Camilo Castillo - Input allocation, investment and separation results in a jump-diffusion multi-factor productivity model

Vedant Choudhary - FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs

Anthony Coache - Robust Reinforcement Learning for Dynamic Coherent Risk Measures

Xiyue Han - Estimating the roughness exponent of stochastic volatility from discrete observations of the realized variance

Emma Kroell - Optimal robust reinsurance with multiple insurers

Yubo Rasmussen - Neural Network Embedding of the Pareto Regression Model for Claims Severity

Liam Welsh - Nash Equilibria in Greenhouse Gas Offset Credit Markets

Xuwei Yang - Linear-quadratic mean field Stackelberg games: Master equations and decentralized feedback strategies