Upcoming Presentations
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Jun 8 — 10, 2026. French Rough Path workshop, Toulouse, France.
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Jun 29 — Jul 3, 2026. 13th Bachelier World Congress 2026, Bologna, Italy.
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Sep 1 — 4, 2026. International Conference on Computational Finance 2026, Oxford, UK.
Conference Presentations
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Apr 27, 2026 | Chasing Stationarity: Exponentially Fading Memory Signature
Stochastic Control and Games for Risk & Regulation, Hammamet, Tunisia. -
Jan 14, 2026 | Chasing Stationarity: Exponentially Fading Memory Signature
18th Colloquium Bachelier, Métabief, France. -
Sep 2, 2025 | Martingality in the Signature Volatility Model
Stochastics & Computational Finance, Lisbon, Portugal. -
Jun 27, 2025 | Heath–Jarrow–Morton meet lifted Heston in energy markets for joint historical and implied calibration
12th General AMaMeF Conference, Verona, Italy. -
Jan 15, 2025 | Martingality in the Signature Volatility Model
17th Colloquium Bachelier, Métabief, France. -
Dec 2, 2024 | HJM Stochastic Volatility Model for Energy Markets
Quant Careers Symposium, Amsterdam, Netherlands.
Seminar Talks
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May 20, 2026 | Path-dependent stochastic optimal control via Riccati equation on the tensor algebra
Seminar of the CMAP MathsFi group, École Polytechnique, Paris, France. -
Mar 17, 2026 | Chasing Stationarity: Exponentially Fading Memory Signature
Working Group “Stochastic Methods and Finance”, CERMICS, École des Ponts, Paris, France. -
Mar 3, 2026 | Chasing Stationarity: Exponentially Fading Memory Signature
DataScience@BI seminar, BI Norwegian Business School, Oslo, Norway. -
Feb 24, 2026 | Chasing Stationarity: Exponentially Fading Memory Signature
Doctoral Seminar at LPSM, Sorbonne Université, Paris, France. -
Dec 10, 2025 | Chasing Stationarity: Exponentially Fading Memory Signature
Seminar of the CMAP MathsFi group, École Polytechnique, Paris, France. -
Oct 4, 2025 | Chasing Stationarity: Exponentially Fading Memory Signature
Global Seminar, Vega Institute, Moscow, Russia. [Online] -
Jun 5, 2025 | Probabilistic View on the Signature Method
CEREMADE Young Researcher Days, Caen, France. -
May 2, 2025 | Martingality in the Signature Volatility Model
Bachelier Seminar (Doctoral Session), IHP, Paris, France. -
Feb 6, 2025 | Heath–Jarrow–Morton meet lifted Heston in energy markets for joint historical and implied calibration
Young Researchers’ Seminar, Université Paris Dauphine-PSL, Paris. -
Dec 11, 2024 | Martingality in the Signature Volatility Model & Stationary Signatures
Seminar of the CMAP MathsFi group, École Polytechnique, Paris, France.