Videos

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Mean-Field Approximations in Heterogeneous N-Player Games Thumbnail

Mean-Field Approximations in Heterogeneous N-Player Games

Presenter
  • Anran Hu
February 8, 2024
IMSI
Bass Local Volatility model Thumbnail

Bass Local Volatility model

Presenter
  • Beatrice Acciaio
February 8, 2024
IMSI
Markov decision processes and mean-field games with costly and delayed information Thumbnail

Markov decision processes and mean-field games with costly and delayed information

Presenter
  • Christoph Reisinger
February 8, 2024
IMSI
Fast policy learning for linear quadratic control with entropy regularization Thumbnail

Fast policy learning for linear quadratic control with entropy regularization

Presenter
  • Xin Guo
February 8, 2024
IMSI
Cascading Risks and Sensitivity in Economic Networks Thumbnail

Cascading Risks and Sensitivity in Economic Networks

Presenter
  • Andreea Minca
February 7, 2024
IMSI
On the Martingale Schrödinger Bridge between Two Distributions Thumbnail

On the Martingale Schrödinger Bridge between Two Distributions

Presenter
  • Johannes Wiesel
February 7, 2024
IMSI
How Should Climate Change Uncertainty Impact Social Valuation and Policy? Thumbnail

How Should Climate Change Uncertainty Impact Social Valuation and Policy?

Presenter
  • Lars Hansen
February 7, 2024
IMSI
Asset pricing under climate scenario uncertainty and model ambiguity Thumbnail

Asset pricing under climate scenario uncertainty and model ambiguity

Presenter
  • Peter Tankov
February 7, 2024
IMSI
Choquet quantiles Thumbnail

Choquet quantiles

Presenter
  • Ruodu Wang
February 7, 2024
IMSI
Recent advances in auction markets design and regulation policies Thumbnail

Recent advances in auction markets design and regulation policies

Presenter
  • Thibault Mastrolia
February 7, 2024
IMSI
Entropic Selection in Optimal Transport Thumbnail

Entropic Selection in Optimal Transport

Presenter
  • Marcel Nutz
February 6, 2024
IMSI
Offline reinforcement learning for price impact models Thumbnail

Offline reinforcement learning for price impact models

Presenter
  • Yufei Zhang
February 6, 2024
IMSI