Plenary speakers and invited sessions

Plenary Speakers

• Sara Biagini (LUISS)
  Title: Climate risk mitigation via carbon markets: accounting for the lifespan of GHGs

• Agostino Capponi (Columbia University)
  Title: Data-Driven Dynamic Factor Modeling via Diffusion Maps

• Samuel Cohen (University of Oxford)
  Title: Generalization and control with mean-field neural networks

• Christa Cuchiero (University of Vienna)

Title: Data-driven Heath-Jarrow-Morton models

• Bruno Dupire (Bloomberg)
  Title: Some Financial Applications of the Functional Itô Calculus

• Peter Tankov (ENSAE)
  Title: Linear programming approach to mean-field games: recent developements and applications in economics and finance

• Xunyu Zhou (Columbia University)
  Title: Data-Driven Merton's Strategies via Policy Randomization 

Invited Sessions

• Credit Risk, Interest Rates, and XVA

  • • Stéphane Crépey (Université Paris Cité, France)
      Title: Darwinian model risk and HVA

    • Claudio Fontana (University of Padova, Italy)
      Title: Real-world models for multiple term structures: aunifying HJM framework

    • Frédéric Vrins (Louvain School of Management, Belgium)
      Title: Recovery Rates: Insights from Machine Learning

• Financial Mathematics of Climate Change and Energy Transition

  • • Giorgia Callegaro (University of Padova, Italy)
      Title: Continuous-time persuasion by filtering

    • Olivier Feron (EDF, France)
      Title: Optimal Incentives for electricity flexibility

    • Rüdiger Frey (Vienna University of Economics and Business, Austria)
      Title: Strategic Focus or Technological Neutrality? Choosing the Right Mix of Green Investment and Carbon Capture and Storage Research in a Budget Constraint World

• Actuarial Mathematics

  • • Zbigniew Palmowski (Wrocław University of Science and Technology, Poland)
      Title: Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes and the probability of bankruptcy

    • Silvana Pesenti (University of Toronto, Canada)
      Title: Marginal Fairness: from Fair Predictions to Fair Decisions 

    • Thorsten Schmidt (University of Freiburg, Germany)
      Title: Insurance-finance markets

• Many Player Games and Applications

  • • Roxana Dumitrescu (ENSAE, France)
      Title: Multi-scale mean-field games

    • Renyuan Xu (New York University, USA)
      Title: Mean-field Schrödinger bridge for generative AI: relaxed formulation and convergence

    • Federico Cannerozzi (University of Milan, Italy)
      Title: Social planner optima and Nash equilibria in stationary MFGs of singular controls

• Rough Finance

  • • Francesca Primavera (UC Berkeley, USA)
      Title: Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths

    • John Armstrong (King's College London, UK)
      Title: Robustness of Gamma Hedging

    • Mathieu Rosenbaum (École Polytechnique, France)
      Title: Volatility and order flow: a tale of two fractional Brownian motion

• (Martingale) Optimal Transport in Finance

  • • Ivan Guo (Monash University, Australia)
      Title: Robust pricing-hedging dualities for American options in continuous time

    • Johannes Wiesel (Carnegie Mellon University, USA)
      Title: Bounding adapted Wasserstein metrics

    • Alessandro Doldi (University of Milan, Italy)
      Title: Collective arbitrage and (martingale) optimal transport

• Reinforcement Learning

  • • Xin Guo (UC Berkeley, USA)
      Title: Fast Policy Learning for Linear Quadratic Control with Entropy Regularization and Transfer Learning

    • Luhao Zhang (Columbia University, USA)
      Title: Optimal Sequential Hypothesis Testing with Costly Information Acquisition

    • Huyen Pham  (École Polytechnique, France)
      Title: Bridging Schrödinger and Bass for generative modeling

• Knightian Uncertainty in Finance

  • • Steven Vanduffel (Solvay Brussels School, Belgium)
      Title: Optimal life-contingent payoffs: a peer to peer solution

    • Jaroslav Borovička (New York University, USA)
      Title: Robust Bounds on Optimal Tax Progressivity

    • Patrick Beissner (Australian National University, Australia)
      Title: Belief Efficiency in Markets

• Dynamic Contract Theory

  • • Emma Hubert (Princeton University, USA)
      Title: A new approach to principal-agent problems with volatility control

    • Dylan Possamaï (ETH Zürich, Switzerland)
      Title: Moral hazard Stackelberg games and all that

    • Thibaut Mastrolia (UC Berkeley, USA)
      Title: Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets