The Summer School brought together talented young researchers in mathematical finance.

The summer school will focus on two advanced courses:
1) Optimal transport methods for economic models and machine learning
2) Signature method in machine learning and its application to mathematical finance.

There were student seminars and discussion sessions which allowed the participants to engage with each other and discuss their current research.
One of the aims of the Summer School was to encourage active cooperation and collaboration in mathematical finance among European institutions. We very much thank the members of the scientific committee for their support in achieving this aim.

This school belonged to the series of the European Mathematical Society applied mathematics schools. We gratefully acknowledge the support of International Centre for Mathematical Sciences (ICMS), CMAP, Ecole Polytechnique (Paris, France), Adam Smith Business School (University of Glasgow), Glasgow Mathematical Journal Learning and Research Support Fund and the ANR program  Investissements d’Avenir.

At the time of this workshop the Organising and Scientific Committee consisted of:

Ankush Agarwal
Gonçalo Dos Reis
Stefano De Marco
Thibaut Mastrolia

The Scientific Committee

The Scientific Committee consists of European leaders and representatives of financial mathematics. We warmly thank them for their encouragement and for accepting to be part of this committee.

Peter Bank, Peter Imkeller, Wolfgang Runggaldier, Mete Soner, Youri Kabanov, Walter Schachermayer, Josef Teichmann, Santiago Carillo, Ralf Korn, Martin Schweizer, Albert Shiryaev,  Nicole El Karoui, Gilles Pagès, Huyen Pham, Marco Frittelli, Damien Lamberton, Bernard Lapeyre, Lukas Stettner, David Hobson, Bernt Øksendal, Denis Talay, Chris Rogers

 

Workshop statistics – 197 registered particpiants

Average daily attendance – 109 particpants