Program

June 29th

Time	Speaker	Title
09:00-09:30	Xiaoli Wei	"Ito's formula for flows of measures on semimartingales"
09:30-10:00	Jixin Wang	"A C1-Ito’s formula for flows of semimartingale distributions"
10:00-10:30	Zhengjie Ren	"Regularized mean field optimization with application to neural networks"
10:30-10:50	Coffee Break
10:50-11:20	Jun Deng	"Disclosing and cooling-off: an analysis of insider trading rules"
11:20-11:50	Ziyi Xu	"High-frequency anticipatory trading and its influences: small informed trader vs. front-runner"
11:50-13:30	Lunch Break
13:30-14:00	Kai Du	"Sequential propagation of chaos"
14:00-14:30	Jiazhi Kang	"McKean-Vlasov SDE with branching: the well-posedness and propagation of chaos"
14:30-14:50	Coffee Break
14:50-15:20	Shuoqing Deng	"On optimal time-consistent equilibrium stopping under aggregation of diverse discount rates"
15:20-15:50	Mengge Li	" Robust equilibrium strategy for mean-variance portfolio selection"
15:50-16:20	Ermo Chen	"Dynamic capital allocation with reallocation cost"

June 30th

Time	Speaker	Title
09:00-09:30	Xiang Yu	"Continuous time q-learning for McKean-Vlasov control problems"
09:30-10:00	Yuhong Xu	"How does node centrality in a complex network affect prediction?"
10:00-10:30	Yufan Chen	"Periodicity in the optimal liquidation game with a major player"
10:30-10:50	Coffee Break
10:50-11:20	Xinpeng Li	"Upper and lower variances and their applications"
11:20-11:50	Yifan Sun	"Explicit positive solutions to \(G\)-heat equations and the application to \(G\)-capacities"
11:50-13:30	Lunch Break
13:30-14:00	Falei Wang	"Multi-dimensional BSDEs with mean reflection"
14:00-14:30	Huafu Liao	"Convergence analysis on the particle systems with centralized control"
14:30-14:50	Coffee Break
14:50-15:20	Ke Zhou	"Stock return forecasting based on heterogeneous graph neural network of industrial chain"
15:20-15:50	Peng Guo	"Optimal execution subject to reservation strategies"