Talks

Upcoming Presentations

• International Conference on Computational Finance 2026, Oxford, UK, Sep 1 — 4, 2026

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Conference Presentations

• 13th Bachelier World Congress 2026, Bologna, Italy, Jun 29, 2026
  Signature volatility model: Martingality and Fourier–Laplace transform

• French Rough Path workshop, Toulouse, France, Jun 9, 2026
  Chasing Stationarity: Exponentially Fading Memory Signature

• Stochastic Control and Games for Risk & Regulation, Hammamet, Tunisia, Apr 27, 2026
  Chasing Stationarity: Exponentially Fading Memory Signature

• 18th Colloquium Bachelier, Métabief, France, Jan 14, 2026
  Chasing Stationarity: Exponentially Fading Memory Signature

• Stochastics & Computational Finance, Lisbon, Portugal, Sep 2, 2025
  Martingality in the Signature Volatility Model

• 12th General AMaMeF Conference, Verona, Italy, Jun 27, 2025
  Heath–Jarrow–Morton meet lifted Heston in energy markets for joint historical and implied calibration

• 17th Colloquium Bachelier, Métabief, France, Jan 15, 2025
  Martingality in the Signature Volatility Model

• Quant Careers Symposium, Amsterdam, Netherlands, Dec 2, 2024
  HJM Stochastic Volatility Model for Energy Markets

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Seminar Talks

• Seminar of the CMAP MathsFi group, École Polytechnique, Paris, France, May 20, 2026
  Path-dependent stochastic optimal control via Riccati equation on the tensor algebra

• Working Group “Stochastic Methods and Finance”, CERMICS, École des Ponts, Paris, France, Mar 17, 2026
  Chasing Stationarity: Exponentially Fading Memory Signature

• DataScience@BI seminar, BI Norwegian Business School, Oslo, Norway, Mar 3, 2026
  Chasing Stationarity: Exponentially Fading Memory Signature

• Doctoral Seminar at LPSM, Sorbonne Université, Paris, France, Feb 24, 2026
  Chasing Stationarity: Exponentially Fading Memory Signature

• Seminar of the CMAP MathsFi group, École Polytechnique, Paris, France, Dec 10, 2025
  Chasing Stationarity: Exponentially Fading Memory Signature

• Global Seminar, Vega Institute, Moscow, Russia, Oct 4, 2025. [Online]
  Chasing Stationarity: Exponentially Fading Memory Signature

• CEREMADE Young Researcher Days, Caen, France, Jun 5, 2025
  Probabilistic View on the Signature Method

• Bachelier Seminar (Doctoral Session), IHP, Paris, France, May 2, 2025
  Martingality in the Signature Volatility Model

• Young Researchers’ Seminar, Université Paris Dauphine-PSL, Paris, Feb 6, 2025
  Heath–Jarrow–Morton meet lifted Heston in energy markets for joint historical and implied calibration

• Seminar of the CMAP MathsFi group, École Polytechnique, Paris, France, Dec 11, 2024
  Martingality in the Signature Volatility Model & Stationary Signatures