Third Workshop on Recent Trends in Machine Learning and Risk Management

Date: October 17-18 (Thursday-Friday), 2024
Venue: Stony Brook University, Math Tower, Room S-240
Participation: In-person

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
• Derivatives Pricing and Hedging

Hotel Information:

A block of rooms is reserved for conference participants at the Holiday Inn Express Stony Brook at a rate of $129 plus state tax (free breakfast is included).
Reserve Here

Organizers:

Pawel Polak, Stan Uryasev, Zilin Chen at 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.

The workshop will be held at the Math Tower building, located next to the Simons Center for Geometry and Physics. You can view the direction to the Math Tower building on Google Maps here. You can also search in Google or Apple maps Simons Center for Geometry and Physics.

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

Mrs. Zilin Chen
Applied Mathematics and Statistics
Stony Brook University
zilin.chen@stonybrook.edu