Summer School in Risk Finance and Stochastics
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ε-RFS ιθ' Programme
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School Programme The zoom link for all the days is: https://aegean-gr.zoom.us/j/97140505314?pwd=SHp3dk9qSE9NZXNrUk5mUjBBTFA5UT09 Wednesday 28th September 15.00 - 15.30 Opening 15.30 - 17.30 C. Siettos (Univ. di Napoli) Numerical analysis and modelling of complex dynamical systems with Machine Learning. Is there anything left to do? 17.30 - 19.30 P. Papaioannou (Eurobank) Manifold learning and applications in finance 19.30 - 20.30 S. Xanthopoulos (Univ. Aegean) A first introduction to topological data analysis 20.30 - 21.00 K. Kaloudis (Univ. Aegean) On the approximation of basins of attraction using deep neural networks 21.00 - 21.30 A. Bougias (AUEB) The pricing of serial sovereign default risk: Theory and evidence from the equity and CDS markets
Thursday 29th September 14.30 - 15.00 M. Economou (Actuarial Association of Europe) From labour supply to labour productivity 15.00 - 16.00 T. Bratis (AUEB) Financial markets and associated risks under crises periods 16.00 - 19.00 R. Loeffen (Univ. of Manchester) Optimal control of risk processes in insurance 19.00 - 21.00 L. Russo (INRC Naples) Frequency locking and routes to chaos: a tutorial 21.00 - 21.30 R. Hersmis (Hersmis Consulting) Bridging the gap between Solvency II and IFRS17
Friday 30th September 15.00 - 17.00 A. Sulem (INRIA) Option pricing in a non-linear incomplete financial market model with default: the European and American cases 17.00 - 19.00 G-W. Weber (Poznan Univ.) An application of stochastic differential games with Lagrange multipliers: Bank assurance 19.30 - 20.00 E. Drakonakis (NKUA) Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis 20.00 - 20.30 E. Louloudis (AUEB) Premium rating and capital requirements for seismic risk 20.30 - 21.00 K. Georgiou (AUEB) Modelling default probabilities in credit risk using PIDEs: Analysis and numerics
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Last Updated September 28, 2022 00:36