Invited and contributed talks
INVITED TALKS
(Given or planned for the near future)
Finance and Risk Engineering Department Seminar, Tandon School of Engineering, New York University, January 2024
Title: "Extreme Value Theory for diffusive particle systems with mean-field interaction"
Financial/Actuarial Mathematics Seminar, Department of Mathematics, University of Michigan, October 2023
Title: "Extreme Value Theory for particle systems with mean-field drift interaction"
SIAM Conference on Financial Mathematics and Engineering (FM23), Philadelphia, USA, June 2023:
Title: “Asymptotic behaviour of extreme values in large interacting particle systems via propagation of chaos”
Financial/Actuarial Mathematics Seminar, Department of Mathematics, University of Michigan, January 2023
Title: "Propagation of chaos for maxima of particle systems with mean-field drift interaction and applications in finance"
Regular Seminar, School of Applied Mathematical and Physical Sciences, National Technical University of Athens, January 2023:
Title: “Asymptotic behaviour of extreme values in large interacting particle systems via propagation of chaos”
Regular Seminar, Laboratoire de Sciences Actuarielle et Financière, Université Claude Bernard Lyon 1, Date TBD:
Title: “Propagation of chaos for maxima of particle systems with mean-field drift interaction”
6th Eastern Conference on Mathematics Finance, Rutgers University, October 2022:
Title: “Propagation of chaos for maxima of particle systems with mean-field drift interaction”
CDT in PDEs Reunion Event (organized along with the International PDE Conference), University of Oxford, July 2022:
Title: “Propagation of chaos for maxima of particle systems with mean-field drift interaction”
Probability and Math. Finance Seminar, Department of Mathematical Sciences, Carnegie Mellon University, March 2022:
Title: “Propagation of chaos for maxima of particle systems with mean-field drift interaction”
Probability and Math. Finance Seminar, Department of Mathematical Sciences, Carnegie Mellon University, March 2021:
Title: “Fast mean-reverting volatility asymptotics in large portfolio modeling”
Probability Seminar, School of Mathematical Sciences, Peking University, September 2020:
Title: “Fast mean-reverting volatility asymptotics in large portfolio modeling”
1st Congress of Greek Mathematicians (celebrating 100 years of Hellenic Mathematical Society), University of Athens, June 2018:
Title: “Stochastic PDEs arising from large portfolios of stochastic volatility models”
CONTRIBUTED TALKS
(Given or planned for the near future)
11th World Congress of the Bachelier Finance Society (held remotely), June 2022:
Title: “Propagation of chaos for maxima of particle systems with mean-field drift interaction”
13th International Workshop on Rare Event Simulation, Paris, May 2020:
Title: “Fast mean-reversion asymptotics for large portfolios of stochastic volatility models”
(poster presentation of my same-titled article, published in “Finance and Stochastics” - cancelled due to Covid-19).
Interacting systems and SPDEs conference, University of Sheffield, June 2017:
Title: “Stochastic evolution equations for large portfolios of stochastic volatility models”
ICMS Joint CDT colloquium, University of Edinburgh, April 2017:
Title: “Stochastic evolution equations for large portfolios of stochastic volatility models”