29 – 30 Nov 2017, France
The 5th NUS-USPC workshop is a collaboration between the “Laboratoire de Probabilités et Modèles Aléatoires” at University Paris Diderot/Sorbonne Paris Cité and the Centre for Quantitative Finance (CQF) and Risk Management Institute (RMI) at the National University of Singapore. This workshop will feature overview and recent advances on machine learning and innovation in financial technology delivered by experts, academics and practitioners in the field from finance, numerics, statistics and engineering/computer science.
Speakers
Invited Speakers- Jean-Yves AUDIBERT (Capital Fund Management, France)
- Gah-Yi BAN (London Business School, England)
- Benjamin BRUDER (Lyxor Asset Management, France)
- Ying CHEN (National University of Singapore, Singapore)
- Stephan CLÉMENÇON (Telecom Paris, France)
- Stéphane GAIFFAS (University Paris Diderot, France)
- Cyril GRUNSPAN (ESILV, France)
- Arnulf JENTZEN (ETH Zurich, Switzerland)
- Steven KOU (National University of Singapore, Singapore)
- Johann LUSSANGE (École Normale Supérieure, France)
- Mathilde MOUGEOT (LPMA and ENSIIE, France)
- Chao ZHOU (National University of Singapore, Singapore)
Programme
This is an overview of the programme and the schedule is subject to revision. Click on speaker name for their presentation slides.|
Wednesday 29 November 2017 |
Thursday 30 November 2017 |
|---|---|
|
09:00 – 09:30 Registration |
|
|
09:30 – 09:40 Opening Address |
|
|
09:40 – 10:25 Ying CHEN |
09:30 – 10:15 Arnulf JENTZEN |
|
10:25 – 10:55 Coffee Break |
10:15 – 10:45 Coffee Break |
|
10:55 – 11:40 Stephan CLÉMENÇON |
10:45 – 11:30 Johann LUSSANGE |
|
11:40 – 12:25 Stéphane GAIFFAS |
11:30 – 12:15 Chao ZHOU |
|
12:25 – 14:00 Lunch & Group Photo |
12:15 – 14:00 Lunch |
|
14:00 – 14:45 Jean-Yves AUDIBERT |
14:00 – 14:45 Steven KOU |
|
14:45 – 15:30 Benjamin BRUDER |
14:45 – 15:30 Steven KOU |
|
15:30 – 16:00 Tea Break |
15:30 – 16:00 Tea Break |
|
16:00 – 16:45 Gah-Yi BAN |
16:00 – 16:45 Cyril GRUNSPAN |
|
16:45 – 17:30 Mathilde MOUGEOT |
Registration
Registration has closed.
Venue
- Wednesday, 29 November, 2017: AmphiTuring, University Paris Diderot, France, Turing Lecture Hall Sophie Germain Building, 8 place Aurélie Nemours, 75013 Paris
- Thursday, 30 November, 2017: AmphiBuffon, University Paris Diderot, France, Buffon Lecture Hall, 15 rue Hélène Brion, 75013 Paris
Organizing Committee
- Min DAI (National University of Singapore, Singapore)
- Claudio FONTANA (University Paris Diderot, France)
- Stéphane GAIFFAS (University Paris Diderot, France)
- Steven KOU (National University of Singapore, Singapore)
- Huyên PHAM (University Paris Diderot, France)
- Chao ZHOU (National University of Singapore, Singapore)
Local Contact Person
- Nathalie BERGAME (University Paris Diderot, France), nathalie.bergame@math.univ-paris-diderot.fr
- Valérie JUVE (University Paris Diderot, France), juve@math.univ-paris-diderot.fr
Co-organized with
