"New Trends in Quantitative Finance: Theory and Practice"

Building on our numerous previous international collaborations as well as the success of the previous conferences and workshops on quantitative finance held in Shanghai, this event aims to create a dynamic forum bridging rigorous mathematical theory with evolving market realities.

The scientific program will focus on cutting-edge developments, ranging from the integration of Artificial Intelligence in financial modeling, stochastic control applied to strategic handling, systemic risk management, to the strategic complexities of Mean Field Games. In addition to covering general advances in quantitative finance, this conference will place a specific emphasis on sustainable finance, particularly the mathematical and practical challenges surrounding Carbon Certificate markets.

We aim to gather leading experts and researchers to foster deep discussion, share recent findings, and strengthen international partnerships. By providing a space for both academic presentations and informal exchange, this conference seeks to drive innovation in modeling and analysis within the vibrant academic landscape of Shanghai.

Stay tuned for updates on the Speakers, Program, and Venue.

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

• Mathieu Laurière
• Samuel Drapeau
• Peng Luo
• Zhenjie Ren

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• Conference Details:

  • Dates: April 20–24, 2026
  • Location: Engineering Building, Xuhui Campus, Shanghai Jiao Tong University
  • 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)
  • Zhenjie Ren (University of Evry)