Model Uncertainty in Risk Management

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

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