This event is part of Distributed Solutions to Complex Societal Problems View Details

Applications to Financial Engineering

Description

Back to top

Mean field theories, Mean Field Games, and Mean Field Control are theoretical concepts which can naturally be brought to bear in applications to financial engineering. The workshop will examine how they influenced the development of financial mathematics theoretical works and the implementation of financial engineering solutions to problems involving large ensembles of individuals or robots optimizing their behaviors in uncertain and complex environments.

Applications will include contract theory, cyber currency mining, high frequency trading, systemic risk, and recents developments in the applications of machine learning techniques to the numerical solutions of some of these problems.

Organizers

Back to top
B A
Beatrice Acciaio ETH-Zurich
R C
René Carmona Operations Research and Financial Engineering, Princeton University

Speakers

Back to top
A A
Alexander Aurell Princeton University
E B
Erhan Bayraktar University of Michigan
C B
Charles Bertucci
L C
Luciano Campi University of Milan
A C
Alvaro Cartea University of Oxford
R D
Roxana Dumitrescu King’s College
J F
Jean-Pierre Fouque University of California, Santa Barbara
X G
Xin Guo University of California, Berkeley
U H
Ulrich Horst Humboldt University Berlin
E H
Emma Hubert Imperial College
S J
Sebastian Jaimungal University of Toronto
D L
Daniel Lacker Columbia University
M L
Mathieu Laurière Princeton University
L L
Laura Leal Princeton University
S N
Sergey Nadtochiy Illinois Institute of Technology
M N
Marcel Nutz Columbia University
H P
Huyên Pham University of Paris 6 and CNRS
D P
Dylan Possamai ETH Zürich
M R
Max Reppen Boston University
R S
Ronnie Sircar Princeton University
L T
Ludovic Tangpi Princeton University
P T
Peter Tankov ENSAE
N T
Nizar Touzi Ecole Polytechnique
T Z
Thaleia Zariphopoulou University of Texas at Austin

Registration

Back to topIn order to register for this workshop, you must have an IMSI account and be logged in. Please login or create an account.