Program

Friday, January 31, 2020

Time Event  
08:45 - 09:20 Reception  
09:20 - 09:30 Welcome Address and Introduction - Sophie Didelot, Nabil Kazi-Tani  
09:30 - 10:10 Robust risk aggregation with neural networks - Michael Kupper, University of Konstanz
 
10:15 - 10:55 Risk bounds under dependence uncertainty - Ludger Rüschendorf, University of Freiburg
 
10:55 - 11:25 Coffee break  
11:25 - 12:05 Learning Dynamic Generative Models via Causal Optimal Transport - Beatrice Acciaio, London School of Economics
 
12:10 - 12:50 Optimization under uncertainties by composing sampling and optimization with Bayesian algorithms - Rodolphe Le Riche, CNRS LIMOS at Mines St-Etienne
 
12:50 - 14:15 Lunch (buffet on site)  
14:15 - 14:55 Mechanism design of Make-Take fees platforms - Nizar Touzi, Ecole Polytechnique
 
15:00 - 15:40 No-arbitrage with multiple-priors in discrete time - Laurence Carassus, De Vinci Research Center
 
15:45 - 16:25 Multi-armed bandits with uncertainty - Samuel Cohen, University of Oxford
 
  
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