The programme is available here.
The Book of Abstracts is available here.
Plenary Lectures
Available soon.
Mini Symposia
(slots of four 20 minutes talks).
- ECMI SIG: Computational Methods for Finance and Energy Markets (Matthias Ehrhardt, Daniel Sevcovic, Carlos Vázquez Cendón)
- Diffusion models with dependency structure and applications (Armand Bernou)
- Time-Inhomogeneous Lévy (Additive) Processes: Applications in Finance and Energy (Michele Azzone)
- Recent approaches to Portfolio Optimization, Interest Rate Determination, Option Pricing and Intensity
Graduation in Multiple State Models (Manuel Esquível)
- Memory in Quantitative Finance (Eduardo Abi Jaber)
- Advances on mean-field theory with applications to generative AI and energy
transition (Roxana Dumitrescu)
- Risk management for financial and real assets (Ana Monteiro)
- Advanced Pricing Models and Numerical Approaches for Emission Allowances and Renewable Energy Certificates (Jean-François Chassagneux, Matthias Ehrhardt, Carlos Vázquez Cendón)
- Machine Learning and Information Geometry in Finance (Amine Aboussalah)
Contributed talks
To be submitted the following Thematic Sections:
- Mean Field Games, Stochastic Control and Portfolio Optimization
- Stochastic Models for Sustainability
- Decentralized Finance (DeFi) and Cryptography (Stochastic modeling for cryptocurrency markets)
- Machine Learning Approaches in Financial Stochastic
- Quantum Computing in Financial Simulations
- Stochastic models: analytical and numerical methods
- Credit Risk and Portfolio Management.
