19 December 2025 | Seminar Futures of quantitative finance
Talk by Alexandre Alouadi, BNP Global Markets, CIFRE PhD Title : LightSBB-M: Bridging Schrodinger and Bass for Generative Modeling Abstract: The Schrodinger Bridge and Bass (SBB) formulation, which jointly controls drift and volatility, is an established extension of...
19 December 2025 | Seminar Futures of quantitative finance
By Samuel Drapeau, Professor Shanghai Jiao Tong University Title: Utilization of Transformers for Time Series Modeling Abstract: Purely Markovian or recurrent models often fail to capture the complex, non-linear dependencies inherent in many financial time series,...
19 December 2025 | Seminar Futures of quantitative finance
Tak by Ivan Guo, Professor Monash University Melbourne Title: Robust pricing-hedging duality for American options Abstract: The field of robust finance is about studying and mitigating model uncertainty. The robust price of a derivative is the maximal...
19 December 2025 | Events, News, Seminar Futures of quantitative finance
Talk by Benjamin Jourdain, Professor Ecole nationale des ponts et chaussées Title: The implied volatility surface also is path-dependent Abstract: We propose a new model for the forecasting of both the implied volatility surfaces and the underlying asset price....
