› Modern Market Generators: A short walk though generative models for financial time series and their challenges, applications and pitfalls. - Blanka Horvath, King's College London
11:00-11:25 (25min)
› The Alpha-Heston stochastic volatility model - Ying Jiao, Lyon I
11:25-11:50 (25min)
› Recover Dynamic Utility from Observable Process: Application to the economic equilibrium - Mohamed Mrad, Université Paris 13
11:50-12:15 (25min)
› Mean-field Langevin system, optimal control and deep neural network - Zhenjie Ren, Paris Dauphine University
12:15-12:40 (25min)