Poster sessions
Monday, 3 February 2025
- Zixin Feng, Macquarie University, Australia
Risk measurements for blockchain mining pools and crypto asset management - Javier Garcia Gonzalez, Tilburg University, Netherlands
Daily leverage and long-term investing using leveraged exchange traded funds - Pankaj Kumar, Jheronimus Academy of Data Science, Netherlands
Multi-Agent Deep Reinforcement Learning for High-Frequency Multi-Market Making - Yixuan Ma, Maastricht university, Netherlands
Solving Dynamic Portfolio and Consumption Problems by Going Forward in Time - Mustapha Regragui, Ghent University, Belgium
Numerical valuation of swing options: discrete exercise rights - Iván de Jesús Rodríguez Durán, Centro de Investigación en Matemáticas, Mexico
HJB equation for maximization of wealth under insider trading - Rodolphe Vanderveken, UCLouvain, Belgium
Shrinking the Covariance Matrix: A Portfolio Perspective
Tuesday, 4 February 2025
- Dounia Essaket, Université Paris Cité, France
On the Carbon Tax in Golosov et al.'s 2014 Dynamic Stochastic General Equilibrium Central Planning Model - Agathe Fernandes Machado, Université du Québec à Montréal, Canada
Probabilistic Scoring for Unbalanced Multi-Class Classifiers: Enhancing Calibration with Nested Dichotomies - Natascha Jankowski, University of Konstanz, Germany
Life cycle consumption and portfolio choice under real interest rate risk - Yushan Liu, Ecole Polytechnique, France
Metamodeling Climate Trajectories Using Neural Networks - Massimiliano Moda, University of Antwerp, Belgium
A numerical solution for European option pricing under 2-dimensional jump-diffusion processes - Austin Riis-Due, University of Waterloo, Canada
Reinforcement Learning for Actuarial Credibility, with Extensions
For more information please contact ann.deschepper(at)uantwerpen.be