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...
Mean–Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
Xunyu Zhou, Columbia University
We study continuous-time mean–variance portfolio selection in markets where stock prices are diffusion processes driven by observable...
Mean Field Control and Applications in Modern Machine Learning
Qinxin Yan, Princeton
In this talk, I will introduce mean field control and discuss its applications in modern machine learning. I will first describe how...
Robust and Risk-Sensitive Acceleration in Gradient Methods
Mert Gurbuzbalaban, Rutgers
First-order methods such as gradient descent (GD) are foundational in optimization. In unconstrained problems with exact gradients,...
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....
