Workshop on Frontier Areas in Financial Analytics
April 29 - May 3, 2019, The Fields Institute
Description
This workshop will focus on the ways that advances in technology, data analytics, and quantitative modelling are revolutionizing traditional fields in finance, banking, and insurance, while keeping them firmly grounded in mathematical and economic foundations.
Topics over the five days of the event will be roughly divided into the following streams:
- Financial Analytics for Property & Casualty Insurance [Monday]
- Decisions, Contracting, and Risk-Sharing in Finance and Insurance [Tuesday]
- Robust Finance and Model Uncertainty [Wednesday]
- Financial Analytics of High Frequency Trading [Thursday]
- Emerging Topics in Financial Analytics [Friday]
Schedule
| 08:30 to 09:00 |
Coffee break
|
| 09:00 to 09:40 |
Ranadeera Samanthi, Central Michigan University Location:Fields Institute, Room 230 |
| 09:40 to 10:20 |
Jianxi Su, Purdue University Location:Fields Institute, Room 230 |
| 10:20 to 10:50 |
Coffee break
|
| 10:50 to 11:30 |
Ruodu Wang, University of Waterloo Location:Fields Institute, Room 230 |
| 11:30 to 12:10 |
Edward Furman, York University Location:Fields Institute, Room 230 |
| 12:10 to 14:00 |
Lunch
|
| 14:00 to 14:40 |
Paul Kovacs, Property and Casualty Insurance Compensation Corporation & Institute for Catastrophic Loss Reduction Location:Fields Institute, Room 230 |
| 14:40 to 15:20 |
Vytaras Brazauskas, University of Wisconsin-Milwaukee Location:Fields Institute, Room 230 |
| 15:20 to 15:50 |
Coffee break
|
| 15:50 to 16:30 |
Peng Shi, University of Wisconsin–Madison Location:Fields Institute, Room 230 |
| 16:30 to 17:10 |
Yi Lu, Simon Fraser University Location:Fields Institute, Room 230 |
| 17:10 to 19:00 |
Reception
|
| 08:30 to 09:15 |
Coffee Break
|
| 09:15 to 10:00 |
Xunyu Zhou Location:Fields Institute, Room 230 |
| 10:00 to 10:45 |
Erick Delage, HEC Montréal Location:Fields Institute, Room 230 |
| 10:45 to 11:15 |
Coffee Break
|
| 11:15 to 12:00 |
Alexander Schied, University of Waterloo Location:Fields Institute, Room 230 |
| 12:00 to 14:00 |
Lunch
|
| 14:00 to 14:45 |
Ambrose Lo, University of Iowa Location:Fields Institute, Room 230 |
| 14:45 to 15:30 |
Daniel Bauer, University of Wisconsin–Madison Location:Fields Institute, Room 230 |
| 15:30 to 16:00 |
Coffee Break
|
| 16:00 to 16:45 |
Traian Pirvu, McMaster University Location:Fields Institute, Room 230 |
| 08:30 to 09:00 |
Coffee Break
|
| 09:00 to 09:50 |
Antonis Papapantoleon, National Technical University of Athens Location:Fields Institute, Room 230 |
| 09:50 to 10:40 |
Michael Kupper, University of Konstanz Location:Fields Institute, Room 230 |
| 10:40 to 11:10 |
Coffee Break
|
| 11:10 to 12:00 |
Cosimo Munari, ETH Zürich Location:Fields Institute, Room 230 |
| 12:00 to 14:00 |
Lunch
|
| 14:00 to 14:50 |
Surplus invariant risk measures on robust model spaces,
Niushan Gao, Toronto Metropolitan University Location:Fields Institute, Room 230 |
| 14:50 to 15:40 |
Traian Pirvu, McMaster University Location:Fields Institute, Room 230 |
| 09:00 to 10:00 |
Katya Malinova, McMaster University Location:Fields Institute, Room 230 |
| 10:00 to 10:30 |
Coffee break
|
| 10:30 to 11:30 |
Anatoliy Swishchuk, University of Calgary Location:Fields Institute, Room 230 |
| 11:30 to 14:00 |
Lunch
|
| 14:00 to 15:00 |
Tai-Ho Wang, Baruch College, CUNY Location:Fields Institute, Room 230 |
| 15:00 to 15:30 |
Coffee break
|
| 15:30 to 16:30 |
Bei Jia, Element AI Location:Fields Institute, Room 230 |
| 09:00 to 10:00 |
Roger Stein, NYU Stern School of Business Location:Fields Institute, Room 230 |
| 10:00 to 10:30 |
Coffee Break
|
| 10:30 to 11:30 |
Stan Uryasev, University of Florida Location:Fields Institute, Room 230 |
| 11:30 to 12:30 |
Ke Nian, University of Waterloo Location:Fields Institute, Room 230 |
| 12:30 to 14:00 |
Lunch
|
| 14:00 to 15:00 |
Agostino Capponi, Columbia University Location:Fields Institute, Room 230 |
| 15:00 to 15:30 |
Coffee Break
|
| 15:30 to 16:30 |
Panel Discussion - Challenges and Opportunities in Financial Analytics
Matheus Grasselli, McMaster University, Katya Malinova, McMaster University, Dan Rosen, d1g1t Inc., Rene Stock, Scotiabank, Agostino Capponi, Columbia University Location:Fields Institute, Room 230 |
