Dynamic Acceptability Indices
Systemic Risk
Description
Tao Chen
Title: Dynamic Acceptability Indices
Mr. Tao Chen will continue the topic of no arbitrage pricing through g-expectation.
Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin Chang will verify previous results with the bivariate process and other distributions. She will try to compare the difference between with and without restructuring property.
Marcin Pitera
Title: Multiperiod Portfolio Optimization
Mr. Marcin Pitera will continue the topic of the existence and uniqueness of the solution.
Event Topic
Mathematical Finance, Stochastic Analysis, and Machine Learning