Talks

Planned talks

  • Volterra signatures with applications in computational finance
    ICCM 2026, Oxford, UK, September 1-4.

Previous talks

2026

  • The Volterra signature
    • Conference “Path-dependent optimal control and applications in finance and economics”, Berlin, Germany, March 2026.
    • Bachelier World Congress, Bologna, Italy, June 2026.
  • Rough PDEs for local stochastic volatility models
    • Annual PREMIA meeting, Paris, France, May 2026.

2025

  • Signature methods for American option pricing

    • SIAM Conference on Financial Mathematics and Engineering, Miami, USA, July 2025.
    • Annual PREMIA Meeting, Paris, France, June 2025.

  • Expected signatures for augmented processes
    21st Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis, Berlin, Germany, July 2025.

  • The Volterra signature

    • Signatures in 1 and 2 Dimensions, Oslo, Norway, June 2025.
    • PhD Seminar: Advanced Stochastic Modeling, Vienna, Austria, October 2025.

  • Moments of Volterra processes and signatures
    PhD Seminar: Advanced Stochastic Modeling, Vienna, Austria, May 2025.

  • What is rough analysis?
    MATH+ What is…? Seminar, Berlin, Germany, January 2025.

2024

  • Non-Markovian optimal stopping with signatures

    • Directions in Rough Analysis, Oberwolfach, Germany, November 2024.
    • 18th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis, Oxford, United Kingdom, January 2024.

  • Rough path theory for financial modelling
    IRTG Student Seminar, Berlin, Germany, July 2024.

  • Rough PDEs for local stochastic volatility
    -Klagenfurt-Berlin Meeting, Klagenfurt, Austria, June 2024. -Recent Developments in Rough Paths, Oslo, Norway, March 2024.

  • Optimal Control in Energy Markets using Rough Analysis and Deep Networks
    MATH+ Spotlight Talk, Berlin, Germany, January 2024.

2023

  • Rough PDEs and local stochastic volatility

    • Volatility is Rough Workshop, Isle of Skye, Scotland, April 2023.
    • 17th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis, Berlin, Germany, April 2023.
    • Modern Methods in Applied Stochastics and Nonparametric Statistics, Berlin, Germany, May 2023.

  • Rough PDEs in financial modelling
    SPDE Seminar TU Berlin, Berlin, Germany, November 2023.

  • Rough path signatures and applications
    WIAS PhD Seminar, Berlin, Germany, October 2023.

  • Optimal stopping with signatures
    Modern Methods in Applied Stochastics and Nonparametric Statistics, Berlin, Germany, May 2023.

2022

  • Polynomial Volterra processes and applications
    • 16th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis, Oxford, United Kingdom, December 2022.
    • Modern Methods in Applied Stochastics and Nonparametric Statistics, Berlin, Germany, October 2022.