Talks
Presentations
- 2026 Cambridge Forum: The Vision 2026, Cambridge, UK.
The Life Not Lived: Generative AI for Health and the Years a Treatment Buys.
- 2026 AMS Joint Mathematics Meetings, Washington DC.
Rough volatility across asset classes.
- 2025 Cambridge Forum on Tech For Good, Cambridge, UK.
Generative causal models for diet and survival, framed around actuarial estimands.
- 2025 38th New England Statistics Symposium, New Haven.
- 2025 AMS Spring Eastern Sectional Meeting, Hartford.
- 2024 IEEE PES General Meeting, Seattle. Least-cost
structuring of 24/7 carbon-free electricity procurements.
- 2023 Southern California Probability Symposium,
UC San Diego.
- 2016 Workshop on Rough Volatility Modeling,
Imperial College London.
- 2016 Frontiers in Stochastic Modeling for Finance,
Padova.
- 2014 Market Microstructure: Confronting Many
Viewpoints, Paris.
- 2014 7th Financial Risks International Forum: Big Data
in Finance and Insurance, Paris.
- 2013 6th Financial Risks International Forum:
Liquidity Risk, Paris.
Sessions organized
- 2026 Special Session on Financial Mathematics: Theory
and Practice, AMS Joint Mathematics Meetings, Washington DC. Invited the speakers,
reviewed abstracts, and moderated.
- 2025 Frontiers of Financial Mathematics, AMS Spring
Eastern Sectional Meeting, Hartford. Co-organized, with a focus on sustainable and
energy finance.
- 2024–25 Financial Mathematics Seminar, Worcester
Polytechnic Institute. Co-organizer.
- 2021–24 Undergraduate Lab, Center for Financial
Mathematics and Actuarial Research, UC Santa Barbara. Committee member, pairing
students with faculty and graduate mentors for two-quarter research projects.