Poster Session

The poster session will be held on Thursday August 31, 18 to 19, Queen's Tower Room, Ground Floor, Sherfield Building

• Tyler Abbot (Sciences PO): Heterogeneous Risk Preferences in Incomplete Markets
• Letetia Mary Addison (The University of West Indies): A Financial Predator-Prey Model with Infection in the Predator
• Monica Carvajal (The University of Manchester): Optimal Prediction Problems in Insurance
• Lucio Fiorin (Univeristy of Padova): American Quantized Calibration in Stochastic volatility
• Danqiao Guo (University of Waterloo): Improved Global Minimum Variance Portfolio via Tail Eigenvalues Amplification
• Praveen Kolli (Carnegie Mellon University): Fluctuations of Rank Based Stochastic Differential equations
• Joon Seok Lee (University Paris 7 Diderot): Mean field games with singular controls of bounded velocity
• Liangchen Li (University of California Santa Barbara): Capacity Expansion Games with Application to Competition in Power Generation Investments
• Jun Maeda (University of Warwick): A Market Driver Volatility Model via Policy Improvement Algorithm
• Weijie Pang (Worcester Polytechnic Institute): Sensitivity Analysis of the Financial Network Model
• Yavor Stoev (University of Michigan): Martingale optimal transport with stopping
• Ruoxuan Xiong (Stanford University): State-Varying Factor Models of Large Dimensions
• Farshid Zoghalchi (University of Toronto): Price formation: an alternative game approach to Kyle's model