Mathrisk Conference 2023

The project-team MathRisk of INRIA Paris Centre/Ecole des Ponts Paris Tech/ Université Gustave Eiffel, and the Department of Economics and Statistics of the University of Udine are pleased to announce the MathRisk Conference on Numerical Methods in Finance to celebrate the 25th anniversary of the research team MathRisk and the numerical platform PREMIA.

The conference will be held in Udine, on 14 - 16 June  2023 and hosted by the Department of Economics and Statistics of the University of Udine (Italy).

The program consists of invited plenary lectures and contributed sessions.

The main topics are :

  • Neural network and machine learning in computational finance
  • Stochastic volatility and jumps models
  • Green Finance
  • Quantum computing in finance
  • Systemic risk, Risk measures
  • Stochastic control
  • (Martingale) Optimal transport
  • Mean-field systems and games

 

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