conference talks

Here are some of the conference talks that I have given around the world

  • Market Making with Scaled Beta Policies, ACM International Conference on AI in Finance, New York, USA, November 2022.
  • Model-based gym environments for limit order book trading, ACM International Conference on AI in Finance, Benchmarks Workshop, New York, USA, November 2022
  • Lifetime Investment and Consumption with Epstein–Zin Stochastic Differential Utility, 10th AMaMeF conference, Padova, Italy, June 2021.
  • The Infinite Horizon Merton Problem with Epstein-Zin Stochastic Differential Utility, SIAM Conference on Financial Mathematics and Engineering, Philadelphia, Pennsylvania, June 2021.
  • Infinite horizon stochastic differential utility (interactive online session) , XXII Workshop On Quantitative Finance, University of Verona, January 2021.
  • Lifetime investment and consumption with Epstein-Zin stochastic differential utility , Statistics, Probability, Analysis and Applied Mathematics seminar,_ University of Warwick_, January 2021.
  • Optimal investment and consumption under Epstein-Zin stochastic differential utility , Stochastic Finance at Warwick Seminar, _University of Warwick _, November 2020.
  • An elementary approach to the Merton problem , 13th European Summer School in Financial Maths, University of Vienna, September 2020.