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.