Talks and Presentations

CONFERENCES and WORKSHOPS

• 2024
  • [Invited] Workshop "Numerical Analysis and Applications of SDEs (NAASDE)", Bedlewo Conference Center (PL), 22-28 Sep, 2024
  • [Invited] Conference of the ANR project Quamprocs "Quantitative Analysis of Metastable processes", BCAM center, Bilbao (ES), 17-21 June, 2024
  • [Invited] Third Workshop on Energy, CLimate and Finance, Edinburgh (UK), 08-10 May, 2024
  • [Invited] workshop "Recent advances in stochastic control, machine learning and quantitative finance", Shanghai (CN), 14-20 Apr, 2024
  • [Invited] workshop on Dynamics, Data and Deep Learning", Bristol (UK), 25-26 March, 2024
  • [Invited] Applied Mathematics seminar, Madrid (SP), 15 March, 2024
• 2023
  • SDEs with low-regularity coefficients: theory and numerics, 21-22 Sep 2023 Torino (IT)
  • [Invited] Workshop on random matrix theory and high dimensional statistics for complex system, Luxemburgh (LU), 29 Aug - 01 Sep 2023
  • [Invited] Portuguese Mathematics around the world, Coimbra (PT), 26-28 Jul 2023
  • 43rd Conference on Stochastic Processes and their Applications (SPA2023), Lisbon (PT), 24-28 Jul 2023
  • "Stochastic Analysis in Interaction" IRTG Seminar, Berlin (DE), 19 Jul 2023
  • International Conference on Monte Carlo Methods and Applications MCM2023, Paris (FR), (26) 26-30 Jun 2023
  • [Invited] Online One-World Stochastic Numerics and Inverse Problems seminar, online, 7 Jun 2023
  • Seminar of Numerical Analysis, University of Geneve, Geneve, (CH), 30 Jun 2023
  • UniBo Mathematics Department Seminar, Bologna University, Bologna, (IT), 23 Mar 2023
  • Probability and Statistics Seminar, Luxemburgh University, Belval, (LU), 23 Feb 2023
  • [Invited] workshop on Interfaces: Probabilistic methods, Signatures, Cubature and Geometry, York (UK), 09-11 Jan 2023
• 2022
  • [Invited] Dynamic preferences: theory, numerical computation and applications (ANR proj DREAMeS), Nantes (Fr), 17-19 Oct 2022
  • [Invited] DataFest Fringe 2022: Samples of Mathematics in Data, Edinburgh (UK), 10 Oct 2022
  • Video of the talk: How much data for meaningful life prognostics of Lithium-ion batteries? One cycle!
  • Video of the full event
  • [Invited] Interacting Particle Systems and Applications , Trento (IT), 05-07 Sep 2022
  • [Invited] Many player games and applications, Berlin (DE), 29-31 Aug 2022
  • [Special session] BSDE 2022: 9th International Colloquium on BSDEs and Mean Field Systems, Annecy (FR), 26 Jun - 01 Jul 2022
  • [Invited] Festkolloquium in honor of Hans Follmer and Peter Imkeller, Berlin (DE), 08-11 Jun 2022
  • [Invited] Mathematics of random complex systems: theory, computation and applications, Bologna (IT), 06-09 Jun 2022
  • [Invited] Statistical and probabilistic methods for McKean-Vlasov stochastic differential equations, Luxemburg (LU), 10-11 Mar 2022
  • [Invited] MIRaW – Mathematical Interdisciplinary Research at Warwick, Coventry (UK), 07 Mar 2022
• 2021
  • Schrodinger Problem and Mean-field PDE Systems: Computational and Theoretical Advances, Luminy (FR), 15-19 Nov 2021
  • 9th Austrian Stochastics Days, Leoben (AT), 09-10 Sep 2021
  • [Invited] Explore: Science for Sustainability, Online Webinar, 30 Sep 2021
  • 13th International Conference on Monte Carlo Methods and Applications, Mannheim (DE) Online, 16-20 Aug 2021
  • [Invited/special session] SIAM Annual Meeting (AN21) // OP21 Operations Research, Online, 19-23 Jul 2021
  • [Invited/special session] National metting of the SPM 2021, Online, 12-16 Jul 2021
  • [Invited//cancelled] Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics, Banff Centre (CA), June 28 - July 3, 2020
  • 10th General AMaMeF Conference, Padova (IT), Online, 22-25 Jun 2021
• 2020
  • 2020 Canadian Mathematical Society Winter Meeting, Online Conference, Dec 06 2020
  • [Invited] Energy and AI Online Symposium, Online Conference, June 30 2020 (Announcement poster here)
• 2019
  • [Invited] Fourth Conference on Ambit Fields and Related Topics, Denmark, 5-8 August 2019 (pic here)
  • [Invited] Workshop on Probability, Uncertainty and Quantitative Risk, Weihai (CN), 11-14 July
  • [Invited] Nonlinear Processes and their Applications, Saint-Etienne (FR), 2-5 July
