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14:30-14:40
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Welcome
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14:40-15:00
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Ashley Davey
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Duality and deep learning for optimal consumption with randomly terminating income
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15:05-15:25
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Zexin Wang
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Optimal Liquidation with Limit and Hidden Orders
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15:30-16:00
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Coffee break
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Breakout rooms and online games of Skribbl
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16:00-17:00
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Mathieu Lauri`ere (Princeton)
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Learning a functional control for high-frequency finance
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17:00-17:20
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Coffee break
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17:20-17:40
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Emilio Rossi Ferrucci
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The expected signature of a Gaussian process
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17:45-18:05
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Riccardo Cesari
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Stochastic maximum principle for stopping terminal time problems
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18:10
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e-Pub
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