Talks & Visits

Talks

2023

Upcoming

• SIAM Conference on Financial Mathematics and Engineering (FM23), Philadelphia (June)

Projection of Functionals and Fast Pricing of Exotic Options

Past

• Princeton Fintech & Quant Conference Spring 2023, Princeton University (April 15)

Path Dependence in Finance: Theory and Computations

• Seminar on Stochastic Processes, University of Arizona (March)

Functional Taylor Expansion and Wiener Chaos  

• Rough Path Interest Group, DataSig (February, Online)

Functional Expansions, Signature, and Claim Decomposition

2022

• Talks in Financial and Insurance Mathematics, ETH Zurich (October)

Functional Expansions, Signature, and Claim Decomposition

• Oxford-Princeton Workshop on Stochastic Analysis and Mathematical Finance, University of Oxford (October)

Neural Optimal Stopping Boundary

• PACM Graduate Student Seminar, Princeton University (October)

Functional Expansions, Signature, and Claim Decomposition

• ORFE Graduate Student Fin Math Seminar, Princeton University  (October)

Neural Optimal Stopping Boundary

• 2022 CFMAR Workshop, UC Santa Barbara (September)

Neural Optimal Stopping Boundary  

• Research in Options: RiO 2022, FGV, Rio de Janeiro (August)

  1. Projection of Functionals and Fast Pricing of Exotic Options (lightning talk)

  2. Functional Expansions and Claim Decomposition (plenary talk)

• ORFE Graduate Student Fin Math Seminar, Princeton University (April)

Disentangling the Chaos: the Functional Taylor Expansion 

2021 

• ORFE Graduate Student Fin Math Seminar, Princeton University  (December)

     High-dimensional Free Boundary Problems

• FMI Tech Econophysics Webinar  (November)

     Path Approximation using Signatures and Hilbert Projections

• ORFE Graduate Student Fin Math Seminar, Princeton University (September)

Optimal Stopping in Continuous Time

• Bloomberg Quant (BBQ) Seminar  (September)

Demystifying the Path Signature (lightning talk)