  • [Invited] 39th Finnish Summer School on Probability and Statistics, Lammi (FI), 27-31 May 2019
  • Workshop in stochastic Analysis, Edinburgh (UK), 28 Jan 2019
• 2018
  • Stochastic Analysis, Financial and Insurance Mathematics (SAFIM) , Accra (Ghana), 20-24 August
  • Modeling and Computational Methods for Financial Applications, Vienna (Austria), 3-6 July 2018
  • Portuguese Meeting on Optimal Control 2018, Coimbra (Portugal), 18 June 2018 (pic here)
  • 40th Stochastic Processes and their Applications International Conference - SPA2018, Gottenburg (Sweden), 11-15 June 2018
  • Stochastic Analysis and its Applications, Casa Matematica Oaxaca (CMO) (Mexico), May 13th to May 18th, 2018
  • Video of the talk: Importance Sampling and Large Deviations for McKean Vlasov Equations
  • Bielefeld - Edinburgh - Swansea Stochastic Spring Conference, March 26 - 28, 2018, Bielefeld, Germany
• 2017
  • 2nd International Conference on Computational Finance 2017 - ICCF2017, Lisbon (PT), 4-8 Sep 2017
  • [Invited] London Mathematical Society -- EPSRC Durham Symposium on Stochastic analysis, Durham (UK), 10 to 20 Jul 2017
  • Talk: Large Deviation Principles for McKean-Vlasov Equations in path space, (Slides of Talk) and (Video of the talk)
• 2016
  • Stochastic analysis of dynamical systems, stochastic control and games, Leeds (UK), 24 to 26 Oct 2016
  • [Invited Plenary] Topics in SDEs and their link to (S)PDEs, Leeds (UK), 19 Sep 2016
  • [Invited Plenary] Crossroads: Workshop on Stochastic Analysis and Related Fields, Berlin (DE), 28 - 30 July 2016
  • At the Frontiers of Quantitative Finance, Edinburgh (UK), 27 30 June 2016
• 2015
  • 2nd IMA Conference on Mathematics in Finance, Manchester (UK), 18 - 19 June 2015
  • Stochastic analysis, controlled dynamical systems and applications, Jena (DE), 9-13 Mar 2015
  • Maxwell Colloquium: Stochastic Particle Methods, Edinburgh (Scotland/UK), 6 Feb 2015
• 2014
  • Maxwell Institute Probability Day, December 2014, Edinburgh (Scotland/UK), 08 Dec 2014
  • [Invited] International Conference on Advances in Interdisciplinary Statistics and Combinatorics, Greensboro (USA), 10-12 Oct 2014
  • 2nd young researchers meeting on BSDEs, Numerics and Finance, Bordeaux (FR), 7-9 July
  • [Invited] 7th international symposium on Backward Stochastic differential equations, Ji'Nan and Weihai (China), 22-27 June
  • [Invited] 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2014), Loeven (Belgium), 6-11 April
  • 11th German Probability and Statistics Days, Ulm (Germany), 4-7 MarchApril
• 2013
  • [Invited] Workshop on Stochastics, Harmonic Analysis and PDEs, Jyväskylä 19-20 December
  • [Invited] Berlin-Oxford meeting, Berlin 11-13 December
  • 2nd Austrian Stochastics Day, Innsbruck (Austria), 27 September
  • 18th OMG Congress and Annual DMV Meeting, Innsbruck (Austria), 23-26 September
  • Joint International Meeting of the AMS and the Romanian Mathematical Society , Alba Iulia (Romania), 27-30 June
  • Frontiers in Financial Mathematics 2013, Dublin (Ireland), 4-7 June
• 2012
  • [Invited] UT-Austin Portugal Workshop in Mathematical Finance and Stochastic Control, Lisbon (Portugal), 9-13 July
• 2011
  • Workshop on topics in stochastic control, Milan (Italy), 11-13 July
  • 24th Biennial Conference on Numerical Analysis, Glasgow (UK), 28 June - 1 July
• 2010
  • 6th World Congress of the Bachelier Finance Society, Toronto (Canada), 22-26 June
  • 9th German Open Conference on Probability and Statistics, Leipzig (Germany), 2-5 March
• 2009
  • 33rd Conference on Stochastic Processes and Their Applications, Berlin (Germany), 27-31 July
  • Fourth General Conference on Advances Mathematical Methods in Finance, Aalesund (Norway), 4-10 May
  • Third Conference on Numerical Methods in Finance, Paris (France), 15-17 April
• 2008
  • Bachelier Finance Society: Fifth World Congress, London (UK), 15-19 July
  • 8th German Open Conference on Probability and Statistics, Aachen (Germany), 4-7 March
• 2007
  • 56th session of the ISI, Lisbon (Portugal), 22-29 August
  • Workshop: Innovations in Mathematical Finance, Loen (Norway), 26 June - 1 July

