| 02/04/20 | Lucas Izydorczyk | Annulé |
| 19/03/20 | Christa Cuchiero | Annulé |
| 12/03/20 | Ezechiel Kahn | Strong solutions to a beta-Wishart particle system |
| 05/03/20 | Stefano de Marco | Martingale Schrodinger problem and the calibration of stochastic volatility models |
| 27/02/20 | Florian Bourgey | Meta-model of a large credit risk portfolio in the Gaussian copula and possible extensions |
| 06/02/20 | Séminaire commun MATHRISK / LPSM | INRIA Paris, Salle Jacques Louis Lions 2 |
| 9h00-9h45 : Antonino Zanette | Machine Learning for Pricing American Options in High-Dimensional Markovian and non-Markovian models | |
| 9h45-10h30 : Christian Bayer | Pricing American Options by Exercise Rate Optimization | |
| 11h00-11h45 : Zorana Grbac | Term structure models with stochastic discontinuities | |
| 11h45-12h30 : Médéric Motte | A mean-field approach to targeted advertising modelling | |
| 30/01/20 | François-Xavier Vialard | Sinkhorn divergences for unbalanced optimal transport. |
| 23/01/20 | Gabriel Turinici | Equations d'évolution métriques pour l'apprentissage automatique et les distances statistiques associées |
| 28/11/19 | Sophian Mehalla | Interest rate modelling in insurance: Jacobi stochastic volatility in the Libor Market Model |
| 21/11/19 | Alvin Tse | L'approximation des équations de McKean-Vlasov par la dérivation dans l'espace de Wasserstein |
| 14/11/19 | Adel Cherchali | A synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula. |
| 07/11/19 | Sofiane Martel | Approximation numérique de mesures invariantes de lois de conservation stochastiques |
| 17/10/19 | Séminaire commun MATHRISK / LPSM | Salle 209 16-26, Jussieu |
| 9h00-9h45 : Zhenjie Ren | Mean-field Langevin system, optimal control and deep neural networks | |
| 9h45-10h30 : Stéphane Menozzi | Well-Posedness of Some Non-Linear Stable Driven SDES | |
| 11h00-11h45 : Frédéric Bonnans | Schauder Estimates for a Class of Potential Mean Field Games of Controls | |
| 11h45-12h30 : Thibaut Mastrolia | Regulation of natural resource exploitation | |
| 10/10/19 | Thibaut Mastrolia | Régulation de l'exploitation d'une ressource naturelle renouvelable |
| 03/10/19 | Loucas Pillaud-Vivien | Different aspects of Stochastic gradient descent in Hilbert spaces for Machine Learning problems |
| 26/09/19 | Hoang-Long Ngo | Implicit Euler--Maruyama scheme for radial Dunkl processes. |