Second Workshop on Recent Trends in Quantitative Finance

Date: October 2-3 (Monday-Tuesday), 2023
Venue: Department of Applied Mathematics and Statistics at Stony Brook University, Stony Brook, NY
Participation: In-Person or via Zoom

Workshop Outline

This workshop will bring together top academics and practitioners in Reinforcement Learning, Stochastic Optimization, Statistical. Learning and Machine Learning. The objective is to exchange recent ideas and approaches focusing on numerical methods and applications in:
• Risk Management,
• Portfolio Optimization,
• High-Frequency Trading, and
• Derivatives Pricing and Hedging

Submission

Please submit the title and abstract of your talk by May 01, 2023 to Kevin Maritato (kevin.maritato@stonybrook.edu) and Pawel Polak (pawel.polak@stonybrook.edu).

Key dates

• Abstract Submission Deadline: May 01, 2023
• Acceptance Decisions May 31, 2023
• Workshop Dates: October 02-03, 2023

Organizers:

Pawel Polak, Stan Uryasev, Kevin Maritato Stony Brook University

Sponsors:

Applied Mathematics and Statistics Dept. at the Stony Brook University;

Directions:

Stony Brook University is located on the north shore of Long Island about 50 miles east of New York City. It is easily reached by train, car. Campus Directions, See also Campus Map

Contact Information

Prof. Pawel Polak
Applied Mathematics and Statistics
Institute for Advanced Computational Science
Stony Brook University
pawel.polak@stonybrook.edu

Prof. Stan Uryasev
Applied Mathematics and Statistics
Stony Brook University
stanislav.uryasev@stonybrook.edu

Mr. Kevin Maritato
Applied Mathematics and Statistics
Stony Brook University
kevin.maritato@stonybrook.edu