Name: Stochastic Control & Financial Engineering 2023

From: 20 Jun 2023

To: 23 Jun 2023

Address: Princeton University, Princeton, NJ 08540, United States

Organizer: Princeton University

Key speakers: Erhan Bayraktar, Professor, University of Michigan Agostino Capponi, Professor, Columbia University JP. Fouque, Professor, University of California Santa Barbara Xin Guo, Professor, University of California Berkeley

Web page: https://scfe.princeton.edu/

Pricing: -variable, all information available at https://scfe.princeton.edu/registration

Description: Financial engineering has historically been a fertile ground for the development of advanced stochastic control techniques. This trend continues as models become ever more realistic and modern issues for instance related to fintech, robot advising and blockchain begin to emerge. In recent years, cutting edge techniques from large population games, mean field models and mean field games have been employed to tackle and model issues that where previously hard to analyze. To discuss recent progress in the area, the department of Operations Research and Financial Engineering and the Bendheim Center for Finance at Princeton University are organizing a workshop on the broad thematic of stochastic control. Emphasis will be put on problems arising (or related to) financial modeling, but purely theoretical advances will also be discussed. We will bring together an interdisciplinary panel of experts to discuss methods, modeling and numerical simulation issues in stochastic control and Financial Engineering. The workshop will also feature talks by early career researchers.