The Speakers
Patrick Cheridito
Sam Cohen
Sam Cohen is a Professor of Mathematics in the Mathematical Institute at Oxford and the theme lead for Machine Learning in Finance at the Alan Turing Institute. He is also an associate member of the Oxford-Man Institute, a member of the Oxford-Nie Financial Big Data Lab and a Senior Research Fellow at New College.
His main research interests are in the areas of stochastic analysis and mathematical finance. In particular,he is interested in the interaction between statistical and machine learning, decision making and control and uncertainty aversion.
Rama Cont
Rama Cont is Professor of Mathematics and Chair of Mathematical Finance at the University of Oxford.
Rama Cont's research focuses on stochastic analysis, stochastic processes, mathematical modeling in finance, the theoretical foundations of Machine Learning and its applications in finance.
He has co-authored more than 80 research publications, including the widely cited monograph Financial Modelling with Jump Processes (2003).
Prof. Cont has also extensive consulting experience in risk management with international financial institutions, major exchanges an regulators as well as international institutions such as IMF and BIS.
He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010 for his research on mathematical modeling in finance and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his work on systemic risk modelling. He was elected Fellow of the Society for Industrial and Applied Mathematics (SIAM) in 2017 for his 'contributions to stochastic analysis and mathematical modeling in finance.'
https://www.maths.ox.ac.uk/people/rama.cont
Min Dai
Min Dai is Chair Professor in Applied Statistics and Financial Mathematics, Department of Applied Mathematics, The Hong Kong Polytechnic University (HKPolyU). Prior to joining HKPolyU in 2021, he taught at National University of Singapore and Peking University after receiving his PhD degree from Fudan University in 2000. His research focuses on financial derivative pricing, portfolio selection with market imperfections, corporate finance, and financial technology. He published in peer-reviewed journals of different disciplines, such as Journal of Econometrics, Journal of Economic Theory, Management Science, Mathematical Finance, Review of Financial Studies, and SIAM Journals. Currently he is a Co-editor of Digital Finance and serves in editorial boards of many academic journals, including Finance and Stochastics, Journal of Economic Dynamics and Control, SIAM Journal on Financial Mathematics, and Mathematics and Financial Economics.
Samuel Drapeau
Samuel Drapeau is an Affiliated Professor at Shanghai Advanced Institute of Finance (SAIF), and an Associate Professor at School of Mathematical Sciences, Shanghai Jiao Tong University in China.
After graduation in pure Mathematics at Rennes I University France, he worked several years in Germany as an IT Manager. He came back to the Academic by completing a PhD in Mathematics (Stochastics and Financial Mathematics) at Humboldt University in Berlin where he subsequently was a research fellow in the excellence cluster Matheon working on Risk Quantification from a conceptual and regulatory viewpoint.
His research interests range from systemic risk quantification in clearing houses, stochastic analysis and optimal transport applied to finance, to high frequency trading. He collaborated with the international clearing house LCH Clearnet on systemic risk as well as with the Toronto stock exchange TMX for fraud detection in high frequency trading. He recently engages in new topics related to Asia market specificities such as HKD/USD pegged Foreign Exchanges or On-Offshore RMB.
He published his work in numerous leading Journals in his field (Mathematical Finance, Mathematics of Operations Research, Quantitative Finance, and Proceedings of the Royal Society A…).
Yan Dolinsky
Ulrich Horst
Julian Sester
Julian Sester is a Peng Tsu Ann Assistant Professor at the National University of Singapore.
He received his Ph.D. in mathematics in December 2019 under the supervision of Eva Lütkebohmert at the University of Freiburg.
Prior to joining NUS he was a postdoctoral researcher at the Nanyang Technological University, Singapore in the research group of Ariel Neufeld. His research focuses on robust Finance, credit risk, and machine learning applications in Finance.
Marko Weber
Marko Weber is an Assistant Professor in Mathematical Finance at the National University of Singapore. His current research focuses on markets with frictions, systemic risk and general equilibrium models in incomplete markets. He holds a PhD from Scuola Normale Superiore. Before joining NUS, he worked as a postdoctoral researcher at Columbia University and as an associate at J.P. Morgan in London.
Daicheng Xiu
Dacheng Xiu is Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. His current research focuses on developing machine learning solutions to big-data problems in empirical finance. Xiu’s work has appeared in the Journal of Finance, Review of Financial Studies, Econometrica, Journal of Political Economy, the Journal of the American Statistical Association, and the Annals of Statistics. He has served as Co-Editor for the Journal of Financial Econometrics and has been on the editorial board as an Associate Editor for many prestigious journals, including the Review of Financial Studies, Journal of the American Statistical Association, Journal of Econometrics, and Management Science. He has received several recognitions for his research, including the Fellow of the Society for Financial Econometrics, Fellow of the Journal of Econometrics, AQR Insight Award, EFA Best Paper Prize, and Swiss Finance Institute Outstanding Paper Award. He has been recognized as one of Poets & Quants’ Best 40-under-40 Business School Professors of 2023. Xiu earned his PhD and MA in applied mathematics from Princeton University.