Equilibrium Asset Pricing and Deep Learning for Mean Field Games in Finance
Society for Industrial and Applied Mathematics via YouTube
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Attend a virtual talk featuring two early career speakers discussing cutting-edge topics in financial mathematics and engineering. Explore equilibrium asset pricing with liquidity risk as Xiaofei Shi from Columbia University presents an analysis of price dynamics in a risk-sharing economy. Delve into deep learning applications for Mean Field Games with Mathieu Laurière from Princeton University, focusing on computational methods for studying equilibria in large populations of strategic agents. Gain insights into these advanced concepts and their applications in finance during this one-hour session moderated by Birgit Rudloff from Vienna University of Economics and Business.
Syllabus
Nineteenth SIAM Activity Group on FME Virtual Talk
Taught by
Society for Industrial and Applied Mathematics