Plenary Speakers and Invited Sessions

Plenary Speakers

Title: Financial Market Models with Marked Thin Information Flow

Title: An Integrated Approach to Measuring Asset and Liability Risks in Financial Institutions

Title: Energy Transition: A Mean-Field Game Approach

Title: Arbitrage and Super-replication Theory Expanded

Title: Extended Mean-Field Singular Control Problems

Title: Risk Aversion, Choice Under Dependence, and Risk Measures 

Title:  Optimal Dynamic Contract and Pollution

Title: Mean-Field Games with Unbounded Controls and General Payoffs

Special Sessions

Green Finance, Energy Transition and

Stopping

Title: Climate Impact Investing

Title: Decarbonization of Large Financial Markets

Title: The Future of Carbon Pricing Policies

Advances in Stochastic Control and its Applications

Title: A semi-Lagrangian Scheme for a Hamilton-Jacobi-Bellman Equation Arising in Stochastic Exit Time Control Problems

Title: Mean-Field Optimal Stopping

Title: Exploration-Exploitation Trade-off for Continuous-Time Reinforcement Learning

Coping with Model Uncertainty in Finance and Insurance 

Title: Optimal Reinsurance with Multivariate Risks and Dependence Uncertainty

Title: Model Uncertainty Beyond the Dominated Case

Title: First and Second Mover Advantages in Strategic Investment under Uncertainty

Many Player Games in Economics and Finance

Title: A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies

Title: On Differential Games and Mean Field Games for Pollution and Climate Agreements

Title: MF-OMO: An Optimization Formulation of Mean-Field Games

Machine Learning Applications in Finance

Title: Detecting Asset Price Bubbles Using Deep Learning

Title: Neural Optimal Stopping Boundary

Title: Learning to Simulate Tail-Risk Scenarios

Market Impact and Transaction Costs

Title: Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions

Title: Lightning Network Economics: Channels and Topology

Title: Brokers and Informed Traders: Dealing With Toxic Flow and Extracting Trading Signals

Power Markets: Decentralized Dispatch and Pricing

Title: Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities

Title: Flexibility, Fairness, and Uncertainty in Future Electricity Markets

Title: Optimal Decentralized Charging of an Electric Vehicle Fleet for the Frequency Containment Reserve

Optimal Transport and Finance

Title: Adapted Wasserstein Distances in Finance

Title: Adapted Wasserstein Distance between the Laws of SDEs

Title: Bregman-Wasserstein Divergence