| 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 |
