14:30-14:40

Welcome

14:40-15:00

Ashley Davey

Duality and deep learning for optimal consumption with randomly terminating income

15:05-15:25

Zexin Wang

Optimal Liquidation with Limit and Hidden Orders

15:30-16:00

Coffee break

Breakout rooms and online games of Skribbl

16:00-17:00

Mathieu Lauri`ere (Princeton)

Learning a functional control for high-frequency finance

17:00-17:20

Coffee break

17:20-17:40

Emilio Rossi Ferrucci

The expected signature of a Gaussian process

17:45-18:05

Riccardo Cesari

Stochastic maximum principle for stopping terminal time problems

18:10

e-Pub