From April 15 to April 19, 2024, NYU Shanghai, Shanghai Jiao Tong University, and ShanghaiTech University co-hosted the international workshop "Recent Advances in Stochastic Control, Machine Learning and Quantitative Finance" at Shanghai Jiao Tong University's Xuhui Campus Engineering Building.

This workshop provided a dynamic forum for deep discussions and presentations on cutting-edge developments in stochastic control, machine learning, and quantitative finance. In the wake of significant advancements in AI, mathematical finance, and stochastic control, the workshop delved into innovative modeling, analysis, and strategies shaping financial markets.

Participants engaged with recent research findings, shared insights, and explored new research avenues. The workshop featured comprehensive academic presentations alongside dedicated sessions for informal interactions and knowledge exchange. This collaborative initiative also aimed to rekindle international partnerships, offering attendees a chance to immerse themselves in the vibrant culture of Shanghai and gain insights into research trends with a focus on Asia and China.

Workshop Details:

• Dates: April 15–19, 2024
• Location: Engineering Building, Xuhui Campus, SJTU (Mon–Wed: Room 100; Thu–Fri: Room 104)

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

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