The objective of the kickoff event of the ANR project DREAMeS "Numerical methods for decision: Dynamic pREferences And MultivariatE riSks" is to gather experts in numerical methods for dynamic utilities, multivariate risk analysis, change-point detection and estimation, in order to present the most recent advances in these fields and to initiate discussions and collaborations.

The conference took place on October 17th-19th 2022, at MSH "Maison des Sciences Humaines" of Nantes close to "Cité internationale des congrès".

Plenary Speakers

Dirk BECHERER (Humboldt University, Germany) Slides

Alessandro DOLDI (University of Milan, Italy) Slides

Gonçalo DOS REIS (University of Edimbourg) Slides

Nicole EL KAROUI (Sorbonne University, France) Slides

Emmanuel GOBET (Ecole Polytechnique, France) Slides

Sarah KAAKAÏ (Le Mans University) Slides

Sigrid KÄLLBLAD (KTH Royal Institute of Technology, Sueden) Slides

Ahmed KEBAIER (University of Evry, France) Slides

Thomas KRUSE (University of Wuppertal, Germany) Slides

Guechun LIANG (University of Warwick, UK) Slides

Stéphane LOISEL (Univesrity of Lyon, France) Slides

Mohamed MRAD (Sorbonne Paris-Nord Univesity, France) Slides

Gilles PAGÈS (Sorbonne University, France) Slides

Dylan POSSAMAÏ (ETH Zurich) Slides

Nizar TOUZI (Ecole Polytechnique, France) Slides

Thaleia ZARIPHOPOULOU (University of Texas at Austin) Slides

Chao ZHOU (National Singapore University) Slides

Book of Abstracts

Program

• Sundy, October 16th, 2022

Arrival at hotel « Residhome, Les Berges de la Loire » from 16:00.

19:00 Dinner in the city center

• Monday, October 17th, 2022

9:00-9:45 Thaleia ZARIPHOPOULOU

9:45-10:30 Gonçalo DOS REIS

10:30-11:00 Coffee Break

11:00-11:45 Dirk BECHERER

11:45-12:15 Thomas KRUSE

12:30-13:30 Lunch at MSH

14:00-16:00 Working group and discussions

16:00-16:45 Emmanuel GOBET

16:45-17:30 Nicole EL KAROUI

17:30-18:15 Mohamed MRAD

19:30 Diner in the city center

• Tuesday, October 18th, 2022

9:00-9:45 Nizar TOUZI

9:45-10:30 Chao ZHOU

10:30-11:00 Coffee Break

11:00-11:45 Ahmed KEBAIER

11:45-12:15 Sarah KAAKAI

12:30-13:30 Lunch at MSH

13:45-14:30 Sigrid KALLBLAD

14:30-15:15 Gechun LIANG

16:15-19:00 Social event

19:30 Conference dinner

• Wednesday, October 19th, 2022

9:00-9:45 Gilles PAGÈS

9:45-10:30 Dylan POSSAMAÏ

10:30-11:00 Coffee Break

11:00-11:45 Alessandro DOLDI

11:45-12:15 Stephane LOISEL

12:15 Conference closure

12:30-13:30 Lunch at MSH

Scientific Committee

Hansjoerg Albrecher, HEC Lausanne

Katrien Antonio, KU Leuven & University of Amsterdam

Jean Pierre Fouque, University of California Santa Barbara

Marco Frittelli, University of Milano

Martin Schweizer, ETH-Zürich