| 08:45am - 09:00am | Registration | |
| 09:00am - 09:45am | Implementing portfolio liquidation models (PDF) | Ulrich Horst Humboldt-Universität zu Berlin, Germany |
| 09:45am - 10:15am | Group Photo & Coffee Break | |
| 10:15am - 11:00am | The economics of asset securitization (PDF) | Hong Yan Shanghai Advanced Institute of Finance, China |
| 11:00am - 11:45am | Models of interaction through hitting times in systemic risk and the supercooled Stefan problem (PDF) | Mykhaylo Shkolnikov Princeton University, USA |
| 11:45am - 12:15pm | Economic meaning of bitcoin mining | Wei Jiang National University of Singapore, Singapore |
| 12:15pm - 02:00pm | Lunch Reception at IMS | |
| 02:00pm - 02:45pm | Liquidity in competitive dealer markets | Peter Bank Technische Universität Berlin, Germany |
| 02:45pm - 03:15pm | Crowd wisdom and prediction markets (PDF) | Yanwei Jia National University of Singapore, Singapore |
| 03:15pm - 03:45pm | Proactive and reactive investments via Meyer-σ-fields (PDF) | David Beßlich Technische Universität Berlin, Germany |
| 03:45pm - 04:15pm | Coffee Break | |
| 04:15pm - 05:00pm | Sentiment analysis for online reviews with regularized text logistic regression (PDF) | Ying Chen National University of Singapore, Singapore |
| 05:00pm - 05:30pm | Optimal liquidation in spite of increasing prices (PDF) | Peter Frentrup Humboldt-Universität zu Berlin, Germany |
| 08:45am - 09:00am | Registration | |
| 09:00am - 09:45am | Trading, market impact and nonlinear systems | Ronnie Sircar Princeton University, USA |
| 09:45am - 10:15am | Coffee Break | |
| 10:15am - 11:00am | Default contagion with domino effect (PDF) | Jiro Akahori Ritsumeikan University, Japan |
| 11:00am - 11:45am | FBSDEs with discontinuous coefficients | Ludovic Tangpi Princeton University, USA |
| 11:45am - 12:15pm | Forward performance processes in EVE correlation models (PDF) | Levon Avanesyan Princeton University, USA |
| 12:15pm - 02:00pm | Lunch Reception at IMS | |
| 02:00pm - 02:45pm | Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach (PDF) | Chao Zhou National University of Singapore, Singapore |
| 02:45pm - 03:15pm | Speculative trade and market newcomers (PDF) | Bogdan Klishchuk Humboldt-Universität zu Berlin, Germany |
| 03:15pm - 03:45pm | Mean field games with singular controls and optimal portfolio liquidation: existence of equilibria | Guanxing Fu Humboldt-Universität zu Berlin, Germany |
| 06:30pm | Workshop Dinner at The Scholar Chinese Restaurant 9 Kent Ridge Drive, Singapore 119241 | |
| 08:45am - 09:00am | Registration | |
| 09:00am - 09:45am | Timer options: expiry floats with realized variance (PDF) | Yue-Kuen Kwok Hong Kong University of Science and Technology, Hong Kong |
| 09:45am - 10:15am | Coffee Break | |
| 10:15am - 10:45am | Non-concave portfolio optimization without the concavification principle (PDF) | Shuaijie Qian National University of Singapore, Singapore |
| 10:45am - 11:15am | Optimal investment and consumption with fixed and proportional transaction costs | Max Reppen Princeton University, USA |
| 11:15am - 11:45am | Multi-dimensional optimal trade execution under stochastic resilience | Xiaonyu Xia Humboldt-Universität zu Berlin, Germany |
| 11:45am - 12:15pm | Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts data | Xiaofei Xu National University of Singapore, Singapore |
| 12:15pm | Lunch Reception at IMS | |