9th London–Paris Bachelier Workshop
Thursday-Friday, November 6-7th, 2025
Location: The London School of Economics (LSE), London
Building to be announced
Building to be announced
Thursday, November 6, 2025
| Time | Speaker | Title |
|---|---|---|
| 13:30 | Arrival & Welcome | |
| 14:00 | Albina Danilova | TBA |
| 14:30 | Mehdi Talbi | TBA |
| 15:00 | Hao Ni | TBA |
| 15:30 | Coffee Break | |
| Short Talks – Session I | ||
| 16:00 | Nina Drobac | TBA |
| 16:15 | Sébastien Bieber | TBA |
| 16:30 | Junhan Lin | Optimal Execution of Perpetual Contracts |
| 16:45 | Anthony Coache | Optimal Trading Across Coexisting Exchanges: Limit-Order Books and Automated Market Makers |
| 17:00 | Short Break | |
| 17:15 | Isabelle Nagot | TBA |
| 17:45 | Jesper Andreasen | TBA |
Conference Dinner:
TBA at 19:30 (invitation only)
Friday, November 7, 2025
| Time | Speaker | Title |
|---|---|---|
| 09:30 | Harjoat Bhamra | CDX Markets, Time-Varying Fear, and Corporate Leverage |
| 10:00 | Stefano De Marco | TBA |
| 10:30 | Coffee Break | |
| 11:00 | Luca Galimberti | Deep Learning methods for Limit Order Books: an infinite-dimensional perspective |
| Short Talks – Session II | ||
| 11:30 | Sturmius Tuschmann | Nonparametric Market Impact Estimation |
| 11:45 | Yousra Cherkaoui | TBA |
| 12:00 | Yumin Lu | Portfolio Selection in Contests |
| 12:15 | Markus Karl | Reconstruction of financial networks under netting constraints |
| 12:30 | Lunch Break | |
| 14:00 | Emma Hubert | TBA |
| Short Talks – Session III | ||
| 14:30 | Louis-Amand Gérard | TBA |
| 14:45 | Dounia Essaket | TBA |
| 15:00 | Peter Pommergård Lind | TBA |
| 15:15 | Short Break | |
| 15:30 | Pierre Henry-Labordère | Generative Modeling via Nonlinear Schrödinger Bridges and Branching Diffusions |
Speakers
Invited Speakers
- Albina Danilova (LSE Maths)
- Emma Hubert (Paris-Dauphine)
- Harjoat Bhamra (Imperial Business School)
- Hao Ni (UCL)
- Isabelle Nagot (Sorbonne)
- Jesper Andreasen (Verition Fund Management)
- Luca Galimberti (KCL)
- Mehdi Talbi (Paris-Cité)
- Pierre Henry-Labordère (Qube)
- Stefano De Marco (Polytechnique)
Talks by PhD Students and Young Researchers
- Anthony Coache (Imperial)
- Dounia Essaket (Paris 7)
- Junhan Lin (KCL)
- Louis-Amand Gérard (Paris 1)
- Markus Karl (LSE Maths)
- Nina Drobac (Sorbonne)
- Peter Pommergård Lind (Verition Fund Management)
- Sébastien Bieber (Dauphine)
- Sturmius Tuschmann (Imperial)
- Yousra Cherkaoui (ENSAE)
- Yumin Lu (UCL)
