GdT MathsFi

The GT (Working Group) of the MathsFi group takes place every Wednesday at 11am in the CMAP seminar room.

Sessions passées

8 janvier -- Saad Souilmi et Hippolyte Giraud on orderbook dynamics (and the Queue Reactive Model) and liquidity signals for market makers
15 janvier --- Ali Baouan (on football) et Charles Meynard on MFG on graphs
29 janvier --- Stefan Tappe on Invariant Submanifolds for Solutions to Rough Differential Equations

16 oct.-- Emmanuel Gobet on Learning Extreme Expected Shortfall With Neural Networks, Applications to Crypto Markets
23 oct.-- Emmanouil Sfendourakis on microstructure and order book dynamics and Shaun Li on joined calibration of SPX and VIX
6 nov.-- Huyên Pham et Charles-Albert Lehalle on price formation with mean field games
13 nov.-- Présentation par deux nouveaux doctorants autour des modèles génératifs : Alexandre Alouadi (BNP Paribas) et Riccardo Ruotolo (Natixis)
20 nov-- cancelled in favour of the PGMODAYS 2024 where members of the group gave talks
27 nov-- Nathan de Carvalho et Jules Delemotte on optimal execution
4 déc.-- Charles Bertucci on HJB sur espaces de mesure
11 déc.-- Doctorants : Dimitri Sotnikov (MFG) et Louis-Amand Gérard
18 déc-- Quentin Cormier