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"Workshop: Recent Advances in Stochastic Control, Machine Learning and Quantitative Finance"

We are excited to announce the upcoming workshop on "Exploring Frontiers in Stochastic Control, Machine Learning, and Quantitative Finance," a collaborative effort by NYU Shanghai, Shanghai Jiao Tong University, and Shanghai Tech University. This event will be hosted at the Shanghai Jiao Tong University's Xuhui campus from April 15 to April 19, 2024.

This workshop aims to provide 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, our workshop seeks to delve into innovative modeling, analysis, and strategies shaping financial markets.

Participants will have the opportunity to engage with recent research findings, share insights, and explore new research avenues. The workshop will feature comprehensive academic presentations alongside dedicated sessions for informal interactions and knowledge exchange.

This collaborative initiative also aims 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.

The program details and list of speakers is still subject to short term changes. Stay tuned for updates on the Program, Abstracts, and Venue for informations

The workshop is open to anyone. If you want to attend feel free to contact (email):

  • Workshop Details:

    • Dates: April 15-19, 2024
    • Location: Engineering Building, Xuhui Campus, Shanghai Jiao Tong University
      • Mon-Wed: Room 100
      • Thu-Fri: Room 104
    • Accommodation: Tianping Hotel-Shanghai

  • Organizers:

    • Mathieu Laurière (NYU Shanghai)
    • Peng Luo (Shanghai Jiao Tong University)
    • Chong Liu (Shanghai Tech University)
    • Yiqing Lin (Shanghai Jiao Tong University)
    • Samuel Drapeau (Shanghai Jiao Tong University)
    • Dewen Xiong (Shanghai Jiao Tong University)