Agostino Capponi is an Associate Professor in Industrial Engineering and Operations Research at Columbia University. Agostino has extensive experience in organizing large events in financial engineering and applied Mathematics.
He co-organized the first and second Eastern Conference in Financial Mathematics which brings together researchers from Eastern United States and Canada.
Agostino has been the chair of the Finance Cluster at the INFORMS annual meetings in 2015, 2017, 2018, and 2019, where he designed sessions in a variety of FM topics, including those highlighted in this proposal, with strong participation of Ph.D. students.
Together with Nobel Laureate Joseph Stiglitz, Agostino organized the Conference Financial Networks: Big Risks, Macroeconomic Externalities, and Policies which brought together leading academics and regulators in quantitative risk management and financial network analysis. Agostino has been a co-chair of the 2019 biennial SIAM Financial Mathematics Meeting, and is currently a co-chair of the 2021 biennial SIAM Financial Mathematics Meeting.
Francesca Biagini is a Professor of Mathematics at LMU Munich. Francesca has extensive experience in organizing conferences and workshops in financial and insurance mathematics, including: The First GS Workshop on Mathematical Finance (2017) at the Gran Sasso Science Institute (GSSI) in Italy; Recent Advances in Model Uncertainty (2017), the international workshop: What’s new in networks?
Building bridges between computational, mathematical and statistical network analysis (2016), Workshop on Financial Bubbles (2013). She has also organized international schools for doctoral and post-doctoral students at LMU Munich in 2006, 2007, 2009, 2010 and 2011. She has been part of the scientific committee for the Bachelier Finance Society World Congress in 2016 and of the SIAM Conference on Financial Mathematics and Engineering (FM19).
Francesca is the current president of the Bachelier Finance Society.
Sebastian Jaimungal is a full Professor of Mathematical Finance at the University of Toronto’s Department of Statistical Sciences.
He is a fellow of the Fields Institute for Mathematical Sciences, Associate Member of University of Oxford’s Man Institute, a former chair of the SIAM activity group in Financial Mathematics & Engineering, and is on the editorial board of SIAM J. on Financial Mathematics and Quantitative Finance, among others.
His current research interests span stochastic control and games, machine learning, and algorithmic trading.