Plank; Athena Picarelli
Data-driven Computational Actuarial and Risk Sciences Long Teng; Phillip Yam John Armstrong; Vali Asimit; Griselda Deelstra; Enrico Biffis
Decision making under uncertainty in financial markets Leandro Sánchez-Betancourt; Jonathan Tam Horace Yiu; Gemma Sedrakjan; Andrea Mazzon; Sturmius Tuschmann
ECMI SIG: Computational Methods for Finance and Energy Markets I-III Matthias Ehrhardt; Carlos Vázquez Cendón; Daniel Sevcovic  Phillip Yam; Long Teng; Shuaiqiang Liu; Neda Bagheri; Daniel Sevcovic; Pablo Pérez Picos; Héctor Folgar-Cameán; Matthias Ehrhardt; Carlos Vázquez Cendón; Joerg Kienitz; Tony Ware; Joel Pérez Villarino
Financial risk management and systemic risk Luitgard Veraart Fabio Caccioli; Nils Detering; Nikolai Nowaczyk; Luitgard Veraart
Generative diffusion models through stochastic control and optimal transport Huyên Pham Denis Belomestny; Samy Mekkaoui; Wenping Tang; Yifan Jiang
Learning and Stochastic Control Methods in Computational Finance Roxana Dumitrescu Mikko Pakkanen; Olivier Guéant; Nicolas Baradel; Huyên Pham
Learning in Financial Markets: Execution, Prediction, and Risk Xue Cheng; Shuaiqiang Liu Jing Wang; Jingbin Zhuo; Xue Cheng; Fenghui Yu
Memory in Computational Finance I-III Eduardo Abi Jaber; Christian Bayer Peter Friz; Martin Redmann; Sara Svaluto-Ferro; Eduardo Abi Jaber; Xin Guo; Luca Pelizzari; Dimitri Sotnikov; Christian Bayer; Mathieu Rosenbaum; Ofelia Bonesini; Alessandro Bondi; Anthony Réveillac
Modelling and AI for Energy Markets Roxana Dumitrescu; Olivier Feron; Nadia Oudjane Almut Veraart; Sebastian Jaimungal; Mike Ludkovski; Stefano de Marco
Numerical solution of P(I)DEs for derivative valuation and hedging under Lévy processes Karel In't Hout; Michèle Vanmaele Linus Wunderlich; Karel in 't Hout; Mustapha Regragui; Massimiliano Moda
Optimization and Pricing in Finance and Actuarial Science Maria do Rosário Grossinho João Guerra; Carlos Oliveira; Manuel Guerra; TBA
Recent advances in Decentralized Finance Emmanuel Gobet Philippe Bergault; Faycal Drissi; Louis Latournerie; Julien Prat
Recent advances in transform (Fourier/Laplace) methods for computational finance and risk management I-III Chiheb Ben Hammouda Michael Samet; Truong Nguyen; Alper Hekimoglu and Giuseppe Bonavolontà; Gijs Mast; José Germán López Salas; Riccardo Brignone; Gero Junike; Ziyang PG-Huang; Svetlana Boyarchenko; Abderrahmene Ben Romdhane; Sven Karbach; Hao Zhou
Signatures, Stochastics and Structures: New Developments in Computational Finance Anke Wiese Amira Meddah; Fride Straum; Anke Wiese; Jakob Kellermann
Specialised Finite Differencing and other Induction methods and their applications Peter Jäckel Peter Jäckel; Leif Andersen; Hans Buehler; Fabien Le Floc'h
Stochastic Control and Learning Methods for decision-making under uncertainty with Applications to Energy, Climate, and Finance I-II Kees Oosterlee Chiheb ben Hammouda; Karel Nana Kemajou; Filippas Nicolò; Konstantinos Chatziandreou; Lech A. Grzelak; Álvaro Leitao; Zhipeng Huang; Chang Chen