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This workshop will bring together experts and young researchers interested in the most recent developments of mathematical finance and insurance in both academia and industry. Experts will present state of the art topics in among others, fintech, high-frequency trading, robo-advising, risk measures, market impact and optimal execution, reinsurance, and commodity and energy markets. Talks on recent theoretical advances in BSDE systems, robust optimization in pricing and hedging, relaxed control in reinforcement learning, and decision-making under non-standard criteria will be also presented.
The workshop will consist of five days of research presentations (4-5 talks per day), a poster session organized by attending PhD students and postdocs to present their research, and a discussion panel with academics and local industry experts on the role of AI in finance and insurance.