Talks and Posters


Parametric Optimization, Robust Stochastic Control and Statistical Surrogates
SIAM Conference on Financial Mathematics & Engineering, Toronto, 2019

Parametric Optimization, Robust Stochastic Control and Statistical Surrogates
9th Western Conference on Mathematical Finance, Los Angeles, 2018

Nonparametric Adaptive Robust Control under Model Uncertainty
Department Seminar Fall 2018, University of California, Santa Barbara, 2018

Adaptive Robust Stochastic Control and Statistical Surrogates
Robust Techniques in Quantitative Finance, Oxford, UK, 2018

Adaptive Robust Trading under Model Uncertainty
10th World Congress of the Bachelier Finance Society, Dublin, Ireland, 2018

Adaptive Robust Hedging under Model Uncertainty
Matheamtical Finance Colloquium, University of Southern California, 2017

Market Making via Sub-scale Invariant Dynamic Acceptability Indices
CFMAR Seminar, University of California, Santa Barbara, 2017

Adaptive Robust Hedging under Model Uncertainty
SIAM Conference on Financial Mathematics & Engineering, Austin, 2016

Dynamic Conic Finance via Backward Stochastic Difference Equations
Methods of Mathematical Finance, Pittsburgh, June 2015