AMS Sectional Meeting AMS Special Session
Current as of Sunday, September 17, 2023 03:30:04
2023 Fall Eastern Sectional Meeting
- University at Buffalo (SUNY), Buffalo, NY
- September 9-10, 2023 (Saturday - Sunday)
- Meeting #1188
Associate Secretary for the AMS Scientific Program:
Steven H Weintraub, Lehigh University shw2@lehigh.edu
Special Session on Financial Mathematics
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Saturday September 9, 2023, 8:00 a.m.-11:00 a.m.
Special Session on Financial Mathematics, I
Room 112, Talbert Hall
Organizers:
Maxim Bichuch, University at Buffalo mbichuch@buffalo.edu
Zachary Feinstein, Stevens Institute of Technology
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8:00 a.m.
Dynamic Debt Issuance with Jumps
Andreea Minca, Cornell University
Johannes Wissel*, Cornell University
(1188-91-25980) -
8:30 a.m.
Risk Budgeting Allocation for Dynamic Risk Measures
Silvana Pesenti*, University of Toronto
(1188-91-25979) -
9:00 a.m.
An agent base network model of the financial systemic risk including collateralized liabilities
Hassan Chehaitli, McMaster University
Matheus Grasselli, McMaster University
Tom Hurd, McMaster University
Weijie Pang*, Wentworth Institute of Technology
(1188-90-25957) -
9:30 a.m.
Modeling Inverse Demand Function with Explainable Dual Neural Networks
Hamed Amini, University of Florida
Zhiyu Cao*, Stevens Institute of Technology
Zihan Chen, Stevens Institute of Technology
Zachary Feinstein, Stevens Institute of Technology
(1188-68-26046) -
10:00 a.m.
Interpreting Characteristics Behavior In Empirical Asset Pricing
Zequn Li, Stevens Institute of Technology
Ying Wu, Stevens Institute of Technology
Steve Y. Yang*, Stevens Institute of Technology
(1188-60-25786) -
10:30 a.m.
Asset Pricing and Corporate Governance
Arash Fahim*, Florida State University
Vijay R Krishna, Florida State University
(1188-91-26006)
-
8:00 a.m.
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Saturday September 9, 2023, 3:00 p.m.-6:00 p.m.
Special Session on Financial Mathematics, II
Room 112, Talbert Hall
Organizers:
Maxim Bichuch, University at Buffalo mbichuch@buffalo.edu
Zachary Feinstein, Stevens Institute of Technology
-
3:00 p.m.
Decentralized Prediction Markets and Sports Books
Hamed Amini, University of Florida
Maxim Bichuch*, University at Buffalo
Zachary Feinstein, Stevens Institute of Technology
(1188-91-26083) -
3:30 p.m.
Bitcoin Mining, Electricity Consumption, and Climate Damages
Steven Kou*, Boston University
(1188-91-25616) -
4:00 p.m.
Implied Volatility in Decentralized Finance from the Constant Product Market Maker
Maxim Bichuch, University at Buffalo
Zachary Feinstein*, Stevens Institute of Technology
(1188-91-25977) -
4:30 p.m.
CANCELLED Optimal Investment: Robo-advising Under Small Changes of Risk Aversion
Maxim Bichuch, University at Buffalo
Nadejda Veselinova Drenska*, Louisiana State University
(1188-91-26166) -
5:00 p.m.
Optimal Dynamic Portfolio Problem with Regime Changes
Yaacov Kopeliovich*, University Of Connecticut
(1188-49-25363) -
5:30 p.m.
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior
Ionut Florescu, Stevens Institute of Technology
Zheng Li, Stevens Institute of Technology
Matthew Thomas, Stevens Institute of Technology
Zhiyuan Yao*, Stevens Institute of Technology
(1188-91-26096)
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3:00 p.m.
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Sunday September 10, 2023, 8:00 a.m.-11:00 a.m.
Special Session on Financial Mathematics, III
Room 112, Talbert Hall
Organizers:
Maxim Bichuch, University at Buffalo mbichuch@buffalo.edu
Zachary Feinstein, Stevens Institute of Technology
-
8:00 a.m.
Mean field approximations via log-concavity, and a non-asymptotic perspective on mean field control
Daniel Lacker, Columbia Universvity
Sumit Mukherjee, Columbia University
Lane Chun Yeung*, Columbia University
(1188-60-26020) -
8:30 a.m.
Finite Approximations for Mean-Field Type Multi-Agent Control and Their Near Optimality
Ali Kara*, University of Michigan
(1188-60-26072) -
9:00 a.m.
Stochastic Control/Stopping Problem with Expectation Constraints
Song Yao*, University of Pittsburgh
(1188-60-26102) -
9:30 a.m.
Prediction problems and second order equations
Erhan Bayraktar, University of Michigan, Ann Arbor
Ibrahim Ekren*, Florida State University
Xin Zhang, University of Vienna
(1188-91-26132) -
10:00 a.m.
Risk-indifference Pricing of American Options
Rohini Kumar, Wayne State University
Frederick Isadore Miller, Worcester Polytechnic Institute
Hussein Nasralah, University of Michigan-Dearborn
Stephan Sturm*, Worcester Polytechnic Institute
(1188-91-25723) -
10:30 a.m.
On Perturbations of Preferences and Indifference Price Invariance
Oleksii Mostovyi*, University of Connecticut
(1188-60-25968)
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8:00 a.m.
Inquiries: meet@ams.org