Financial Mathematics Reunion Conference I

December 11 - 16, 2016


Monday, December 12, 2016

9:00 - 9:40 René Carmona (Princeton University)

Bank Run Models and Mean Field Games of Timing

10:00 - 10:20 Stathis Tompaidis (University of Texas at Austin)

Transmission of risk in a supply chain

10:45 - 11:25 Igor Cialenco (Illinois Institute of Technology)

Adaptive Robust Hedging Under Model Uncertainty

5:00 - 6:00 René Carmona (Princeton University)

Mean Field Games (Iris)


Tuesday, December 13, 2016

9:00 - 9:40 Svetlana Borovkova (Vrije Universiteit)

Systemic risk, media sentiment and banking networks

10:00 - 10:40 Francesco Corea (LUISS Guido Carli University)

Sentiment analysis for the stock market in technology sector

10:45 - 11:25 Matthew Foreman (University of California, Irvine (UCI))

Random portfolios, collecting coupons and market dimension

8:00 - 9:00 Alexandre Tkatchenko (University of Luxembourg)

Long-range quantum interactions: from atoms to galaxies (Iris)


Wednesday, December 14, 2016

9:00 - 9:40 David Levermore (University of Maryland)

Possible Global Measures of Systemic Risk

10:00 - 10:40 Hamed Amini (University of Miami)

 

11:00 - 11:40 Nils Detering (University of California, Santa Barbara (UCSB))

Managing Systemic Risk in Financial Networks

8:00 - 9:00 Nathan Kaplan (University of California, Irvine (UCI))

No-Three-In-Line, Intransitive Dice, and Other Amusements in Mathematics (Iris)


Thursday, December 15, 2016

10:00 - 10:40 George Papanicolaou (Stanford University)

Statistical Arbitrage


Friday, December 16, 2016

9:00 - 9:40 Peter Carr (Morgan Stanley)

 

10:00 - 10:20 Anna Kruglova (Massachusetts Institute of Technology)

 

10:45 - 11:25 Andrei Kirilenko (Massachusetts Institute of Technology)

Speculative Floating Oil

Please consult the webpage or touch-screen monitor in IPAM's lobby for the latest version