| Yacine Ait-Sahalia Princeton University | Testing whether volatility can be written as a function of the asset price (PDF) |
| Jiro Akahori Ritsumeikan University, Japan | Default contagion with domino effect (PDF) |
| Levon Avanesyan Princeton University, USA | Forward performance processes in EVE correlation models (PDF) |
| Aurélien Baillon Erasmus University Rotterdam, The Netherlands | Follow the money: Bayesian Markets to aggregate expert opinions when the majority can be wrong (PDF) |
| Peter Bank Technische Universität Berlin, Germany | Liquidity in competitive dealer markets |
| Suleyman Basak London Business School and CEPR, UK | A theory of model sophistication and operational risk (PDF) |
| David Beßlich Technische Universität Berlin, Germany | Proactive and reactive investments via Meyer-σ-fields (PDF) |
| Xuetong Bo National University of Singapore, Singapore | |
| Bruno Bouchard-Denize Université Paris-Dauphine, France | Perfect replication under market impact (PDF) |
| Ning Cai The Hong Kong University of Science and Technology, Hong Kong | Econometrics with privacy preservation |
| Yongqiang Cai National University of Singapore, Singapore | |
| Agostino Capponi Columbia University, USA | Pitfalls of bitcoin's proof-of-work: R&D arms race and mining centralization (PDF) |
| Xiao Chao National University of Singapore, Singapore | |
| Cathy W. S. Chen Feng Chia University, Taiwan | Quantile forecasting based on a multivariate hysteretic autoregressive model with GARCH Errors and time-varying correlations (PDF) |
| Jiahao Chen National University of Singapore, Singapore | |
| Jiawei Chen National University of Singapore, Singapore | |
| Lei Chen National University of Singapore, Singapore | |
| Louis Chen National University of Singapore, Singapore | |
| Nan Chen The Chinese University of Hong Kong, Hong Kong | Dynamic investment and financing with internal and external liquidity management (PDF) Tutorial: Computational issues of dynamic programming and reinforcement learning (PDF) Information relaxation, duality of stochastic dynamic programs, and Boltzmann exploration in reinforcement learning |
| Nan Chen National University of Singapore, Singapore | |
| Ying Chen National University of Singapore, Singapore | Sentiment analysis for online reviews with regularized text logistic regression (PDF) |
| Yuanyuan Chen Nanjing University, China | How does the introduction of hidden orders affect limit order markets? |
| Shan Ying Chu Chung Yuan Christian University, Taiwan | |
| Hui-Ching Chuang Yuan Ze University, Taiwan | Systematic and discretionary hedge funds: classification and performance comparison (PDF) |
| Can Cui National University of Singapore, Singapore | |
| Jiaming Cui National University of Singapore, Singapore | |
| Min Dai National University of Singapore, Singapore | Penalty method for portfolio selection with capital gains tax |
| Peijie Dai National University of Singapore, Singapore | |
| Albert Datui National University of Singapore, Singapore | |
| Jerome Detemple Boston University, USA | Optimal investment in mutually exclusive projects and operating leverage: the value of green energy (PDF) |
| Qiheng Ding The Chinese University of Hong Kong, Hong Kong | |
| Xiaohan Dong National University of Singapore, Singapore | |
| Yuchao Dong National University of Singapore, Singapore | |
| Jin-Chuan Duan National University of Singapore, Singapore | Proxy CDS curves for individual corporates globally (PDF) |
| Paul Embrechts ETH Zürich, Switzerland | Tutorial: The first and second fundamental theorem of quantitative risk management (PDF) Risk-sharing, robustness and regulation (PDF) |
| Shuya Fan National University of Singapore, Singapore | |
| Zizheng Fei National University of Singapore, Singapore | |
| José E. Figueroa-López Washington University in St. Louis, USA | Intraday market making: a comparison between reinforcement learning and an analytical benchmark (PDF) |
| Swee Cheng Foo National University of Singapore, Singapore | |
| Peter Frentrup Humboldt-Universität zu Berlin, Germany | Optimal liquidation in spite of increasing prices (PDF) |
| Guanxing Fu Humboldt-Universität zu Berlin, Germany | Mean field games with singular controls and optimal portfolio liquidation: existence of equilibria |
| Hans Fӧllmer Humboldt-Universität zu Berlin, Germany | Some risk measures on Wiener space (PDF) |
| Qian Gao Peking University, China | |
| Xulei Gao National University of Singapore, Singapore | |
| Zhaokun Gao National University of Singapore, Singapore | |
| Pushpendu Ghosh Nanyang Technological University, Singapore | |
| Emmanuel Gobet École Polytechnique, France | Model-uncertain value-at-risk, expected shortfall and sharpe ratio, using stochastic approximation |
