April 6-10, 2020.
The Laboratory of Mathematical Modelling and Numeric in Engineering Sciences (LAMSIN) of Tunis El Manar University, Institut du Risque et de l'Assurance of Le Mans University, CMAP-Ecole Polytechnique (Palaiseau, France), ESPRIT and The Mediterranean Institute for the Mathematical Sciences (MIMS) organize the tenth spring school of the Euro-Mediteranean Research Center for Mathematics and its Applications (CREMMA).
- The school will take place at Tunis National School of Administration (ENA), 24 Rue Dr Calmette, Tunis 1082, from 6 until 10 April, 2020. The lectures are devoted to recent advances in Stochastic Modeling and Applications in Insurance and Finance. This year's theme is "Stochastic control, machine learning and Applications in Finance and Insurance". The aim of this meeting is to bring together researchers in some of the most active and promising areas of research of stochastic control and games. The program of the conference will consist of three courses. It also contains a half-day whorkshop dedicated to recent results related to the spring school theme.
- Zhenjie REN (Paris Dauphine University, France)
Mean-field Langevin Dynamics and Neural Networks
- Wissal SABBAGH (ENSAE-CREST, France)
Conterparty credit risk and XVA : Methodology and implementation
- Chao ZHOU (National University of Singapore)
Deep learning based methods in mathematical finance and insurance