Applied Mathematician
I regularly give public talks, to both academics and practitioners.
2024
8th Asian Quantitative Finance Conference, Taipei, Taiwan, August
Mini Course Quantum Computing for Finance, TU Berlin, June
Morgan Stanley Quant Seminar, London, May
Stochastic Numerics and Statistical Learning Workshop, KAUST, Saudi Arabia, May
Stochastic Dynamics and Stochastic Equations, Bernoulli Center, EPFL, Lausanne, March
Quantum for Quants, Abu Dhabi, January
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2023
Research in Options, Rio, December
Mini Course Quantum Computing for Finance, University of Vienna, December
Bank of America Quant Seminar (jointly with V. Raval), London, October
Imperial College Natural Sciences Showcase, London, September
Stochastics around Finance, Kanazawa, August
ICIAM conference, Tokyo, August
MATHRISK International Conference on Numerical Methods in Finance, Udine, June
SIAM Conference on Financial Mathematics and Engineering, Philadelphia, June
Rough Volatility Workshop, Isle of Skye, May
Quantitative Finance conference for Michael Dempster’s 85th birthday, Cambridge, April
New Trends in Machine Learning for Finance, Imperial, March
Bachelier Finance Society One World Seminar, January (online)
2022
NYC Quantum Summit, NYU, November
Quantum Finance, online, November
International Symposium on Dialogue for Global Innovation, London, October
Imperial College Quantum Tech Society, October
Stochastic Control and Quantitative Finance, Jerusalem, September
Friends of Imperial College, London, June
Bachelier Course (8-hour course on Quantum Computing in Finance), Paris, June
University of Padua (16-hour course on Rough volatility), Padua, April
MathFinance Conference, Frankfurt, March (online)
2021
Workshop on New Challenges in Quantitative Finance, Barcelona, Spain, July (online)
Quantum Latino Conference, June (online) [Link to the video]
SIAM Conference on Financial Mathematics and Engineering, June (online)
Mathematical Finance Seminar, Humboldt University, Berlin, May (online)
2nd Spring Colloquium on Probability and Finance, Padua, April (online)
MathFinance Conference, London, March (online)
Mathematics Colloquium, Florida State University, March (online)
Mini-course on volatility, University of Edinburgh, February (online)
Financial and Actuarial Mathematics seminar, UCLA, February (online)
2020
2019
Fractional Calculus in Finance Conference, Ecole Polytechnique Paris (online), December
Seminaire Bachelier, Paris, February
Recent advances in Financial Mathematics, Paris, January
Advances in Stochastic Analysis for Finance and Insurance, CIRM, Luminy, France, October
Vienna Congress on Mathematical Finance, Vienna, Austria, September
Fourth Conference on Ambit Fields and Related Topics, Sandbjerg Estate, Denmark, August
Imperial-CUHK Workshop on Quantitative Finance, Hong Kong , May
MathFinance Conference, Frankfurt, April
Mathematical Finance Seminar, Dublin City University, March
Workshop on Financial Risks and their management, Ryukoku University, Kyoto, February
Goldman Sachs internal seminar, London, January