| Zheng Gong National University of Singapore, Singapore | |
| Runhan Gu National University of Singapore, Singapore | |
| Paolo Guasoni Dublin City University, Ireland | Asset prices in segmented and integrated markets (PDF) |
| Xin Guo University of California, Berkeley, USA | From Bregman, Wasserstein, to GANs, and beyond |
| Christian M. Hafner Université Catholique de Louvain, Belgium | Modeling and tracking bubbles (PDF) |
| Wolfgang Karl Härdle Humboldt-Universität zu Berlin, Germany | Crypto volatility forecasting: ML vs GARCH Pricing and hedging crypto options |
| Nikolaus Hautsch University of Vienna, Austria | Limits to arbitrage in markets with stochastic settlement latency (PDF) Tutorial: High-Frequency Econometrics |
| Xuedong He The Chinese University of Hong Kong, Hong Kong | Forward rank-dependent performance criteria: time-consistent investment under probability distortion (PDF) |
| Keisuke Honda The Institute of Statistical Mathematics , Japan | |
| Ulrich Horst Humboldt-Universität zu Berlin, Germany | Implementing portfolio liquidation models (PDF) |
| Sang Hu The Chinese University of Hong Kong, Shenzhen, China | Peer-to-peer equity financing: preference-free and menuless screening contracts |
| Yueting Hu The Chinese University of Hong Kong, Hong Kong | |
| Shan Huang National University of Singapore, Singapore | |
| Yi-Hsiang Huang National University of Singapore, Singapore | |
| Zongyuan Huang Shandong University, China | |
| Emma Hubert University of Paris-Est, France | |
| Errol Inan | |
| Yanwei Jia National University of Singapore, Singapore | Crowd wisdom and prediction markets (PDF) Crowd wisdom and prediction markets (PDF) |
| Wei Jiang National University of Singapore, Singapore | Economic meaning of bitcoin mining From hotelling to Nakamoto: the economic meaning of bitcoin mining |
| Yipeng Jiang Shanghai Jiao Tong University, China | |
| Hanqing Jin University of Oxford, UK and National University of Singapore, Singapore | Mean-risk portfolio choice with weighted VaR and law-invariant coherent risk measures (PDF) |
| Ye Jin National University of Singapore, Singapore | |
| Zhijia Jing Risk Management Institute, Singapore | |
| Pan Jue National University of Singapore, Singapore | |
| Jussi Keppo National University of Singapore, Singapore | Financial literacy in online peer-to-peer lending |
| Shreya Khandelwal National University of Singapore, Singapore | |
| Bogdan Klishchuk Humboldt-Universität zu Berlin, Germany | Speculative trade and market newcomers (PDF) |
| Linghui Kong Soochow University, China | |
| Steven Kou Boston University, USA | |
| Yue-Kuen Kwok Hong Kong University of Science and Technology, Hong Kong | Timer options: expiry floats with realized variance (PDF) |
| Junbeom Lee National University of Singapore, Singapore | |
| See Keong Lee Universiti Sains Malaysia, Malaysia | |
| Xiong An Lee A-Star Bioinformatics Institute, Singapore | |
| Younhee Lee Chungnam National University, Korea | |
| Hao Lei National University of Singapore, Singapore | |
| Qian Lei Nanyang Technological University, Singapore | |
| Nixie Sapphira Lesmana Nanyang Technological University, Singapore | |
| Stefan Lessmann Humboldt-Universität zu Berlin, Germany | |
| Bin Li University of Waterloo, Canada | Optimal dynamic risk sharing under the time-consistent mean-variance criterion (PDF) |
| Duan Li City University of Hong Kong, Hong Kong | A two-layer solution scheme for Bayesian reinforcement learning (PDF) |
| Jiani Li National University of Singapore, Singapore | |
| Juan Li Shandong University, China | Representation formulas for limit values of long run stochastic optimal control (PDF) |
| Linfeng Li National University of Singapore, Singapore | |
| Mengge Li National University of Singapore, Singapore | |
| Qiao Li National University of Singapore, Singapore | |
| Shuli Li NUS, Singapore | |
| Xun Li The Hong Kong Polytechnic University, Hong Kong | Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems under Markov regime-switching system (PDF) |
| Yusi Li National University of Singapore, Singapore | |
| Chuqiao Lian National University of Singapore, Singapore | |
| Kian Guan Lim Singapore Management University, Singapore | Simultaneous volatility and skewness risk in asset pricing (PDF) |
| Chenxi Lin National University of Singapore, Singapore | |
| Qian Lin Tsinghua University, China | Sparse sliced inverse regression via lasso |
| Yi Lin National University of Singapore, Singapore | |
| Zhou Lin National University of Singapore, Singapore | |
| Ruyi Liu Shandong University, China | |
| Xinya Liu National University of Singapore, Singapore | |
