9th General AMaMeF Conference
Paris, June 11-14, 2019
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Planning overview
| Tuesday, June 11 | |||||||||||
| 8:30-9:00 Registration and Welcome | |||||||||||
| 9:00-9:15 Opening | |||||||||||
| 9:15-10:00 Plenary talk | |||||||||||
| Plenary talk | |||||||||||
| Chair | Huyên PHAM | ||||||||||
| Speaker | Erhan BAYRAKTAR | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 10:30-12:30 Invited session and contributed sessions | |||||||||||
| Robust methods for pricing and hedging | Stochastic and rough volatility | Statistical finance | |||||||||
| Chair | Pietro SORPIAES | Speakers | Stefan GERHOLD | Speakers | Matthieu GARCIN | ||||||
| Sophian MEHALLA | Jian HE | ||||||||||
| Speakers | Matteo BURZONI | David SHKEL | Jae Yun JUN KIM | ||||||||
| Laurence CARASSUS | Martin TEGNER cancelled | Lorenzo MERCURI | |||||||||
| Johannes WIESEL | |||||||||||
| Room: Thèses | Room: Déjerine | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 14:00-15:30 Invited session and contributed sessions | |||||||||||
| Functional data analysis in finance | Stochastic control in finance and insurance | CVA/XVA/CCP | |||||||||
| Chair | Robert STELZER | Speakers | Giorgio FERRARI | Speakers | Hamed AMINI | ||||||
| Emel SAVKU | Alessandro RAMPONI | ||||||||||
| Speakers | Michael EICHLER | Maren Diane SCHMECK | Andrea PALLAVICINI | ||||||||
| Marco LIPPI | |||||||||||
| Florentina PARASCHIV cancelled | Room: Thèses | Room: Déjerine | |||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 16:00-17:30 Invited session and contributed sessions | |||||||||||
| Machine learning in finance | Portfolio optimization I | Credit risk | |||||||||
| Chair | Rama CONT | Speakers | Asma KHEDHER | Speakers | Alexander HERBERTSSON | ||||||
| Martin SCHWEIZER | John-John KETELBUTERS | ||||||||||
| Speakers | Emmanuel BACRY | Lukasz STETTNER | Yves RAKOTONDRATSIMBA | ||||||||
| Stéphane CREPEY | |||||||||||
| Côme HURE | Room: Thèses | Room: Déjerine | |||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 17:45-18:30 Plenary talk | |||||||||||
| Plenary talk | |||||||||||
| Chair | Monique JEANBLANC | ||||||||||
| Speaker | Giorgia CALLEGARO | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| Wednesday, June 12 | |||||||||||
| 9:00-9:45 Plenary talk | |||||||||||
| Plenary talk | |||||||||||
| Chair | Gilles PAGES | ||||||||||
| Speaker | Mathieu ROSENBAUM | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 10:15-12:15 Invited session and contributed sessions | |||||||||||
| Contemporary stochastic volatility modeling: high dimensional, local, rough |
Option pricing and hedging | Stochastic analysis and modeling in finance | |||||||||
| Speakers | Sergei LEVENDORSKII | Speakers | Sema COSKUN | ||||||||
| Chair | Christa CUCHEIRO | Peter SPREIJ | Max NENDEL | ||||||||
| Victoria STEBLOVSKAYA | Silvia LAVAGNINI | ||||||||||
| Speakers | Eduardo ABI JABER | Otto KONSTANDATOS cancelled | Anna SULIMA | ||||||||
| Julien GUYON | Room: Thèses | ||||||||||
| Blanka HORVATH | Room: Déjerine | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 12:15-14:00 Poster session | |||||||||||
| 14:00-14:45 Plenary talk | |||||||||||
| Plenary talk | |||||||||||
| Chair | Lukasz STETTNER | ||||||||||
| Speaker | Giulia DI NUNNO | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 15:00-16:30 Invited session and contributed sessions | |||||||||||
