UQ-Osaka Workshop on Financial Mathematics and Economics

Date & Location 

29 September –3 October, 2025

Building 69 Room 110, University of Queensland, St Lucia Campus, Brisbane, Australia (Hybrid format with online participation available) 

Registration (deadline: 25 September)

Visit this link to register

The Zoom link will be sent to all remote participants before the event. 

Workshop Program (with Abstracts)

About the Conference

This international workshop aims to foster collaboration and innovation in the fields of financial mathematics and economics, as part of the initiative Advancing Quantitative Methods for Emerging Challenges in Finance and Insurance: A UQ–Osaka University Collaboration. The event will bring together academics, graduate students, and industry professionals from Australia and Japan, featuring research presentations and student-led sessions. The workshop is supported by UQ Global Partnerships, and the School of Mathematics and Physics at the University of Queensland, and the Graduate School of Engineering Science at the University of Osaka.

Organising Committee

• Meagan Carney (UQ)

• Duy-Minh Dang (UQ)

• Masaaki Fukasawa (Osaka)

• Jun Sekine (Osaka)

• Shino Takayama (UQ)

• Satoshi Tanaka (UQ)

• Kazutoshi Yamazaki (UQ)

Invited Speakers

• Grace Burtenshaw (UQ, PhD student)

  • Extreme Value Modelling and Risk Assessment of a Non-stationary Time Series

• Meagan Carney (UQ)

  • Modelling catastrophic events using modern Extreme Value Theory

• Chang Chen (UQ, PhD student)

  • A neural network approach to optimal decumulation strategy 

• Duy-Minh Dang (UQ)

  • Money-Back Tontines: Neural-Network Optimal Control for Retirement Decumulation

• Masaaki Fukasawa (Osaka)

  •  Liquidity provision  of utility indifference type in decentralized exchanges

• Yushi Hamaguchi (Kyoto)

  • Time-inconsistent consumption-investment problems in incomplete markets under general discount functions

• Chiaki Hara (Kyoto)

  • Shareholder Engagement in an ESG-CAPM with Incomplete Markets: Much ado about nothing?

• Mikio Hirokane (Osaka, PhD student)

  • A limit theorem for generalized tempered stable processes and their quadratic variations with stable index tending to two and its application for finance

• Haejun Jeon (Osaka)

  • Corporate investment portfolio with time-risk

• Rusudan Kevkhishvili (Hokkaido)

  • Company Risk Assessment with Joint Analysis of Credit and Liquidity Risks

• Andrew McLennan (UQ)

  • A Minskyite Model of Financial Crises

• Xuan Ngo (Griffith, PhD student)

  • Green Bonds and Bank Funding Costs: Evidence on Risk, Capital Structure, and Market Perception

• Ren Morimoto (Osaka, PhD student)

  • Cap pricing for backward-looking interest rate using inhomogeneous affine Volterra models

• Katsumasa Nishide (Waseda)

  • Competition in Liquidity Provision: Analysis of High-Frequency Market Making and Policy Implications

• Kei Noba (Osaka)

  • On optimal periodic dividend and capital injection strategies for Markov additive processes

• Jun Sekine (Osaka)

  • Consumption-investment optimization with Epstein-Zin recursive utility: analytic and explicit results

• Shino Takayama (UQ)

  • Information Revelation in Asset Trading

• Tassa Thaksakronwong (Osaka, PhD student)

  • Quantum algorithm for generating correlated normal random variables and its possible application in finance

• Haruki Tomita (Osaka, PhD student)

  • A Study on A  Quasi Maximum Likelihood Estimation Method for Bergomi-Type Volatility Models

• Hiroki Yamamichi (Osaka, PhD student)

  • Convergence Rates of Turnpike Theorem under Linear Gaussian Models

• Metin Uyanik (UQ)

  • Model‑Based Inference under Misspecification in Anonymous Games

• Kyoko Yagi (Tokyo Metropolitan University)

  • Optimal Acquisition Contract Design under Asymmetric Information: The Role of Earnouts and Separating Menus

• Qingyuan Zhang (UQ, PhD student)

  • An Inventory System with Two Supply Modes and Lévy Demand

• Hao Zhou (UQ, PhD student)

  • Mean-CVaR portfolio optimization under Lévy co-jumps processes via  Fourier-trained transition kernels

Contact

For enquiries, please contact: k.yamazaki[at]uq.edu.au