| Zhijun Liu National University of Singapore, Singapore | |
| Yaqin Luo National University of Singapore, Singapore | |
| Andrew Lyasoff Boston University, USA | Incomplete-market equilibria and BSDEs (PDF Link) |
| Ning Ma National University of Singapore, Singapore | |
| Thibaut Mastrolia École Polytechnique, France | Optimal auction duration: a price formation viewpoint (PDF) |
| Ariel Neufeld Nanyang Technological University, Singapore | |
| Jiang Yu Nguwi Nanyang Technological University, Singapore | |
| Tianzhen Ni Risk Management Institute, Singapore | |
| Tianyang Nie Shandong University, China | |
| Shilei Niu Xi'an Jiaotong-Liverpool University, China | |
| Paolo Pagnottoni Università degli studi di Pavia, Italy | |
| Jue Pan National University of Singapore, Singapore | |
| Pokai Peng National University of Singapore, Singapore | |
| Shiyu Peng National University of Singapore, Singapore | |
| Xianhua Peng Peking University HSBC Business School, China | A general Monte Carlo algorithm with monotonicity for stochastic control problems |
| Ryle Perera Macquarie University, Australia | |
| Huyen Pham Université Paris Diderot, France | Some machine learning schemes for high dimensional nonlinear PDEs (PDF) |
| Xiaohan Qi National University of Singapore, Singapore | |
| Shuaijie Qian National University of Singapore, Singapore | Non-concave portfolio optimization without the concavification principle (PDF) |
| Xiaosong Qian Soochow University, China | Basket credit derivatives pricing in a Markov chain model with interacting intensities and contagion risk (PDF) |
| Cong Qin Soochow University, China | From hotelling to Nakamoto: the economic meaning of bitcoin mining (PDF) |
| Ling Qin National University of Singapore, Singapore | |
| Joel Quek National University of Singapore, Singapore | |
| Leyla Ranjbari Universiti Tunku Abdul Rahman, Malaysia | |
| Nayeema Rasheed National University of Singapore, Singapore | |
| Peang Ratana Peang Ratana, Cambodia | |
| Max Reppen Princeton University, USA | Optimal investment and consumption with fixed and proportional transaction costs |
| Marcel Rindisbacher Boston University, USA | Dynamic noisy rational expectations equilibrium with insider information |
| Mathieu Rosenbaum École Polytechnique, France | Optimal make-take fees for market making regulation (PDF) |
| Alberto GP Rossi University of Maryland, USA | Who benefits from robo-advising? Evidence from machine learning (PDF) |
| Martin Schweizer ETH Zürich, Switzerland | Mean-variance hedging without information (PDF) |
| Haixin Shao MQF, China | |
| Jiarui Shi National University of Singapore, Singapore | |
| Mykhaylo Shkolnikov Princeton University, USA | Models of interaction through hitting times in systemic risk and the supercooled Stefan problem (PDF) |
| Ronglong Shu National University of Singapore, Singapore | |
| Ronnie Sircar Princeton University, USA | Trading, market impact and nonlinear systems |
| Mike K P So The Hong Kong University of Science and Technology, Hong Kong | |
| Yuanzhuo Song Shandong University, China | |
| Vladimir Spokoiny Weierstraß-Institut für Angewandte Analysis und Stochastik, Germany | |
| Xizhi Su National University of Singapore, Singapore | |
| Yeneng Sun National University of Singapore, Singapore | Modeling large societies with uncertainty (PDF) |
| Juergen Symanzik Utah State University, USA | |
| Hong Ming Tan National University of Singapore, Singapore | |
| Xiaolu Tan University of Paris-Dauphine, France | From martingale optimal transport to Mckean-Vlasov control problems (PDF) |
| Yiwei Tan National University of Singapore, Singapore | |
| Hailong Tang National University of Singapore, Singapore | |
| Siqi Tang National University of Singapore, Singapore | |
| Yanfei Tang National University of Singapore, Singapore | |
| Ludovic Tangpi Princeton University, USA | FBSDEs with discontinuous coefficients |
| Hai Tran National University of Singapore, Singapore | |
| Simon Trimborn National University of Singapore, Singapore | |
| Hideatsu Tsukahara Seijo University, Japan | Backtesting, prequential analysis and prediction process |
| Jun Tu Singapore Management University, Singapore | Return cross-predictability in firms with similar employee satisfaction (PDF) |
| Fengyang Wang National University of Singapore, Singapore | |
| Guangchen Wang Shandong University, China | |
| Haoran Wang Columbia University, USA | Tutorial: Reinforcement learning and portfolio management: overview, open problems and possible solutions Continuous-time mean-variance portfolio selection: a reinforcement learning framework (PDF) |
| Jingbin Wang National University of Singapore, Singapore | |
| Ming Rui Wang National University of Singapore, Singapore | |
