This workshop, held during the week of June 17, 2024, will bring together leading research groups in Math Finance from three of the world’s financial centers. The workshop will feature talks by academic researchers from Imperial College London, ETH Zurich, Chinese University of Hong Kong and the Hong Kong Polytechnic University.
Participants
Imperial:
Johannes Muhle-Karbe, Antoine (Jack) Jacquier, Eyal Neuman, Harry Zheng, Cris Salvi, Pietro Siorpaes, Lukas Gonon, Yufei Zhang, David Itkin, Ioannis Gasteratos, Damiano Brigo, Mikko Pakkanen, Philipp Jettkant, Anthony Coache, Nicola Muca Cirone, Konrad Müller, Will Turner, Francesco Piatti, Nikita Zozoulenko, Yun Zhao, Sturmius Tuschmann, Robert Boyce, Guangyi He.
HK PolyU:
Min Dai, Kexin Chen, Zhaoli Jiang, Guanxing Fu, Xiang Yu, Jiacheng Fan, Shuaijie Qian (HKUST).
CUHK:
Nan Chen, Chen Yang, Xuedong He, Lingfei Li, Yanwei Jia, Dohyun Ahn, Xiaolu Tan.
ETH:
Beatrice Acciaio, Walter Farkas, Dylan Possamaï, Martin Schweizer, Josef Teichmann, Robert Crowell, Jakob Heiss, Songyan Hou, Evgeny Kolosov, Benjamin Kotlov, Florian Krach, Daniel Krsek, Patrick Lucescu, Tengyingzi Ma, Marco Rodrigues, Mateo Rodriguez, Chiara Rossata, Daria Sakhanda, Qinxin Yan.
Schedule
| Monday June 17 | Tuesday June 18 | Wednesday June 19 | Thursday June 20 | ||
| 8:30-9:00 | Registration | 9:00-9:25 | Xuedong He | Mikko Pakkanen | Guanxing Fu |
| 9:00-9:10 | Opening remarks by Johannes Muhle-Karbe | 9:25-9:50 | Johannes Muhle-Karbe | Jiacheng Fan | Pietro Siorpaes |
| 9:10-9:35 | Min Dai | 9:50-10:10 | Break | ||
| 9:35-10:00 | Josef Teichmann | 10:10-10:35 | Eyal Neuman | Cristopher Salvi | Shuaijie Qian |
| 10:00-10:25 | Nan Chen | 10:35-11:00 | Xiang Yu | Zhaoli Jiang | Lingfei Li |
| 10:25-10:45 | Break | 11:00-11:10 | Break | ||
| 10:45-11:10 | Xiaolu Tan | 11:10-11:35 | Ahn Dohyun | Ofelia Bonesini | PhD talks Session 6 |
| 11:10-11:35 | Dylan Possamai | 11:35-12:00 | Yufei Zhang | PhD talks Session 3 | |
| 11:35-12:00 | Antoine Jacquier | 12:00-12:25 | Ioannis Gasteratos | ||
| 12:00-13:15 | Lunch | 12:25-13:40 | Lunch | ||
| 13:15-13:40 | Kexin Chen | 13:40-14:05 | PhD Talks Session 2 | Lukas Gonon | |
| 13:40-14:05 | Harry Zheng | 14:05-14:30 | Chen Yang | ||
| 14:05-14:20 | Break | 14:30-14:45 | Social Program | Break | |
| 14:20-14:45 | Yanwei Jia | 14:45-15:25 | PhD talks Session 4 | ||
| 15:10-15:25 | Break | 15:25-15:35 | Break | ||
| 15:25-15:50 | David Itkin | 15:35-16:15 | PhD talks Session 5 | ||
| 15:50-16:30 | PhD talks Session 1 | ||||
PhD Talks
| First Name | Family Name | Institute | |
| Robert | Boyce | Imperial | Session 1 |
| Robert | Crowell | ETH | |
| Guangyi | He | Imperial | |
| Jakob | Heiss | ETH | |
| _________________________________________________________________________________________ | |||
| Songyan | Hou | ETH | Session 2 |
| Evgeny | Kolosov | ETH | |
| Florian | Krach | ETH | |
| Nikita | Zozoulenko | Imperial | |
| _________________________________________________________________________________________ | |||
| Patrick | Lucescu | ETH | Session 3 |
| Tengyingzi | Ma | ETH | |
| Nicola | Muca Cirone | Imperial | |
| _________________________________________________________________________________________ | |||
| Konrad | Müller | Imperial | Session 4 |
| Francesco | Piatti | Imperial | |
| Marco | Rodriguez | ETH | |
| Mateo | Rodriguez | ETH | |
| _________________________________________________________________________________________ | |||
| Rossato | Chiara | ETH | Session 5 |
| Daria | Sakhanda | ETH | |
| Will | Turner | Imperial | |
| Sturmius | Tuschmann | Imperial | |
| _________________________________________________________________________________________ | |||
| Qinxin | Yan | ETH | Session 6 |
| Yun | Zhao | Imperial | |
| Daniel | Krsek | ETH | |
| Joseph | Mulligan | Imperial | |