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Stochastic Finance @ Warwick Seminars

Unless otherwise specified, the Stochastic Finance seminar takes place on Wednesdays, starting at 11:00 am.

The first session in Term 1 in the academic year 2023/2024 is on the 4th of October.

In Terms 1 and 2, the seminar takes place in B3.03 (Zeeman Building).

While the seminars will run in person, there is also the possibility to join via MS Teams. If you wish to be added to the respective Team, please contact the seminar organiser Miryana GrigorovaLink opens in a new window.

All are welcome.

Term 1

4th October 2023


Moris StrubLink opens in a new window (WBS)

How to choose a model for portfolio selection? A consequentialist approach

11th October 2023 No seminar.
18th October 2023

Purba Das (King's College London)

Hölder regularity and roughness: Construction and examples

25th October 2023

Ofelia Bonesini (Imperial College London)

Correlated equilibria for mean field games with progressive strategies

1st November 2023 No seminar.
8th November 2023

David Itkin (Imperial College London)

Ergodic robust maximization of asymptotic growth with stochastic factors

15th November 2023

Alvaro Cartea (University of Oxford)

Spoofing with Learning Algorithms

22nd November 2023

Albina Danilova (LSE)

Order routing and market quality: Who benefits from internalization?Link opens in a new window

29th November 2023

Neofytos Rodosthenous (University College London)

Non-zero-sum optimal stopping game with continuous versus periodic exercise opportunities

6th December 2023 Corina Constantinescu (University of Liverpool) This talk is postponed to Term 2.
13th December 2023 Anran Hu (University of Oxford)

SF@W mailing list

If you would like to be kept informed of stochastic finance related events in the department, please sign up to the sf@w mailing list.