RESEARCH GROUPS and OTHERS

• 2023
  • All is above now...
• 2022
  • AMRC Reesearch Seminar, Sheffield, 8 Dec 2022
  • Applied Mathematics Seminar (Math Department), Uni of Warwick (UK), 7 Dec 2022
  • Probability seminar, King's College London (UK), 14 Nov 2022
• 2020
  • Applied Mathematics Seminar (Math Department), Uni of Warwick (UK), 19 Jun 2020
  • Probability laboratory at Bath Seminar, Uni of Bath (UK), 27 Apr 2020
  • Actuarial Mathematics and Statistics Seminars, Heriot-Watt Univ., Edinburgh (UK), 11 Mar 2020
  • London Mathematical Finance Seminar Series, Imperial college (UK), 5 Mar 2020
  • Analysis Seminar, Birmingham (UK), 3 Mar 2020
  • Battery Research Seminar, Warwick Manufactoring Group, Warwick (UK), 31 Jan 2020
  • Probability and Statistics Seminar, Uni of Milan ("Università degli Studi di Milano") (IT), 7 Jan 2020
• 2019
  • Stochastic Analysis and Maths Finance Seminar, Uni Oxford (UK), 9 Dec 2019
  • Probability and Financial Mathematics (Uni Leeds), Leeds (UK), 14 Nov 2019
  • Bachelier Seminar, Paris (FR), 15 Feb 2019
  • Mathematical Finance and Stochastic Analysis Seminar, York (UK), 21 Jan 2019
• 2018
  • Finance and Insurance Seminar Joint TUM and LMU, Munich (DE), 05 Nov 2018
  • Finance and Insurance Seminar (Liverpool University), Liverpool (UK), 13 Sep 2018 (on twitter)
  • Mathematical and computational finance Seminar (Oxford University), Oxford (UK), 07 June 2018
  • CREST Seminar in Mathematical Finance (ENSAE Paristech), Lozere (FR), 09 April 2018
  • Stochastic Analysis Seminar (Leeds University), Leeds (UK), 01 March 2018
  • Random Structures Seminar (University of Texas), Austin (USA), 07 February 2018
  • Mathematical Finance Seminar (Columbia University), New York (USA), 30 January 2018
• 2015
  • CMA/FCT/UNL Ststistics and risk management Seminar (Faculty for Sciences and Technology), Lisbon (PT), 03 September
  • CMA/FCT/UNL Ststistics and risk management Seminar (Faculty for Sciences and Technology), Lisbon (PT), 01 September
  • Finance and Stochastics seminar, Imperial college London (UK), 27 May
• 2014
  • Nomura seminar, Oxford-Man Institute, Oxford (UK), 06 Nov.
  • CEMAPRE Seminar (ISEG - Tecnical Univ. of Lisbon), Lisbon (PT), 08 Oct
• 2013
  • Stoch. Analysis and Stoch. Finance Seminar, (TU-Berlin), Berlin (DE), 25 April
  • CEMAPRE Seminar (ISEG - Tecnical Univ. of Lisbon), Lisbon (PT), 19 April
  • CMAF and GFM joint Seminar of Univ. of Lisbon, Lisbon (PT), 18 April
  • CMA/FCT/UNL Ststistics and risk management Seminar (Faculty for Sciences and Technology), Lisbon (PT), 17 April
  • WIAS Stochastic Algorithms and Nonparametric Statistics Seminar, Berlin (DE), 12 February
• 2012
  • Oxford-man institute for Quant. Finance Seminar, Oxford (UK), 4 Dec
• 2009
  • Seminar of the IST Center for Mathematics and Applications (CEMAT), Lisbon (Portugal), 18 December
  • I.S.T. Seminar at the Center for Mathematical analysis, Geometry and dynamical systems, Lisbon (Portugal), 16 October
  • IRMAR seminar of the Stochastic processes research group, Rennes (France), 21 September
  • Seminar of the UNL/CMA - Center for Mathematics and Applications, Lisbon (Portugal), 09 July
  • Probability Seminar of the Mathematics Research Group at University Evry, Evry (France), 28 May
  • Seminar at FiME - Joint lab. of Dauphine, CREST and EDF, Paris (France), 15 May
• 2008
  • FAM @ TU - PRisMa Lab, Viena (Austria), 30 September
• 2007
  • International Research Trainings Group Seminar at WIAS, Berlin (Germany), 16 May
  • UBC Probability Seminars at the University of British Columbia (UBC), Vancouver (Canada), 21 March

