Financial Mathematics Reunion Conference I

December 11 - 16, 2016

All times in this Schedule are Pacific Time (PT)

Sunday, December 11, 2016 All times in this Schedule are Pacific Time (PT)
1:30	Bus Departs UCLA/Faculty Center
4:30	Check in at Lake Arrowhead
6:30 - 8:00	Dinner
Monday, December 12, 2016 All times in this Schedule are Pacific Time (PT)
8:00 - 9:00	Breakfast (hosted by IPAM)
9:00 - 9:40	René Carmona (Princeton University) Bank Run Models and Mean Field Games of Timing
9:40 - 10:00	Break
10:00 - 10:20	Stathis Tompaidis (University of Texas at Austin) Transmission of risk in a supply chain
10:20 - 10:45	Break
10:45 - 11:25	Igor Cialenco (Illinois Institute of Technology) Adaptive Robust Hedging Under Model Uncertainty
12:00 - 1:00	Lunch (on your own)
1:00 - 5:00	Open Discussion
5:00 - 6:00	René Carmona (Princeton University) Mean Field Games (Iris)
6:30 - 8:00	Dinner
8:00 - 9:00	Joint Session Programs Overview: Matthias Rupp, George Papanicolaou, Igor Pak (Iris)
9:00 - 10:00	Social Hour (Iris)
Tuesday, December 13, 2016 All times in this Schedule are Pacific Time (PT)
8:00 - 9:00	Breakfast (hosted by IPAM)
9:00 - 9:40	Svetlana Borovkova (Vrije Universiteit) Systemic risk, media sentiment and banking networks
9:40 - 10:00	Break
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
12:00 - 1:00	Lunch (on your own)
1:00 - 6:30	Afternoon Free
6:30 - 8:00	Dinner
8:00 - 9:00	Alexandre Tkatchenko (University of Luxembourg) Long-range quantum interactions: from atoms to galaxies (Iris)
Wednesday, December 14, 2016 All times in this Schedule are Pacific Time (PT)
8:00 - 9:00	Breakfast (hosted by IPAM)
9:00 - 9:40	David Levermore (University of Maryland) Possible Global Measures of Systemic Risk
9:40 - 10:00	Break
10:00 - 10:40	Hamed Amini (University of Miami) To Be Announced
10:40 - 11:00	Break
11:00 - 11:40	Nils Detering (University of California, Santa Barbara (UCSB)) Managing Systemic Risk in Financial Networks
12:00 - 1:00	Lunch (on your own)
1:00 - 5:00	Open Discussion
6:30 - 8:00	Dinner
8:00 - 9:00	Nathan Kaplan (University of California, Irvine (UCI)) No-Three-In-Line, Intransitive Dice, and Other Amusements in Mathematics (Iris)
9:00 - 10:00	Social Hour (Iris)
Thursday, December 15, 2016 All times in this Schedule are Pacific Time (PT)
8:00 - 9:00	Breakfast (hosted by IPAM)
10:00 - 10:40	George Papanicolaou (Stanford University) Statistical Arbitrage
12:00 - 1:00	Lunch (on your own)
1:00 - 6:30	Afternoon Free
6:30 - 8:00	Dinner
8:00 - 8:20	MPS2016 Graduation Ceremony (Iris)
8:30 - 10:00	Social Hour (Iris)
Friday, December 16, 2016 All times in this Schedule are Pacific Time (PT)
8:00 - 9:00	Breakfast (hosted by IPAM)
9:00 - 9:40	Peter Carr (Morgan Stanley) To Be Announced
9:40 - 10:00	Break
10:00 - 10:20	Anna Kruglova (Massachusetts Institute of Technology) To Be Announced
10:20 - 10:45	Break
10:45 - 11:25	Andrei Kirilenko (Massachusetts Institute of Technology) Speculative Floating Oil
11:30 - 12:00	Checkout
12:00 - 1:00	Lunch (on your own)
1:00	Bus Departs for Ontario/UCLA/Courtyard Marriott/LAX