Systemic risk measures: conditional and robust features

Marco Frittelli
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E-backtesting risk measures

Ruodu Wang
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Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria

Thilo Meyer-Brandis
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High Dimensional Markovian Trading of a Single Stock

Dilip Madan
May 9, 2022

Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs

Giulia Di Nunno
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Entropy as performance measure: long-run risk sensitive stochastic control in discrete time

Marcin Pitera
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Identifiability in inverse reinforcement learning

Samuel Cohen
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Learning from defaults

Stephane Crepey
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Uncertainty from the Small to the Large

David Ahn
May 6, 2022