Planning

‹ Thursday, May 23, 2024 ›
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
›9:00 (30min)
Discussions
› Salle de Conférences
›9:30 (30min)
Coffee break
› Pause café
›10:00 (30min)
Alain Bensoussan
An Overview of Hawkes Processes
› Salle de Conférences
›10:30 (30min)
Mathieu Rosenbaum
The two square root laws of market impact and the role of sophisticated market participants
› Salle de Conférences
›11:00 (30min)
Nicole El Karoui
Level sets methods in pathwise stochastic optimization problems: examples of revealed utilities and bandit problems.
› Salle de Conférences
›11:30 (2h30)
Lunch
› Salle de Déjeuner
›14:00 (30min)
Boualem Djehiche
A quantum computing approach to some health and disability insurance contracts
› Salle de Conférences
›14:30 (30min)
Christian-Yann Robert
Tail index regression for panel data with unobserved heterogeneity
› Salle de Conférences
›15:00 (30min)
Roxana Dumitrescu
Energy transition: a mean-field game approach
› Salle de Conférences
›15:30 (30min)
Coffee break
› Pause café
›16:00 (2h)
Discussions
› Salle de Conférences
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