Dynamic Conic Finance
Systemic Risk
Description
Title: Dynamic Conic Finance
Mr. Tao Chen will discuss conic finance regarding different risk measures.
Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin Chang will discuss some systemic properties of an aggregated system.
Marcin Pitera
Title: Dynamic Assessment Indices
Mr. Marcin Pitera will make some remarks regarding the time-consistency of DAI.
Event Topic
Mathematical Finance, Stochastic Analysis, and Machine Learning