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