Second Workshop on Recent Trends in Quantitative Finance

Date: October 2-3 (Monday-Tuesday), 2023
Venue: Stony Brook University, Math Tower, Room S-240
Participation: In-Person or via Zoom

Program

Please see the full program and book of abstracts here

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
Register Here

Submission

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

Hotel Information

A block of rooms is reserved for conference participants at the Holiday Inn Express Stony Brook at a rate of $144 plus state tax (free breakfast is included). Please reserve rooms by Sept. 10,2023.

Key dates

• Cut off for hotel reservations: September 10, 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