Learning MFG via MFAC Flow
Ruimeng Hu, UCSB
We introduce the Mean-Field Actor-Critic (MFAC) flow, a continuous-time learning dynamics for solving mean-field games (MFGs), drawing on...
Outperforming a Benchmark with $\alpha$-Bregman Wasserstein divergence
Silvana Pesenti, Toronto
We consider the problem of active portfolio management, where an investor seeks the portfolio with maximal expected utility of the...
Bid-Ask Martingale Optimal Transport
Valentin Tissot-Daguette, Bloomberg
Martingale Optimal Transport (MOT) provides a framework for robust pricing and hedging of illiquid derivatives. Classically, MOT enforces...
2026 Byrne Conference on Stochastic Analysis in Finance and Insurance
Attendance is free, but online registration is required for all attendees who are not speakers....
2026 Byrne Conference on Stochastic Analysis in Finance and Insurance
Attendance is free, but online registration is required for all attendees who are not speakers....
2026 Byrne Conference on Stochastic Analysis in Finance and Insurance
Attendance is free, but online registration is required for all attendees who are not speakers....
