Advances in Stochastic Analysis for Handling Risks in Finance and Insurance

This workshop will focus on the two areas of optimal transport and quasi-sure analysis and of machine learning, data science and high-dimensional optimisation, all within the context of mathematical finance. It brings together experts from mathematical finance and specialists of numerical methods for optimal transport problems and specialists of neural networks and optimisation techniques for AI applications. Some key goals are to understand the nature of recently obtained results in the latter areas, their connections to mathematical finance, and to discuss the directions that should be explored with priority in the future.

This workshop will take place from October 21-25, 2019 at the CIRM in Luminy (near Marseille). Participation is by invitation only.

Most of the information about the workshop and the CIRM can be found at external pagehttps://conferences.cirm-math.fr/2265.htmlcall_made and at http://www.cirm-math.com/visitors.html. We have at this stage only very few extra points for invited participants:

• We cover the accommodation as well as the meals from Sunday evening until Friday lunch (both included). If you want to stay longer, please check directly with the CIRM about reservations and costs.
• We expect that participants will cover their travel costs themselves. For young researchers, we may be able to find extra funding if they apply and explain their situation.
• Due to limited space, some participants will have to share rooms. More information about this will be provided at a later stage.
  
• Due to limited time, not all participants will be able to give a talk. We try to maximise interaction by having a lot of time for discussion and collaboration.