Attendances

• 2018
  • 2018 Workshop on Finance, Insurance, Probability and Statistics (FIPS 2018) , London (UK), 10 - 11 September 2018
• 2017
  • LMS/EMS Good Practice Scheme Workshop: Edinburgh, Edinburgh (UK), 7 Dec
• 2015
  • 4th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis, Berlin (Germany), 7-9 Dec
• 2014
  • New Trends in Computational Finance and Related Topics, Edinburgh (Scotland), 24-25 Apr
• 2013
  • Summer School on Stochastic Analysis, Zurich (Switzerland), 02-06 September
  • Sixth European summer school in financial mathematics, Viena (Austria), 26-30 August
  • Workshop 3: Backward Stochastic Differential Equations, Rennes (FR), 22-24 May
• 2012
  • Fifth European summer school in financial mathematics, Paris (FR), 5-9 August
• 2011
  • Fourth European summer school in financial mathematics, Zurich (Switzerland), 5-9 September
  • The 6th international symposium on Backward Stochastic Differential Equations, Los Angeles (USA), 8-10 June
  • 4th Western Conference on Mathematical Finance (WCMF), Los Angeles (USA), 6-7 June
  • IMPACT-Workshop in honour of Peter Imkeller's 60th birthday, Berlin (Germany), 24-26 February
• 2010
  • New advances in Backward SDEs for financial engineering applications, Tamerza (Tunisia), 22-25 October
  • Workshop on Advanced Mathematical Methods for Finance, Berlin (Germany), 27-20 September
  • Third SMAI European Summer School in Financial Mathematics, Paris (France), 23-27 Aug
  • Workshop on Financial Derivatives and Risk Management, Toronto (Canada) 24-28 May
• 2009
  • IRTG summer school, Chorin (Germany), 1-4 Set 2009
  • Second SMAI European Summer School in Financial Mathematics, Paris (France), 24-29 Aug
• 2008
  • PRisMa 2008: One-Day Workshop on Portfolio Risk Management, Vienna (Austria), 29 September
  • 5th Colloquium on Backward Stochastic Differential Equations, Le Mans (France), 18-20 June
• 2007
  • Workshop: Mathematics and the Environment: Energy Risk, Environmental Uncertainty and Public Decision Making, Bannf (Canada), May 9-12
  • Summer School: Mathematics and the Environment: Energy Risk, Environmental Uncertainty and Public Decision Making, Bannf (Canada), Apr 29 - May 8

Keeping track of other events

• 2023
  • Mean field interactions with singular kernels and their approximations Paris, Institut Henri Poincaré, 18–22 Dec 2023, Paris (FR)
  • . About Entropy in Large Classical Particle Systems, : 25 - 29 Sep 2023, Oxford (UK)
  • . Vienna Seminar in Mathematical Finance and Probability, once a month, Vienna, (AT)
  • A Random Walk in the Land of Stochastic Analysis and Numerical Probability, 4 – 8 Sep 2023 CIRM Marseille (FR)

• 2022
  • The 9th International Colloquium on BSDEs and Mean Field Systems, 26 Jun - 1 Jul 2022 Annecy (FR)
  METASTABILITY, MEAN-FIELD PARTICLE SYSTEMS AND NON LINEAR PROCESSES, Saint-Etienne (FR), 17-20 May

• 2021
  • 13th International Conference on Monte Carlo Methods and Applications, 16-20 Aug 2021 Manheim (Germany)

• 2020
  • RESIM 2020 - 13th International Workshop on Rare-Event Simulation, 26-29 May 2020 Paris (France)
  • OXFORD BATTERY MODELLING SYMPOSIUM, 16-17 March 2020 Ocford (UK)

