{"id":16,"date":"2018-01-29T15:03:48","date_gmt":"2018-01-29T18:03:48","guid":{"rendered":"http:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/?page_id=16"},"modified":"2025-12-12T14:40:23","modified_gmt":"2025-12-12T17:40:23","slug":"program","status":"publish","type":"page","link":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/program\/","title":{"rendered":"Program"},"content":{"rendered":"

Wednesday, 17 December <\/strong><\/h4>\n\n\n<\/colgroup>\n\n<\/colgroup>\n\n<\/colgroup>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Time<\/span><\/strong><\/td>\nSpeaker<\/span><\/strong><\/td>\nTitle<\/strong><\/td>\n<\/tr>\n
09:00-09:30<\/span><\/td>\nNicol\u00e1s Hern\u00e1ndez (Universidad T\u00e9cnica Federico Santa Mar\u00eda)<\/span><\/td>\nOn contract theory with multiple players and numerical algorithms<\/td>\n<\/tr>\n
09:30-10:00<\/span><\/td>\nMathias Beiglb\u00f6ck (Universit\u00e4t Wien)<\/span><\/td>\nBrenier\u2019s theorem for adapted transport I<\/span><\/td>\n<\/tr>\n
10:00-10:30<\/span><\/td>\nStefan Schrott (Universit\u00e4t Wien)<\/span><\/td>\nBrenier\u2019s theorem for adapted transport II<\/span><\/td>\n<\/tr>\n
10:30-11:00<\/span><\/b><\/td>\nCoffee break<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
11:00-11:30<\/span><\/td>\nAnastasis Kratsios (McMaster University)<\/span><\/td>\nThe Neural Black0-Scholes Formula<\/span><\/td>\n<\/tr>\n
11:30-12:00<\/span><\/td>\nEmma Hubert (Universit\u00e9 Paris Dauphine)<\/span><\/td>\nRevisiting contract theory with volatility control<\/span><\/td>\n<\/tr>\n
12:00-12:30<\/span><\/td>\nDavid Salas (Universidad de O’Higgins)<\/span><\/td>\nStability of expectation with decision-dependent uncertainty over moving sets<\/td>\n<\/tr>\n
12:30-14:00<\/span><\/b><\/td>\nLunch<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
14:00-14:30<\/span><\/td>\nChiara Rossato (ETH Z\u00fcrich)<\/span><\/td>\nTime-inconsistent stochastic games with mean-variance preferences<\/span><\/td>\n<\/tr>\n
14:30-15:00<\/span><\/td>\nSara Mazzonetto (Universit\u00e9 de Lorraine)<\/span><\/td>\nSticky interfaces and local time approximation<\/span><\/td>\n<\/tr>\n
15:00-15:30<\/span><\/td>\nFilippo Beretta (ETH Z\u00fcrich)<\/span><\/td>\nClosed-loop strategies in partial-information leader-follower games<\/span><\/td>\n<\/tr>\n
15:30-16:00<\/span><\/b><\/td>\nCoffee break<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
16:00-16:30<\/span><\/td>\nAnna de Crescenzo (Universit\u00e9 Paris Cit\u00e9)<\/span><\/td>\nMean-field control of heterogeneous systems<\/span><\/td>\n<\/tr>\n
16:30-17:00<\/span><\/td>\nMarco Rodrigues (ETH Z\u00fcrich)<\/span><\/td>\nRobust Hedging of American Options via Aggregated Snell Envelopes<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/p>\n

Thursday, 18 December <\/strong><\/h4>\n\n\n<\/colgroup>\n\n<\/colgroup>\n\n<\/colgroup>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Time<\/span><\/strong><\/td>\nSpeaker<\/span><\/strong><\/td>\nTitle<\/strong><\/td>\n<\/tr>\n
09:00-09:30<\/span><\/td>\nNabil Kazi-Tani (Universit\u00e9 de Lorraine)<\/td>\nMulti-dimensional risk-averse stochastic optimization<\/td>\n<\/tr>\n
09:30-10:00<\/span><\/td>\nAlexandros Saplaouras (ETH Z\u00fcrich)<\/td>\nStability of Backward Propagation of Chaos and Numerical Approaches<\/td>\n<\/tr>\n
10:00-10:30<\/span><\/td>\nCamilo Hern\u00e1ndez (University of Southern Calfornia)<\/td>\nDynamic Schr\u00f6dinger bridges beyond entropy<\/td>\n<\/tr>\n
10:30-11:00<\/span><\/b><\/td>\nCoffee break<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
11:00-11:30<\/span><\/td>\nCristopher Hermosilla (Universidad T\u00e9cnica Federico Santa Mar\u00eda)<\/td>\nA Minimality Property of the Value Function in Optimal Control on Spaces of Probability Measures<\/td>\n<\/tr>\n
11:30-12:00<\/span><\/td>\nThibaut Mastrolia (University of California Berkeley)<\/td>\nAgency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats<\/td>\n<\/tr>\n
12:00-12:30<\/span><\/td>\nLudovic Tangpi (Princeton University)<\/span><\/td>\nParticle system approximation of Nash equilibria in large games<\/span><\/td>\n<\/tr>\n
12:30-14:00<\/span><\/b><\/td>\nLunch<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
14:00-14:30<\/span><\/td>\nSergey Nadtochiy (Carnegie Mellon University)<\/td>\nExponential stability of stochastic filters without global mixing<\/td>\n<\/tr>\n
14:30-15:00<\/span><\/td>\nPedro P\u00e9rez-Aros (Universidad de Chile)<\/td>\nChance-Constrained Optimization and Spherical Radial Decomposition<\/td>\n<\/tr>\n
15:00-15:30<\/span><\/td>\nLuis Brice\u00f1o (Universidad T\u00e9cnica Federico Santa Mar\u00eda)<\/td>\nA dual proximal-gradient approach for variational mean field games<\/td>\n<\/tr>\n
15:30-16:00<\/span><\/b><\/td>\nCoffee break<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
16:00-16:30<\/span><\/td>\nScott Robertson (Boston University)<\/td>\nRational Expectations Equilibrium with Endogenous Information Acquisition Time<\/td>\n<\/tr>\n
16:30-17:00<\/span><\/td>\nFrancisco Silva (Universit\u00e9 de Limoges)<\/td>\nApproximation and perturbations of stable solutions to mean field game systems<\/td>\n<\/tr>\n
19:30<\/span><\/b><\/td>\nConference dinner: Welcome drink <\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
19:40<\/span><\/b><\/td>\nConference dinner: Open talk by In\u00e9s Dussaillant<\/span><\/b><\/td>\n The voice of glaciers<\/span>: The hidden message behind the observed changes in global glaciers<\/span><\/span><\/td>\n<\/tr>\n
20:00<\/span><\/b><\/td>\nConference dinner: Main courses<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/p>\n

