Organizing Committee
Members
- Daniel Bartl (National University of Singapore )
- 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 )
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
31 May 2026 (Sunday) is Vesak Day holiday.
1 June 2026 (Monday) is a public holiday in Singapore and the Institute will be closed.
| Date | Abstract | |
|---|---|---|
| Summer School | 2–5 June 2026 | N/A |
| Workshop | 8–9 June 2026 | N/A |
Venue
IMS Executive Seminar Room for Summer School and Workshop only
Summer School:
The summer school lectures will be delivered by:
1. Beatrice Acciaio (ETH Zurich), "Optimal Transport and applications in Mathematical Finance"
2. Christa Cuchiero (University of Vienna), "Generative AI in Finance"
3. Sara Biagini (LUISS Rome), "Carbon Emissions Regulation"
4. Mathieu Lauriere (NYU Shanghai), "Mean Field Games and applications in Mathematical Finance"