From June 29 to June 30, 2023, the Quantitative Finance Research Center at Shanghai Jiao Tong University's School of Mathematical Sciences hosted a workshop titled "AI, Stochastic Controls, and Related Topics in Mathematical Finance" at Room 113, Engineering Building, Xuhui Campus.

This workshop was specifically designed for young researchers exploring different fields broadly related to recent developments in quantitative finance. In recent years, the fields of AI and mathematical finance have witnessed significant advancements, changing the way we model, analyze, and approach financial markets. The application of stochastic control techniques in mathematical finance has provided valuable insights into managing risk and optimizing investment strategies. Concurrently, AI has emerged as a powerful tool for data analysis, prediction, and decision-making, offering new perspectives and approaches to tackle complex financial problems.

The workshop fostered interdisciplinary discussions and collaborations among young researchers, enabling them to share research findings, exchange ideas, and explore the latest developments in the field. Participants discussed recent challenges particularly related to the development of financial markets in China.

Organizers: Yiqing Lin (SJTU), Peng Luo (SJTU), Samuel Drapeau (SJTU), Dewen Xiong (SJTU), Chong Liu (ShanghaiTech)

Venue: Room 113, Engineering Building, Xuhui Campus, SJTU

For the full program and abstracts, visit the workshop website.