| 09:00am - 09:20am | Registration | |
| 09:20am - 09:30am | Opening Remarks | |
| 09:30am - 10:10am | Incomplete-market equilibria and BSDEs (PDF Link) | Andrew Lyasoff Boston University, USA |
| 10:10am - 10:40am | Group Photo & Coffee Break | |
| 10:40am - 11:20am | Intraday market making: a comparison between reinforcement learning and an analytical benchmark (PDF) | José E. Figueroa-López Washington University in St. Louis, USA |
| 11:20am - 12:00pm | Optimal investment, heterogeneous consumption and the best time for retirement (PDF) | Zuoquan Xu The Hong Kong Polytechnic University, Hong Kong |
| 12:00pm - 01:30pm | Lunch Reception at IMS | |
| 01:30pm - 02:10pm | Forward rank-dependent performance criteria: time-consistent investment under probability distortion (PDF) | Xuedong He The Chinese University of Hong Kong, Hong Kong |
| 02:10pm - 02:50pm | Multiple birds, one stone: can portfolio rebalancing contribute to disposition-effect-related trading patterns? (PDF) | Jing Xu Renmin University of China, China |
| 02:50pm - 03:30pm | Optimal dynamic risk sharing under the time-consistent mean-variance criterion (PDF) | Bin Li University of Waterloo, Canada |
| 03:30pm - 04:00pm | Coffee Break | |
| 09:15am - 09:30am | Registration | |
| 09:30am - 10:10am | Optimal investment in mutually exclusive projects and operating leverage: the value of green energy (PDF) | Jerome Detemple Boston University, USA |
| 10:10am - 10:40am | Coffee Break | |
| 10:40am - 11:20am | Asset prices in segmented and integrated markets (PDF) | Paolo Guasoni Dublin City University, Ireland |
| 11:20am - 12:00pm | From hotelling to Nakamoto: the economic meaning of bitcoin mining (PDF) | Cong Qin Soochow University, China |
| 12:00pm - 01:30pm | Lunch Reception at IMS | |
| 01:30pm - 02:10pm | Perfect replication under market impact (PDF) | Bruno Bouchard-Denize Université Paris-Dauphine, France |
| 02:10pm - 02:50pm | Dynamic investment and financing with internal and external liquidity management (PDF) | Nan Chen The Chinese University of Hong Kong, Hong Kong |
| 02:50pm - 03:10pm | Coffee Break | |
| 03:10pm - 03:50pm | Weak solutions of mean field game master equations | Jianfeng Zhang University of Southern California, USA |
| 06:30pm - 08:30pm | Conference Dinner Venue: The Scholar Chinese Restaurant, NUSS 9 Kent Ridge Drive, Singapore 119241 | |
| 09:15am - 09:30am | Registration | |
| 09:30am - 10:10am | Pairs trading under geometric Brownian motions (PDF) | Qing Zhang University of Georgia, USA |
| 10:10am - 10:40am | Coffee Break | |
| 10:40am - 11:20am | Representation formulas for limit values of long run stochastic optimal control (PDF) | Juan Li Shandong University, China |
| 11:20am - 12:00pm | Equilibrium recursive utility and dynamic risk measure by backward stochastic Volterra integral equations (PDF) | Jiongmin Yong University of Central Florida, USA |
| 12:00pm - 12:40pm | Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems under Markov regime-switching system (PDF) | Xun Li The Hong Kong Polytechnic University, Hong Kong |
| 12:40pm - 02:00pm | Lunch Reception at IMS | |
| 07:40am | Shuttle Service from Park Avenue Rochester Hotel to Conrad Centennial Singapore: Hotel Lobby, 7.40am | |
| 08:00am | Shuttle Service from Kent Vale to Conrad Centennial Singapore: Arrival Plaza Lobby, 8am | |
| 08:10am | Thirteenth Annual Risk Management Conference Venue: Conrad Centennial Singapore | |
| 09:15am - 09:30am | Registration | |
| 09:30am - 10:10am | Switching diffusions with mean-field interactions (PDF) | Gang George Yin Wayne State University, USA |
| 10:10am - 10:40am | Coffee Break | |
| 10:40am - 11:20am | Dynamic noisy rational expectations equilibrium with insider information | Marcel Rindisbacher Boston University, USA |
| 11:20am - 12:00pm | Modeling large societies with uncertainty (PDF) | Yeneng Sun National University of Singapore, Singapore |
| 12:00pm - 12:40pm | Optimal auction duration: a price formation viewpoint (PDF) | Thibaut Mastrolia École Polytechnique, France |
| 12:40pm - 01:30pm | Lunch Reception at IMS | |
| 01:30pm - 02:10pm | From martingale optimal transport to Mckean-Vlasov control problems (PDF) | Xiaolu Tan University of Paris-Dauphine, France |
| 02:10pm - 02:50pm | Maximum principle for one kind of discrete-time stochastic optimal control problem and its applications (PDF) | Zhen Wu Shandong University, China |
| 02:50pm - 03:30pm | Constrained quadratic risk minimization via primal-dual FBSDEs and deep learning (PDF) | Harry Zheng Imperial College London, UK |