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