| Shuhong Wang National University of Singapore, Singapore | |
| Zexin Wang National University of Singapore, Singapore | |
| Marko Hans Weber National University of Singapore, Singapore | Swing pricing for mutual funds |
| Bo Wei National University of Singapore, Singapore | |
| Niels Wesselhöfft Humboldt-Universität zu Berlin, Germany | |
| Hsin Chieh Wong National Central University, Taiwan | |
| Qi Wu City University of Hong Kong, Hong Kong | Neural learning of online consumer credit risk |
| Weiyin Wu Nanyang Technological University, Singapore | |
| Xiaochi Wu Shandong University, China | |
| Zhen Wu Shandong University, China | Maximum principle for one kind of discrete-time stochastic optimal control problem and its applications (PDF) |
| Xiaonyu Xia Humboldt-Universität zu Berlin, Germany | Multi-dimensional optimal trade execution under stochastic resilience |
| Qikun Xiang Nanyang Technological University, Singapore | |
| Yuwei Xie National University of Singapore, Singapore | |
| Xuan Xin National University of Singapore, Singapore | |
| Dacheng Xiu The University of Chicago Booth School of Business, USA | Autoencoder asset pricing models (PDF) |
| Hanping Xu National University of Singapore, Singapore | |
| Jing Xu Renmin University of China, China | Multiple birds, one stone: can portfolio rebalancing contribute to disposition-effect-related trading patterns? (PDF) |
| Jingrui Xu Xiamen University, China | Fund flows and performance under unobservable dynamic managing ability |
| Xiaofei Xu National University of Singapore, Singapore | Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts data |
| Xiuqin Xu National University of Singapore, Singapore | |
| Zuoquan Xu The Hong Kong Polytechnic University, Hong Kong | Optimal investment, heterogeneous consumption and the best time for retirement (PDF) |
| Hong Yan Shanghai Advanced Institute of Finance, China | The economics of asset securitization (PDF) |
| Chen Yang The Chinese University of Hong Kong, Hong Kong | Designing stable coins |
| Jui-Chung (Ray) Yang National Tsing Hua University, Taiwan | Double machine learning with gradient boosting and its application to the big N audit quality effect (PDF) |
| Man Yang National University of Singapore, Singapore | |
| Nian Yang Nanjing University, China | Hermite expansion for transition densities of irreducible diffusions with an application to option pricing (PDF) |
| Yakun Yang National University of Singapore, Singapore | |
| Zhengyu Yao National University of Singapore, Singapore | |
| Jin-Huei Yeh National University of Singapore, Singapore | |
| Lin Yi National University of Singapore, Singapore | |
| Gang George Yin Wayne State University, USA | Switching diffusions with mean-field interactions (PDF) |
| Jiongmin Yong University of Central Florida, USA | Equilibrium recursive utility and dynamic risk measure by backward stochastic Volterra integral equations (PDF) |
| Nazgul Zakiyeva National University of Singapore, Singapore | |
| Minjie Zang National University of Singapore, Singapore | |
| Fangsheng Zhan National University of Singapore, Singapore | |
| Ge Zhang National University of Singapore, Singapore | Optimize market making problem with reinforcement learning |
| Hanqin Zhang National University of Singapore, Singapore | |
| Hui Zhang Shandong University, China | |
| Jianfeng Zhang University of Southern California, USA | Weak solutions of mean field game master equations |
| Jiejie Zhang National University of Singapore, Singapore | |
| Qing Zhang University of Georgia, USA | Pairs trading under geometric Brownian motions (PDF) |
| Wei Zhang National University of Singapore, Singapore | |
| Weiwei Zhang National University of Singapore, Singapore | |
| Wenyan Zhang National University of Singapore, Singapore | |
| Xiaohan Zhang National University of Singapore, Singapore | |
| Yaquan Zhang National University of Singapore, Singapore | |
| Yuxing Zhang National University of Singapore, Singapore | |
| Fangsheng Zhao National University of Singapore, Singapore | |
| Huawei Zhao National University of Singapore, Singapore | |
| Harry Zheng Imperial College London, UK | Constrained quadratic risk minimization via primal-dual FBSDEs and deep learning (PDF) |
| Chao Zhou National University of Singapore, Singapore | Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach (PDF) |
| Lingjin Zhou National University of Singapore, Singapore | |
| Minghao Zhou National University of Singapore, Singapore | |
| Wenxin Zhou The Hong Kong Polytechnic University, China, Hong Kong | |
| Qiji Jim Zhu Western Michigan University, USA | Convex duality in portfolio theory (PDF) |
| Yanli Zhu National University of Singapore, Singapore |