"AI, Stochastic Controls, and Related Topics in Mathematical Finance"

This workshop is specifically designed for young researchers who are 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. This workshop aims to foster interdisciplinary discussions and collaborations among young researchers, enabling them to share their research findings, exchange ideas, and explore the latest developments in this field. The participants will have the opportunity to engage in interactive sessions, present their recent research work and discuss recent challenges in particular related to recent development of financial markets in China.

The workshop will take place from June 29th to Jun 30th, 2023 on the Xuhui campus of Shanghai Jiao Tong University. Please,follow the links for Program, Abstracts, and Venue for detailed informations.

• Organizers:

  • Yiqing Lin (SJTU)
  • Peng Luo (SJTU)
  • Samuel Drapeau (SJTU)
  • Dewen Xiong (SJTU)
  • Chong Liu (Shanghai Tech)

• Venue:

  • Workshop: Room 113, Engineering Building (工程馆), Xuhui Campus, SJTU
  • Hotel: Tianping Hotel-Shanghai, 天平宾馆, 上海市徐汇区天平路185号