Wednesday

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9h00 - 9h15 : Opening talk

9h15 – 9h55 : Vincent Bansaye - Scaling limits of some discrete population models with random environment and  interactions

9h55 – 10h35 : Ying Jiao - A CBI process approach to financial modelling

BREAK

11h00 – 11h40 : Eugenio Buzzoni and Maite Wilke Berenguer - The seed bank model

11h40 – 12h20 : Nicole El Karoui - Robust detection of disorder times in stochastic point processes as Cox or birth processes

LUNCH BREAK

14h00 – 14h40 : Eva Löcherbach - Multi-class oscillating systems of interacting neurons

14h40 – 15h20 : Huyên Pham - Control of McKean-Vlasov equations and applications

BREAK

15h50 – 16h30 : Guanxing Fu - A Mean Field Game of Optimal Portfolio Liquidation

16h30 – 17h10 : Noemi Kurt - An individual-based model for the Lenski experiment, and the decelaration of the relative fitness

 

Thursday

 

9h00 – 9h40 : Emmanuel Bacry - Machine Learning with Counting Processes: Applications to Healthcare and High frequency Finance

9h40 – 10h20 : Randolf Altmeyer - Generalized Itô formulas for Itô semimartingales

BREAK

10h50 – 11h30 : Charline Smadi - Extinction rate of CSBP in critical Lévy environments

11h30 – 12h10 : Christian Bayer - Smoothing the payoff for computation of basket options

LUNCH BREAK

14h00 – 14h40 : Dörte Kreher - High frequency approximations for limit order book models

14h40 – 15h20 : Isabell Vorkastner - Connectedness of random set attractors

15h20 – 15h40 : Short presentations of posters

BREAK + POSTERS

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Friday

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9h00 – 9h40 : Stefano de Marco - The model-free option hedging problem

9h40 – 10h20 : Sebastian Riedel - Random dynamical systems and rough paths

BREAK

10h50 – 11h30 : Eduardo Abi Jaber - Affine Volterra processes

11h30 – 12h10 : Paolo Pigato - Short dated option pricing under rough volatility

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A conference dinner will take place on the Thursday evening.