| McKean Vlasov equations and Mean Field games in Finance |
Credit risk and interest rate modeling | Portfolio optimization II | |||||||||
| Speakers | Anna AKSAMIT | Speakers | Suhan ALTAY | ||||||||
| Chair | Xin GUO | Claudio FONTANA | Nathan LASSANCE | ||||||||
| Charles NJIKE | Bilgi YILMAZ | ||||||||||
| Speakers | Haoyan CAO | ||||||||||
| Asaf COHEN | Room: Thèses | Room: Déjerine | |||||||||
| Christa CUCHEIRO | |||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 17:00-17:45 Plenary talk | |||||||||||
| Plenary talk | |||||||||||
| Chair | Robert STELZER | ||||||||||
| Speaker | Johanna ZIEGEL | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| Thursday, June 13 | |||||||||||
| 9:00-10:30 Invited session and contributed sessions | |||||||||||
| High-dimensional computations in finance | Limit order book and algorithmic trading | Robust finance | |||||||||
| Chair | Bruno BOUCHARD | Speakers | Dirk BECHERER | Speakers | Emanuela Rosazza GIANIN | ||||||
| Donatien HAINAUT | David PROEMEL | ||||||||||
| Speakers | Michael KUPPER | Dragana RADOJICIC | Ruchika SEHGAL | ||||||||
| Imanol PEREZ | |||||||||||
| Xavier WARIN | |||||||||||
| Room: Thèses | Room: Déjerine | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 11:00-12:30 Industry session | |||||||||||
| Technology and AI in quantitative finance | |||||||||||
| Chair | Michel CROUHY | ||||||||||
| Speaker | Charles-Albert LEHALLE | ||||||||||
| Thierry RONCALLI | |||||||||||
| Sébastien CHOUKROUN | |||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 14:00-16:00 Contributed sessions | |||||||||||
| Numerical and machine learning methods in finance |
Risk measures | Equilibrium models | |||||||||
| Speakers | Valeria BIGNOZZI | Speakers | Jose CORCUERA | ||||||||
| Speakers | Riccardo BRIGONE | Alessandro CALVIA | Martin HERDEGEN | ||||||||
| Ngoc Huy CHAU | Ludovic MATHYS | Caroline HILLAIRET | |||||||||
| Andrea FIACCO | Ilaria PERI | Rodolfo PIETRO | |||||||||
| Nabil KAHALE | |||||||||||
| Room: Thèses | Room: Déjerine | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 16:30-17:15 Plenary talk | |||||||||||
| Plenary talk | |||||||||||
| Chair | Martin SCHWEIZER | ||||||||||
| Speaker | Martin LARSSON | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| Friday, June 14 | |||||||||||
| 9:00-9:45 Plenary talk | |||||||||||
| Plenary talk | |||||||||||
| Chair | Bruno BOUCHARD | ||||||||||
| Speaker | Johannes MUHLE-KARBE | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 10:15-11:45 Invited session and contributed sessions | |||||||||||
| Optimal transport and convex order for Finance | Stochastic control in finance | Arbitrage and statistical arbitrage | |||||||||
| Chair | Gilles PAGES | Speakers | Michele GIORDANO | Speakers | John ARMSTRONG | ||||||
| Marcin PITERA | Nazem KHAN | ||||||||||
| Speakers | Hadrien DE MARCH | Amel REDJIL cancelled | Sergei LEVENDORSKII | ||||||||
| Benjamin JOURDAIN | |||||||||||
| Pietro SORPIAES | Room: Thèses | Room: Déjerine | |||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 12:00-12:45 Plenary talk | |||||||||||
| Plenary talk | |||||||||||
| Chair | Xin GUO | ||||||||||
| Speaker | Mihalis ZERVOS | ||||||||||
| Room: Amphithéâtre Farabeuf | |||||||||||
| 12:45-13:00 Closing | |||||||||||
| Online user: 1 |
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