# Talks & Visits

Talks

2024

12th Bachelier World Congress, FGV, Rio de Janeiro (July)

Occupied Processes: Going with the Flow

Seminar on Stochastic Processes, Rice University, Houston TX (March)

Occupied Processes: Going with the Flow

CFMAR Seminar, UC Santa Barbara (February 26)

Occupied Processes: Going with the Flow

2023

Research in Options: RiO 2023, FGV, Rio de Janeiro (December)

Itô Calculus for Occupied Processes: Going with the Flow

Financial and Actuarial Mathematics Seminar, UCLA (October)

Breaking down the Functionals: Taylor Expansion and Partitions of Unity

Math Finance Colloquium, University of Southern California (September)

Stopping Spot Local Time: A Random Occupation

Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM, Marseille (September)

Options Stopping times of boundaries: relaxation, continuity, and neural approximation

Bloomberg ML & NLP Guild Seminar Series, NYC (August)

Valuation of Floating American Corridor Variance Swaps

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

Projection of Functionals and Fast Pricing of Exotic Options

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)

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

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)

Slides / Posters

Visits

2023 - 2024. Mathematical Finance Group, University of Southern California (USC).

Host: Prof. Jianfeng Zhang.

10/2022. Stochastic Finance Group, ETH Zurich.

Host: Prof. Josef Teichmann.