Conference Talks

(slides available upon request)

• • AMS-EMS-SMF 2022, July 18-22, 2022, Grenoble, France (Risk-Averse Control of Systems with Model Uncertainty)

  • 11th World Congress of the Bachelier Finance Society, Hong Kong / virtual, June 13-17, 2022 (Risk-Averse Control of Systems with Model Uncertainty)

  • AMS Western Meeting, May 14-15, 2022, virtual, A power variation approach to statistical analysis of discretely sampled semilinear SPDEs)

  • 14th International Conference of the ERCIM WG on Computational and Methodological Statistics, December 18-20, 2021, London/Online, UK (A power variation approach to statistical analysis of discretely sampled semilinear SPDEs)

  • Workshop on Statistical modeling for stochastic processes and related fields, September 27-30, 2021, Online (Japan) , (A power variation approach to statistical analysis of discretely sampled semilinear SPDEs)

  • Mathematics & IT: Research and Education (MITRE-2021), dedicated to the 75th anniversary of Moldova State University, Chişinău, Republic of Moldova, July 01–03, 2021 (Adaptive Robust Control with applications to finance), plenary  

  • SIAM Conference on Financial Mathematics and Engineering, Virtual, June 1–4, 2021 (Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection)

  • 2021 Joint Mathematics Meetings (JMM), January 6-9, 2021, virtually (Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection)

  • Workshop: New Ideas in Quantitative Finance, November 4-5, 2019, SUNY Stony Brook, USA (Adaptive Robust Control Under Model Uncertainty)  

  • 4th Eastern Conference on Mathematical Finance (ECMF4), October  25-27, 2019,  Boston University, USA (Fair Estimation of Capital Risk Allocation )

  • AMS Central Section Meeting #1150, U of Wisconsin Madison, September 14-15, 2019 (Recent advances in statistical inference for SPDEs) 

  • The 41st Conference on Stochastic Processes and their Applications (SPA 2019), Northwestern University, Evanston, USA, July 8-12, 2019 (Statistical inference problems for discretely sampled SPDEs)

  • SIAM Conference on Financial Mathematics and Engineering, Toronto, Canada,  June 4-7, 2019 (Nonparametric Adaptive Robust Control)

  • Conference on Ambit Fields and Related Topics, August 6-9, 2018, Aarhus University, Denmark (Parameter estimation problem for discretely sampled SPDEs)

  • 10th World Congress of the Bachelier Finance Society, Juy 16-20, 2018, Dublin, Ireland, (Arbitrage-Free Pricing in Nonlinear Market Models)

  • Byrne Workshop on Stochastic Analysis in Finance and Insurance, University of Michigan, Ann Arbor, May 9 - 11, 2018 (Arbitrage-Free Pricing in Nonlinear Market Models)

  • Robust Methods in Probability and Finance, The Institute for Computational and Experimental Research in Mathematics (ICERM), Brown University, June 19 - 23, 2017 (Adaptive Robust Control Under Model Uncertainty)

  • Mathematical Finance, Probability, and Partial Differential Equations Conference, Rutgers University, New Brunswick, May 17-19, 2017 (Adaptive Robust Control Under Model Uncertainty)

  • IPAM, Financial Mathematics Reunion Conference I, December 2016, UCLA Lake Arrowhead Conference Center, USA (Talk 1: Adaptive Robust Control Under Model Uncertainty; Talk 2: Dynamic Model of Central Counterparty Risk)

  • SIAM Conference on Financial Mathematics and Engineering, Austin, TX, USA, November 17-19, 2016 (Dynamic Model of Central Counterparty Risk)

  • Advances in statistics for random processes, September 7-9, 2016, Université du Maine, Le Mans, France (Trajectory Fitting Estimators for linear SPDEs)

  • Conference on Ambit Fields and Related Topics, August 15-18, 2016, Aarhus University, Denmark (Recent advances in statistical inference for stochastic PDEs)

  • 1st Eastern Conference on Mathematical Finance (ECMF1), March 18-20, 2016, Worcester Polytechnic Institute, USA (Time consistency of dynamic risk and performance measures)

  • IPAM Culminating Workshop, June 11, 2015, Lake Arrowhead Conference Center, USA (Fair pricing under funding costs and contractual adjustments)

  • SIAM Conference on Financial Mathematics and Engineering, Chicago, IL, USA, November 13-15, 2014 (Market Making via Acceptability Indices)

  • 8th World Congress of the Bachelier Finance Society, June 2-6, 2014, Brussels, Belgium (Dynamic Conic Finance via BSDeltaEs)

  • Joint Mathematics Meeting 2014, SIAM Minisymposium on Recent Advances in Financial Mathematics, January 15-18, 2014, Baltimore, MD, USA (On Bid-Ask Prices For Dividend Paying Securities: an acceptability indices approach).

