Tuesday, June 10, 2025
| Time | Event | (+) |
| 13:30 - 14:00 | Welcome - Welcome | |
| 14:00 - 15:00 | Liquidity and Asset Prices (Amphi) - Johannes Muhle-Karbe |
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| 15:00 - 15:00 | Finance (Amphi) - Bernard Gourion (CANCELLED) | |
| 15:00 - 16:00 | Coffee break (Amphi) | |
| 16:00 - 16:45 | Invariant measure and ergodicity in random environment (Amphi) - Antoine Mouzard |
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| 16:45 - 17:30 | Path-dependent volatility from signatures: pricing and hedging with Fourier (Amphi) - Louis-Amand Gérard |
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Wednesday, June 11, 2025
| Time | Event | (+) |
| 09:00 - 09:45 | Extremal Causality: A Model-Agnostic Framework with an Application to Climate Risk Analysis (Amphi) - Valérie Chavez Demoulin |
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| 09:45 - 10:30 | Variable selection and regression trees in multivariate / multipopulation mortality models with closed-form estimators. (Amphi) - Christophe Dutang |
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| 10:30 - 11:00 | Coffe break | |
| 11:00 - 11:45 | Numerical approximation of singular rough Heston model (Amphi) - Ludovic Goudenège |
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| 11:45 - 12:30 | Long-time behavior of a line model with degenerate environment (Amphi) - Henri Elad-Altman |
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| 12:30 - 14:00 | Lunch | |
| 14:00 - 14:45 | Bayesian estimation of the tail index of a heavy-tailed distribution with censored data (Amphi) - Jean-François Dupuy |
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| 14:45 - 15:30 | Semi-Markov processes: nonparametric kernel estimation and associated reliability/survival analysis modelling and estimation (Amphi) - Vlad Stefan Barbu |
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| 15:30 - 16:00 | Coffe break | |
| 16:00 - 16:45 | Path signature methods for pricing of Bermudan options (Amphi) - Christian Bayer |
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| 16:45 - 17:30 | Fast calibration using complex-step Sobolev training (Amphi) - Bouazza Saadeddine |
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Thursday, June 12, 2025
| Time | Event | (+) |
| 09:00 - 09:45 | Horizon risk and interest rates uncertainty in dynamic risk measuring (Amphi) - Giulia Di Nunno |
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| 09:45 - 10:30 | Uncertain Vol Target Volatility Model (Amphi) - Philippe Dumont |
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| 10:30 - 11:00 | Coffee break (Amphi) | |
| 11:00 - 11:45 | Actuarial Challenges Arising from Climate Change (Amphi) - Thibault Monnet |
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| 11:45 - 12:30 | Boosted tree-models, explainability and tuning (Amphi) - Mathias Lindholm |
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| 12:30 - 14:00 | Lunch (Amphi) | |
| 14:00 - 14:45 | A SPDE Model: The $\Phi^4_3$ Equation Associated with the Harmonic Oscillator (Amphi) - Aurélien Deya |
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| 14:45 - 15:30 | A Law of Large Numbers for Kinetic Diffusions (Amphi) - Carlo Bellingeri |
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| 15:30 - 16:00 | Coffer break (Amphi) | |
| 16:00 - 17:30 | Propagation of carbon price shocks through the value chain: the mean-field game of defaults (Amphi) - Peter Tankov |
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| 17:30 - 17:30 | Finance (Amphi) - Arnaud Gocsei (cancelled) | |
| 19:00 - 22:00 | Conference diner - Conference diner |
Friday, June 13, 2025
| Time | Event | (+) |
| 09:00 - 09:45 | Machine learning in an expectation-maximisation framework for nowcasting (Amphi) - Katrien Antonio |
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| 09:45 - 10:30 | Contamination models (Amphi) - Xavier Milhaud |
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| 10:30 - 11:00 | Coffe break (Amphi) | |
| 11:00 - 11:45 | Statistical estimation of risk indicators for semi-Markov models (Amphi) - Irène Votsi |
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| 11:45 - 12:30 | Importance sampling based inference for the PLN model (Amphi) - Julien Stoehr |
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