Friday, April 19, 2024
Registration and Breakfast
Location
Atrium - Sherrerd Hall
Session I
Chair: Ronnie Sircar
Terry Lyons
The Mathematics of Complex Streamed Data
Ludovic Tangpi
Mean field games in discrete time
Felix Hoefer
Synchronization Games
Deborah Miori
Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings
Coffee Break
Session II
Chair: Rama Cont
Emma Hubert
A new approach to principal-agent problems with volatility control
Alvaro Cartea
Spoofing and Manipulating Order Books with Learning Algorithms
Lunch
Location
Atrium - Sherrerd Hall
Session III
Chair: Mete Soner
Jan Obloj
Martingale Benamou-Brenier: arithmetic and geometric Bass martingales
Stefan Clarke
Differentiable cutting plane layers for mixed-integer linear optimization
Sam Howison
What You See May Not Be What You Get
Tea Break
Session IV
Chair: Sam Cohen
Giulia Crippa
ESG Data Imputation and Greenwashing
Philipp Jettkant
On Two Formulations of McKean--Vlasov Control with Killing
Leandro Sanchez-Betancourt
Automated Market Makers Designs beyond Constant Functions
Saturday, April 20, 2024
Breakfast
Location
Atrium - Sherrerd Hall
Session V
Chair: René Carmona
Ben Hambly
Particle systems with common noise on the positive half-line
Shichun Wang
Mean Field Games with Common Noise via Malliavin Calculus
Camilo Hernandez
Dynamic programming approach for continuous-time Stackelberg games
Faycal Drissi
Price impact in quote driven markets and applications to AMM design
Patrick Chang
The Algorithmic Learning Equations: Evolving Strategies in Dynamic Games
Coffee Break
Session VI
Chair: Anran Hu
Elizaveta Rebrova
On robust and adaptive randomized iterative algorithms
Christoph Reisinger
Randomness and early termination: what makes a game exciting?
Lunch
Location
Convocation Room - Friend Center
Session VII
Chair: Emma Hubert
Nicolas Garcia
MFGs of controlled intensity in discrete and cotninuous time
Yifan Jiang
Wasserstein distributional robustness of neural networks
Felix Ackon
Cournot Competition in Electricity Markets with Correlated Capacitated Generators
Milena Vuletic
VolGAN: a generative model for arbitrage-free implied volatility surfaces
Tea Break
Session VIII
Chair: Christoph Reisinger
Lingyi Yang
Economic nowcasting with signatures
Kevin Zhang
A Probabilistic Approach to Discounted Infinite Horizon Mean Field Games
Benjamin Walker
Log Neural Controlled Differential Equations: The Lie Brackets Make a Difference
Mykhaylo Shkolnikov
Pathwise entropy solutions of SPDEs via rank-based models with common noise