Organizing Committee
Members
- Agostino Capponi (Columbia University)
- Ying Chen (National University of Singapore )
- Min Dai (The Hong Kong Polytechnic University)
- Julian Sester (National University of Singapore )
- Nizar Touzi (New York University)
- Marko Weber (National University of Singapore )
- Chao Zhou (Qube Research & Technologies)
Contact Information
For scientific enquiries, please contact members of the organizing committee at NUS.
Overview
The program will feature two weeklong workshops: one dedicated to cutting-edge research in stochastic control, exploring dynamic decision-making in complex financial systems, systemic risk, and market frictions; and another focused on the transformative impact of machine learning in finance, showcasing innovative approaches to pricing, hedging, forecasting, and portfolio optimization. By bridging classical methods with modern data-driven techniques, this program aims to spark new ideas, foster collaboration, and position Singapore as a hub for research at the forefront of quantitative finance and fintech innovation.
Activities
| Date | Abstract | |
|---|---|---|
| Workshops | N/A | |
| Specialized Courses and Tutorials | N/A | |
| Poster Sessions | N/A |
Venue
June 1 to 19 @ IMS Executive Seminar Room
June 22 to 26 @ IMS Seminar Room