Parallel Session 10 :: Wednesday, 12/18, 12:30-14:30


Special Session 118 Recent advances in mathematical finance
Organizer(s): Yerkin Kitapbayev , Giorgio Consigli , Jorge Zubelli 		Capital Suite 3
 12:30-13:00  Massimiliano Ferrara (University Mediterranea of Reggio Calabria, Italy)
 Deep prediction and XAI on Financial Market Sequence for Enhancing economic policies
 13:00-13:30  Davide La Torre (SKEMA Business School, Cote d`Azur University, France)
 An exploration of different machine learning algorithms for financial forecasting in crypto markets
 13:30-14:00  Adil Reghai (ADIA, United Arab Emirates)
 Algorithmic Differentiation - Artificial Intelligence
 14:00-14:30  Jorge P Zubelli (Khalifa University, United Arab Emirates)
 Reinforcement learning for optimal constant proportion portfolio management