• 2019
  • Particle Systems and PDE's VIII, Lisbon (PT), 2-6 Dec 2019
  • Dynamics, Equations and Applications, Krakow (PL), 16-20 Sep 2019
  • 12th European Summer School in Financial Mathematics, Padova (IT), 2-6 Sep 2019
  • KAUST Summer School in Applied Mathematics, Kaust (KSA), 25/Aug-7/Sep 2019
  • Phase Transitions and Particle Systems, Berlin (DE), 24-26 June 2019
  • First Workshop on Machine Learning and Data Assimilation for Dynamical Systems MLDADS 2019, Faro, Algarve (PT), 12-14 June 2019
  • Mean field games, Cetraro (IT), 10-14 Jun 2019
  • SIAM Conference on Financial Mathematics & Engineering (FM19), Toronto (CA), 4-7 Jun 2019
  • Mean-field games, energy systems and other applications, Edinburgh (UK), 2-6 April 2019
  • Perturbation Techniques in Stochastic Analysis and Its Applications, Marseille (FR), 11-15 March 2019
  • Symposium on Machine Learning and Dynamical Systems, London (UK), 11-13 Feb 2019 (pic here)

• 2018
  • Wasserstein calculus and related topics, Edinburgh (UK), 19 - 23 November 2018
  • New Trends in Stochastic Analysis, Beijing (CN), 11 - 23 September 2018
  • BSDEs, Information and McKean-Vlasov equations, Leeds (UK), 10 - 12 September 2018
  • 2018 Workshop on Finance, Insurance, Probability and Statistics (FIPS 2018) , London (UK), 10 - 11 September 2018
  • From Stochastic Geometric Mechanics to Mass Transportation Problems, Lisbon (PT), 3 - 6 September 2018
  • Robust Techniques in Quantitative Finance, Oxford (UK), 3 - 7 September 2018
  • IPAM Graduate Summer School: Mean Field Games and Applications, IPAM/UCLA (USA), 18 - 29 June 2018
  • 9TH International Workshop on Applied Probability (IWAP 2018), Budapest (Hungary), 11-21 June 2018
  • METE - Mathematics and Economics: Trends and Explorations, ETH Zurich, 4-8 June 2018
  • The Fourth Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance, April 23 - 27, 2018, Shanghai Jiao Tong University, Shanghai, China
  • Mean-field games, energy and environment, London (UK), 12 - 14 February 2018

• 2017
  • CEMRACS 2017, Marseille (FR), July 17 - August 25
  • International Workshop on BSDEs, SPDEs and their Applications, Edinburgh (UK), July 03 - July 07
  • Conference on Monte Carlo Methods and Applications (MCM), Montreal (CA), July 03 - July 07
  • 6th Workshop on Stochastic Methods in Game Theory, Sicily (IT), 5 - 13 May
  • Spring School 2017: From Particle Dynamics to Gradient Flows, Kaiserslautern (DE), 27 Feb - 3 Mar
  • Bachelier Colloquium 2017, Metabief (FR), 16-21 Jan
• 2016
  • Conference on Stochastic Analysis in Honor of Istvan Gyongy's 65th Birthday, Edinburgh, (UK), 10 - 12 Septembver 2016
  • 9th European Summer School in Financial Mathematics, Pushkin, St. Petersburg, (RU), 29 August - 2 September 2016
  • Stochastic processes - numerical methods and related topics, 22-25 Aug, Vietnam
  • 3rd Young Researchers Meeting in Probability, Numerics and Finance, Le Mans, 29 June to 01 July
  • Stochastic Analysis and Mathematical Finance - A Fruitful Partnership (16w5134), Maxico, 22 May to 27 May
  • Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance", Vienna, 4 to 7 April
• 2015
  • Probabilistic numerical methods for non-linear PDEs, London (UK), 29/June - 01/July 2015
  • SPA 2015, Oxford (UK), 12 - 17 July 2015
  • Second conference on Stochastics of Environmental and Financial Economics, Oslo (NO), 20 - 24 Apr 2015
  • Stochastic Models and Control 2015, Kaiserslautern (DE), 18-20 Mar
• 2014
  • 3rd Austrian Stochastics days, Leoben (Austria), 24-25 Sep
  • 7th european summer school in Financial Mathematics, Oxford (UK), 1-5 Sep
  • SIAM-SMAI Conference on Financial Mathematics: Advanced Modeling and Numerical Methods , Paris (FR), 17-20 Jun
  • 1st Berlin-Singapore workshop on Quantitative Finance and Financial Risk, Berlin (DE), 21-24 Mai
  • Winter School and Mini-Workshop on Malliavin Caluclus, Munique (DE), 31 Mar - 04 Apr
  • Advances in Financial Mathematics, Paris (FR), 07-10 Jan
• 2013
  • 9th IMACS Seminar on Monte-Carlo Methods, Annecy-le-Vieux (FR), 15-19 July
• 2012
  • Young Researchers Meeting on BSDEs, Numerics and Finance , Oxford (UK), 02-04 July