Parallel Session 13 :: Thursday, 12/19, 8:00-9:30


Special Session 17 New developments on nonlinear expectations
Organizer(s): Shige Peng , Juan Li
Capital Suite 14
 8:00-8:30  Shige Peng (Shandong University, Peoples Rep of China)
 Nonlinear expectation algorithm in machine learning
 8:30-9:00  Shuzhen Yang (Shandong University, Peoples Rep of China)
 Value at risk model under sublinear expectation
 9:00-9:30  Huilin Zhang (Shandong University, Peoples Rep of China)
 A rough path approach to robust filtering