AMaMeF_2021: 10th General AMaMeF Conference Department of Mathematics "Tullio Levi-Civita", via Trieste 63. Padova, Italy, June 22-25, 2021 |
Conference website | https://events.math.unipd.it/AMAMEF2021/ |
Submission link | https://easychair.org/conferences/?conf=amamef-2021 |
Abstract registration deadline | May 3, 2021 |
Submission deadline | May 3, 2021 |
Covid - 19: regular updates and announcements on the evolution of the conference organisation will be posted on thw conference webpage: https://events.math.unipd.it/AMAMEF2021/home
AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. A brief survey of AMaMeF is available here, including a listing of the current members of its Acting Board. Under the auspices of AMaMeF numerous conferences, workshops and other scientific activities have been organized. Among these the General AMaMeF Conferences have been the biggest, and they are currently organized in a roughly two-yearly schedule.
The 10th General AMaMeF conference is organized by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova. The program consists of 8 plenary lectures, 9 invited sessions and several contributed sessions.
Format of the conference: we plan to organize the conference in a hybrid format, with the presence of a limited number of participants in Padova. For in person participation, we will follow a first-come-first-served rule, according to the date of registration to the conference (the opening of the registration will be announced in due time). In any case, every speaker will have the possibility of presenting remotely. If the conditions do not allow a hybrid format, we will rapidly switch to fully online format. We expect to have precise information on the format of the conference in April. Fees for a virtual conference will be significantly less than for an in-person conference.
Plenary speakers
- Beatrice ACCIAIO (ETH Zurich)
- Clémence ALASSEUR (Electricité de France)
- Elisa ALOS (University Pompeu Fabra, Barcelona)
- Michalis ANTHROPELOS (University of Piraeus)
- Francois DELARUE (University of Nice Sophia-Antipolis)
- Marcel NUTZ (Columbia University)
- Frank RIEDEL (Bielefeld University)
- Emanuela ROSAZZA GIANIN (University of Milano-Bicocca)
Submission Guidelines
We welcome submissions for contributed talks in mathematical finance and its applications, including but not limited to the following topics:
- Algorithmic trading
- Asset pricing under market frictions
- Collateralization and XVA
- Computational finance in high dimension
- Credit risk and interest rate modeling
- Energy and commodity markets
- Equilibrium models
- Financial technology
- Green and sustainable finance
- Insurance mathematics
- Machine learning in mathematical finance
- Market microstructure
- Mean-field games and stochastic control
- Model uncertainty and model risk
- Optimal transport and robust finance
- Portfolio optimization
- Risk measures
- Stochastic volatility modeling
- Systemic risk and financial networks
Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A).
Submission: please submit title and abstract of your talk, with complete indication of names and affiliations of all authors, together with at least three and at most five keywords. It is possible (but not required) to upload the pdf file of your paper.
Submission webpage: https://easychair.org/conferences/?conf=amamef-2021
Deadline: Monday 3 May 2021. Acceptance notifications will be sent before 15 May 2021.
Committees
Scientific Committee
- Erhan BAYRAKTAR (University of Michigan)
- Giorgia CALLEGARO (University of Padova)
- Giulia DI NUNNO (University of Oslo)
- Claudio FONTANA (University of Padova)
- Martin LARSSON (ETH Zürich)
- Johannes MUHLE-KARBE (Imperial College London)
- Mathieu ROSENBAUM (Ecole Polytechnique)
- Robert STELZER (University of Ulm)
- Tiziano VARGIOLU (University of Padova)
- Mihail ZERVOS (London School of Economics)
- Johanna ZIEGEL (University of Bern)
Organizing committee
- Giorgia CALLEGARO (University of Padova)
- Claudio FONTANA (University of Padova)
- Martino GRASSELLI (University of Padova)
- Wolfgang Johann RUNGGALDIER (University of Padova)
- Tiziano VARGIOLU (University of Padova)
Contact
All questions about submissions should be emailed to amamef2021@math.unipd.it