This conference (https://contropt2023.ec.unipi.it/) aimed to give overview and recent advances of some hot topics in the field of stochastic and deterministic optimisation focussing in applications in economics and finance. The conference offered an opportunity to enhance existing connections and foster new collaborations between international researchers and a development chance for brilliant post-doc and PhD candidates. The conference was an international collaboration between Department of Economics and Management (UniPI, Italy); Centre for Quantitative Finance (CQF, Singapore), ENSIIE (Paris, France), University of Evry (France).
The conference took place at the Gipsoteca di Arte Antica, housed in the church of S. Paolo all’Orto, University of Pisa (Piazza San Paolo all’Orto 20, 56127 Pisa).
The conference had about 70 participants and 30 speakers for Italy, France, United Kingdom, Germany, Belgium, Hong King, Singapore, Japan, Canada, Tunisia.
Junior researchers (PhD candidates, post-doc, non permanent) was invited to submit their contribution, i.e. a complete paper, to the conference. Selected junior speakers was invited to the conference and the organisers and the sponsors covered the selected junior speakers registration fees. The Award Committee awarded the Best Paper Prize to two ex-aequo winners:
- Maede Ramazannejad (Università Cattolica del Sacro Cuore, Italy)
“On projected solutions for quasi equilibrium problems with non-self constraint map” - Mengge Li (National University of Singapore, Singapore)
“Robust equilibrium strategy for mean-variance portfolio selection”
Thanks to all the young participants for the very high quality talks, and congratulations to the winners.
Committee
Committee
Speakers
Program
Abstracts
Scientific Committee
- Elisabetta Allevi, University of Brescia
- Laura Carosi, University of Pisa
- Etienne Chevalier, Université d’Evry
- Vathana Ly Vath, ENSIIE
- Simone Scotti, University of Pisa
- Nizar Touzi, Ecole Polytechnique
- Chao Zhou, National University of Singapore
Organizing Committee
- Riccardo Cambini, University of Pisa
- Giovanna D’Inverno, University of Pisa
- Rachele Foschi, University of Pisa
- Emanuele Vannucci, University of Pisa
List of Speakers
- Eduardo Abi Jaber, University of Paris 1- Panthéon-Sorbonne, France;
- Monica Bianchi, Università Cattolica del Sacro Cuore, Italy;
- Giancarlo Bigi, Università di Pisa, Italy;
- Ofelia Bonesini, Imperial College London, United Kingdom;
- Riccardo Cambini, Università di Pisa, Italy;
- Andrea Caravaggio, Università di Foggia, Italy;
- Marco Castellani, Università dell’Aquila; Italy;
- Min Dai, Hong Kong Polytechnic University, Hong Kong;
- Cristina Di Girolami, Università di Bologna, Italy;
- M’hamed Gaigi, Ecole Nationale d’Ingenieurs de Tunis, Tunisia;
- Elisa Giovannini, Università di Firenze, Italy;
- Puya Lafat, KU Leuven, Belgium;
- Marta Leocata, Scuola Normale Superiore, Italy;
- Mengge Li, National University of Singapore, Singapore;
- Federico Maglione, Università di Firenze, Italy:
- Monica Milasi, Università di Messina, Italy;
- Chenchen Mou, City University of Hong Kong, Hong Kong;
- Aaraona Rakotoarivony, University of Paris Cité, France;
- Maede Ramazannejad, Università Cattolica del Sacro Cuore, Italy;
- Rossana Riccardi, Università di Brescia, Italy;
- Cristiano Ricci, Università di Pisa, Italy;
- Alexandre Roch, Université du Québec à Montréal, Canada;
- Domenico Scopelliti, Università di Brescia, Italy;
- Carlo Sgarra, Politecnico di Milano, Italy;
- Xiaolu Tan, the Chinese University of Hong Kong;
- Andreas Themelis, University Kyushu, Japan;
- Nizar Touzi, Ecole Polytechnique, France;
- Marko Weber, National University of Singapore, Singapore;
- Mihail Zervos, London School of Economics, United Kingdom;
- Chao Zhou, National University of Singapore, Singapore.
