Yvain Bruned

University of Edinburgh

Low regularity dynamics via decorated trees

Thomas Dierckx

KU Leuven

Data-Driven Modelling of Volatility Surfaces with Variational Autoencoders

Gonçalo dos Reis

University of Edinburgh

Dario Gasbarra

University of Helsinki

Stein operators for Gaussian polynomial random variables: an algebraic approach

Olivier Gueant

Université Paris 1 Panthéon-Sorbonne, SAMM

Stochastic Algorithms for Advanced Risk Budgeting

Eva Löcherbach

Université Paris 1 Panthéon-Sorbonne, SAMM

Perfect simulation of interacting point processes with infinite interaction range

Giacomo Lucertini

University of Bologna

Optimal regularity for degenerate Kolmogorov equations with rough coefficients

Stefano Pagliarani

University of Bologna

Numerical resolution of McKean-Vlasov equations via stochastic gradient descent

Nicolas Perkowski

Freie Universität

Some thoughts on energy solutions to singular stochastic PDEs

Antonello Pese

University of Bologna, Department of Mathematics

Density and gradient estimates for Kinetic SDEs with low regularity coefficients

Julien Randon Furling

Université Paris 1 Panthéon-Sorbonne, SAMM

Optimization in first-passage resetting

Piergiacomo Sabino

University of Helsinki & EON

Exact simulation of NTS processes of OU type with applications

Jonas Tölle

Aalto University

Gradient flows for the stochastic Amari neural field model

Gerardo Barrera Vargas

University of Helsinki

The asymptotic distribution of the condition number for random circulant matrices

Eva Verschueren

KU Leuven

The skin-in-the-game bond: a novel sustainable capital instrument

Jingyan Zhang

KU Leuven

Moment-matching Calibration under Bilateral Gamma Model