Friday, 19 December <\/strong><\/h4>\n\n\n<\/colgroup>\n\n<\/colgroup>\n\n<\/colgroup>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Time<\/span><\/strong><\/td>\nSpeaker<\/span><\/strong><\/td>\nTitle<\/span><\/strong><\/td>\n<\/tr>\n
09:00-09:30<\/span><\/td>\nJosef Teichmann (ETH Z\u00fcrich)<\/td>\nGeometric Aspects of generative AI with some applications to time<\/td>\n<\/tr>\n
09:30-10:00<\/span><\/td>\nMariano Vazquez (Universidad de Chile)<\/td>\nCyber risk prevention under risk averse spectral criteria<\/td>\n<\/tr>\n
10:00-10:30<\/span><\/td>\nBenjam\u00edn Vera (Universidad de Chile)<\/td>\nContributions to the Existence and Computation of Nash Equilibria in Electricity Markets with Pollution Constraints<\/td>\n<\/tr>\n
10:30-11:00<\/span><\/b><\/td>\nCoffee break<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
11:00-11:30<\/span><\/td>\nMat\u00edas Vera (ETH Z\u00fcrich)<\/td>\nInvestment and operational planning for an electric market with path-sample constraints<\/td>\n<\/tr>\n
11:30-12:00<\/span><\/td>\nEmilio Vilches (Universidad de O’Higgins)<\/td>\nStochastic Sweeping Processes for Nonconvex Sets<\/td>\n<\/tr>\n
12:00-12:30<\/span><\/td>\nJoshu\u00e9 Ricalde (ETH Z\u00fcrich)<\/span><\/td>\nFrom Particles to Mean-Field to Quantum Systems: Operator-Valued Non-Commutative Probability Methods for the Propagation of Chaos<\/span><\/td>\n<\/tr>\n
12:30-14:00<\/span><\/b><\/td>\nLunch<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
14:00-14:30<\/span><\/td>\nAndr\u00e9s Riveros (Columbia University)<\/td>\nQuadratically Regularized Optimal Transport<\/td>\n<\/tr>\n
14:30-15:00<\/span><\/td>\nDaniel Kr\u0161ek (ETH Z\u00fcrich)<\/td>\nAbsolute Continuity in the Adapted Wasserstein Space<\/td>\n<\/tr>\n
15:00-15:30<\/span><\/td>\nMateo Rodriguez (ETH Zurich)<\/td>\nInformation Leakage and Opportunistic Trading Around the FX Fix<\/td>\n<\/tr>\n
15:30-16:00<\/span><\/b><\/td>\nCoffee break<\/span><\/b><\/td>\n\u00a0<\/span><\/td>\n<\/tr>\n
16:00-16:30<\/span><\/td>\nMathieu Rosenbaum (\u00c9cole Polytechnique)<\/td>\nCore Order Flow: The Invisible Hand of Market Dynamics<\/td>\n<\/tr>\n
16:30-17:00<\/span><\/td>\nTerry Rockafellar (University of Washington)<\/td>\nStochastic Divergences in Understanding Risk and Information<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Wednesday, 17 December Time Speaker Title 09:00-09:30 Nicol\u00e1s Hern\u00e1ndez (Universidad T\u00e9cnica Federico Santa Mar\u00eda) On contract theory with multiple players and numerical algorithms 09:30-10:00 Mathias Beiglb\u00f6ck (Universit\u00e4t Wien) Brenier\u2019s theorem for adapted transport I 10:00-10:30 Stefan Schrott (Universit\u00e4t Wien) Brenier\u2019s theorem for adapted transport II 10:30-11:00 Coffee break \u00a0 11:00-11:30 Anastasis Kratsios (McMaster University) The … Continue reading Program<\/span> →<\/span><\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":3,"comment_status":"closed","ping_status":"closed","template":"","meta":{"inline_featured_image":false,"footnotes":""},"class_list":["post-16","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/wp-json\/wp\/v2\/pages\/16","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/wp-json\/wp\/v2\/comments?post=16"}],"version-history":[{"count":66,"href":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/wp-json\/wp\/v2\/pages\/16\/revisions"}],"predecessor-version":[{"id":203,"href":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/wp-json\/wp\/v2\/pages\/16\/revisions\/203"}],"wp:attachment":[{"href":"https:\/\/eventos.cmm.uchile.cl\/stochasticfinance2025\/wp-json\/wp\/v2\/media?parent=16"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}