  • Quantitative Finance Retrospective Workshop, The Fields Institute For Research In Mathematical Sciences, October 27-30, 2013, Toronto, Canada (On Bid-Ask Prices For Dividend Paying Securities: Pricing and Hedging via Dynamic Coherent Acceptability Indices).

  • 5th Annual High Frequency Conference, Stevens Institute of Technology, October 24-26, 2013, Hoboken, NJ, USA (On Bid-Ask Prices For Dividend Paying Securities).

  • AMS Eastern Sectional Meeting #1093, Temple University, October 12-13, 2013, Philadelphia, PA, USA (Statistical Dynamic Assessment Indices).

  • Asymptotical Statistics of Stochastic Processes IX, Universite du Maine, 11-15 March, 2013, Le Mans, France (Parameter Estimation for some nonlinear SPDEs).

  • 7th World Congress of the Bachelier Finance Society, June 19-22, 2012, Sydney, Australia (Dynamic Assessment Indices)

  • Workshop on the mathematics of Financial Risk Management, May 9-11, Pennsylvania State University, State College, PA, USA (Dynamic Conic Finance: Pricing and Hedging via Dynamic Coherent Acceptability Indices with Transaction Costs)

  • SIAM Conference on Uncertainty Quantification April 5, 2012, Raleigh, NC, USA (Statistical inference problems for nonlinear SPDEs)

  • 7th International Congress on Industrial and Applied Mathematics ICIAM - 2011, July 18-22, 2011, Vancouver, Canada, (On Dynamic Measures of Performance and Measures of Risks in Financial Markets)

  • Asymptotical Statistics of Stochastic Processes VIII, Universite du Maine, Le Mans, 21-24 March, 2011 (Parameter Estimation for Stochastic Navier-Stokes Equations)

  • AMS Central Sectional Meeting, Notre Dame University, South Bend, IN, November 5-7, 2010 (Statistical inference for nonlinear Stochastic PDEs)

  • 6th World Congress of the Bachelier Finance Society, June 22-26, Toronto, Canada (Dynamic Coherent Acceptability Indices)

  • AMS Southeastern Sectional Meeting, University of Kentucky, Lexington, KY, March 27-28, 2010, Special session on financial mathematics and statistics (Dynamic Acceptability Indices)

  • International Conference on Random Dynamical Systems, Chern Institute of Mathematics, Nankai University , Tianjin, China, June 6-12, 2009 (Analytical properties for parabolic stochastic PDEs)

  • Frontier Probability Days, University of Utah, Salt Lake City, UT, March 15-17, 2009 (Inverse problems for stochastic PDEs)

  • CBMS/NSF, Research Conference in Mathematical Sciences: Malliavin Calculus and its Applications [link], Kent State University, Kent, Ohio, USA, August 7-12, 2008 (Statistical inference for stochastic PDEs driven by fractional noise)

  • Conference on Inverse Problems in Stochastic Differential Equations, University of Southern California, Los Angeles, California, USA May 22 - 26, 2007 (Estimating Coefficients in Stochastic Parabolic Equations)

  • Conference of USM, Chisinau, September 27 - October 2, 2000 (Finiteness of the point spectrum of some perturbed nonselfadjoint integro-differential operators with periodic coefficients)

  • The 18th International Conference on Operator Theory, Timisoara, Juni 27th - July 1st, 2000 (On the point spectrum of nonselfadjoint operators)

  • International Conference on Complex Analysis and Related Topics, the VIII-th Romanian-Finish Seminar, Iasi, Romania, August 23-27, 1999 (Finiteness of the point spectrum of nonselfadjoint differential operators)

  • The 17th International Conference on Operator Theory, Timisoara, June 23-26, 1998 (Finiteness of the point spectrum of some nonselfadjoint operators)

  • International Conference "Mathematical Analysis and applications", Iasi, Romania, 22-26 october, 1997 (Finiteness of the point spectrum of some nonselfadjoint perturbed operators of the Wiener-Hopf type)

  • International conference on Mathematics and Informatics, Chisinau, September 19-21, 1996 (On the spectrum of the perturbed difference operators)