mardi 21 mai 2024
| Heures | événement | |
| 10:00 - 10:30 | Accueil (Pause café ) | |
| 10:30 - 11:00 | Ouverture (Salle de Conférences) | |
| 11:00 - 11:30 | Nakahiro Yoshida - Asymptotic expansions for functionals of a fractional Brownian motion |
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| 11:30 - 12:00 | Arnak Dalalyan - Some results on the creativity of Wasserstein GANs |
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| 12:00 - 14:00 | Déjeuner (Salle de Déjeuner) | |
| 14:00 - 14:30 | Pavel Chigansky (Salle de Conférences) - Asymptotic analysis in some problems with fractional Brownian motion |
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| 14:30 - 15:00 | Massaki Fukasawa (Salle de Conférences) - Realized cumulants for martingales |
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| 15:00 - 15:30 | Stefano Iacus (Salle de Conférences) - Network Stochastic Differential Equations | |
| 15:30 - 16:00 | Pause café (Pause café ) | |
| 16:00 - 16:30 | Sergei Dachian (Salle de Conférences) - On Smooth Change-Point Location Estimation for Poisson Processes and Skorokhod Topologies |
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| 16:30 - 17:00 | Azzouz Dermoune (Salle de Conférences) - Forcasting the amplitude, the location and the width of the peak of a time series using the weighted median |
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| 17:00 - 18:00 | Discussions | |
| 19:30 - 22:00 | Conférence's dinner - Restaurant Brasserie Madeleine |
mercredi 22 mai 2024
| Heures | événement | |
| 09:00 - 10:00 | Discussions | |
| 10:00 - 10:30 | Pause café (Pause café ) | |
| 10:30 - 11:00 | Shige Peng (Salle de Conférences) - Space-time white noises in a nonlinear expectation space |
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| 11:00 - 11:30 | Etienne Pardoux (Salle de Conférences) - Recent results on epidemic models |
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| 11:30 - 12:00 | Nizar Touzi (Salle de Conférences) - Viscosity solution for the HJB on the process space |
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| 12:00 - 14:00 | Déjeuner (Salle de Déjeuner) | |
| 14:00 - 14:30 | Sylvie Méléard (Salle de Conférences) - Exponent dynamics for branching processes |
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| 14:30 - 15:00 | Vlad Bally (Salle de Conférences) - CLT in distribution norms and zeros of trigonometric polynomials |
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| 15:00 - 15:30 | Jianfeng Zhang (Salle de Conférences) - Set Values and Efficiency of Non-zero Sum Games |
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| 15:30 - 16:00 | Pause café (Pause café ) | |
| 16:00 - 16:30 | Andrey Piatnitsky - Large time behaviour of jump Markov process in high contrast media |
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| 16:30 - 17:00 | Jaime San Martin (Salle de Conférences) - Pathwise uniqueness for a system of SDE with singular coefficients |
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| 17:00 - 18:00 | Discussions |
jeudi 23 mai 2024
| Heures | événement | |
| 09:00 - 09:30 | Discussions (Salle de Conférences) | |
| 09:30 - 10:00 | Pause café (Pause café ) | |
| 10:00 - 10:30 | Alain Bensoussan (Salle de Conférences) - An Overview of Hawkes Processes | |
| 10:30 - 11:00 | Mathieu Rosenbaum (Salle de Conférences) - The two square root laws of market impact and the role of sophisticated market participants | |
| 11:00 - 11:30 | Nicole El Karoui (Salle de Conférences) - Level sets methods in pathwise stochastic optimization problems: examples of revealed utilities and bandit problems. |
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| 11:30 - 14:00 | Déjeuner (Salle de Déjeuner) | |
| 14:00 - 14:30 | Boualem Djehiche (Salle de Conférences) - A quantum computing approach to some health and disability insurance contracts |
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| 14:30 - 15:00 | Christian-Yann Robert (Salle de Conférences) - Tail index regression for panel data with unobserved heterogeneity | |
| 15:00 - 15:30 | Roxana Dumitrescu (Salle de Conférences) - Energy transition: a mean-field game approach |
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| 15:30 - 16:00 | Pause café (Pause café ) | |
| 16:00 - 18:00 | Discussions (Salle de Conférences) |
vendredi 24 mai 2024
| Heures | événement | |
| 09:00 - 10:00 | Discussions (Salle de Conférences) | |
| 10:00 - 10:30 | Pause café (Salle de Déjeuner) | |
| 10:30 - 11:00 | Marie Kratz (Salle de Conférences) - Efficient estimation in extreme value regression models of hedge funds tail risks |
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| 11:00 - 11:30 | Lionel Truquet (Salle de Conférences) - Stability Properties of Certain Markov Chain Models in Random Environments | |
| 11:30 - 12:00 | Gilles Stupfler (Salle de Conférences) - Inference for extremal regression with dependent heavy-tailed data |
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| 12:00 - 14:00 | Déjeuner | |
| 14:00 - 14:45 | Olivier Lopez (Carré Plantagenet - Le Mans - Centre Ville) - Actuarial science and emerging risks: how to push away the frontiers of insurability | |
| 15:00 - 16:30 | Table ronde (Carré Plantagenet - Le Mans - Centre Ville) |
samedi 25 mai 2024
| Heures | événement |
dimanche 26 mai 2024
| Heures | événement |
lundi 27 mai 2024
| Heures | événement | |
| 09:30 - 10:00 | Pause café | |
| 10:00 - 12:00 | Gilles Pagès (Salle de Conférences) - Stochastic optimization: when Langevin comes into the game |
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| 13:30 - 15:30 | Hiroki Masuda (Salle de Conférences) - Gaussian quasi-likelihood inference for ergodic Lévy driven SDE |
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mardi 28 mai 2024
| Heures | événement | |
| 09:30 - 10:00 | Pause café | |
| 10:00 - 12:00 | Hiroki Masuda (Salle de Conférences) - Gaussian quasi-likelihood inference for ergodic Lévy driven SDE |
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| 13:30 - 15:30 | Gilles Pagès (Salle de Conférences) - Stochastic optimization: when Langevin comes into the game |
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| 16:00 - 18:00 | Thomas Kruse - Algorithms for Solving High Dimensional PDEs and BSDEs: From Nonlinear Monte Carlo to Machine Learning | |
| 19:30 - 22:00 | Spring schools' dinner - Restaurant |
mercredi 29 mai 2024
| Heures | événement | |
| 09:30 - 10:00 | Pause café | |
| 10:00 - 12:00 | Thomas Kruse (Salle de Conférences) - Algorithms for Solving High Dimensional PDEs and BSDEs: From Nonlinear Monte Carlo to Machine Learning | |
| 13:30 - 15:30 | Mathieu Rosembaum (Salle de Conférences) - A rough volatility tour from market microstructure to complex options | |
| 16:00 - 18:00 | Mathieu Rosembaum (Salle de Conférences) - A rough volatility tour from market microstructure to complex options |
jeudi 30 mai 2024
| Heures | événement | |
| 08:00 - 18:00 | Visite du Mont Saint Michel - Visite du Mont Saint Michel |
vendredi 31 mai 2024
| Heures | événement | |
| 09:30 - 12:30 | PhD students' day (Salle de Conférences) |
