Huyên Pham (LPSM, Université Paris Cité) Title : Nonparametric generative modeling for time series Abstract : We propose a novel generative model for time series based on Schrödinger bridge (SB) approach. This consists in the ...

Philippe Bergault (CEREMADE, Université Paris Dauphine - PSL) Title : A Mean Field Game between Informed Traders and a Broker Abstract : We find closed-form solutions to the stochastic game between a broker and a ...