9th London–Paris Bachelier Workshop
Thursday-Friday, November 6-7th, 2025
Location: The London School of Economics (LSE)
Registration is required: please use the registration link after the workshop schedule
Venue: Thursday all day and Friday after lunch in Clement House, LSE.
Friday morning in the Marshall Building, LSE.
(Details will be published soon)
Thursday schedule
| Time | Speaker | Title |
|---|---|---|
| 13:45 | Arrival & Welcome (coffee provided) | |
| 14:10 | Albina Danilova | Risk Aversion of the Insider and Asymmetric Information |
| 14:40 | Mehdi Talbi | Multiple Optimal Stopping: Dynamic Programming and Neural Network Approximation |
| 15:10 | Hao Ni | Structured Agentic Workflows for Financial Time-Series Modeling with LLMs and Reflective Feedback |
| 15:40 | Coffee Break | |
| Short Talks – Session I: | ||
| 16:10 | Nina Drobac | Signatures for Time Series Forecasting |
| 16:25 | Sébastien Bieber | Optimal Exit Time for Liquidity Providers in Automated Market Makers |
| 16:40 | Anthony Coache | Optimal Trading Across Coexisting Exchanges: Limit-Order Books and Automated Market Makers |
| 16:55 | Junhan Lin | Optimal Execution of Perpetual Contracts |
| 17:10 | Short Break | |
| 17:20 | Isabelle Nagot | Portfolio Optimisation for Non-Gaussian Payoffs |
| 17:50 | Jesper Andreasen | Next Gen Finite Difference Solution |
Conference Dinner:
19:30 (invitation only – details will come in an email)
Friday schedule
| Time | Speaker | Title |
|---|---|---|
| 09:15 | Arrival & Good Morning (coffee provided) | |
| 09:30 | Harjoat Bhamra | CDX Markets, Time-Varying Fear, and Corporate Leverage |
| 10:00 | Stefano De Marco | Schrödinger Bridges with Jumps for Time Series Generation |
| 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 Estimation of Self- and Cross-Impact |
| 11:45 | Yumin Lu | Portfolio Selection in Contests |
| 12:00 | Yousra Cherkaoui | Cyber Risk Frequency Modelling Using Hawkes Processes: Calibration on Attack Data and Vulnerability Data |
| 12:15 | Markus Karl | Reconstruction of Financial Networks under Netting Constraints |
| 12:30 | Lunch Break | |
| 14:00 | Emma Hubert | Revisiting Contract Theory with Volatility Control |
| Short Talks – Session III: | ||
| 14:30 | Louis-Amand Gérard | Hedging with Memory: Shallow and Deep Learning with Signature |
| 14:45 | Dounia Essaket | On Carbon Pricing in Golosov et al. (2014) |
| 15:00 | Peter Pommergård Lind | AIR Total Return Futures |
| 15:15 | Short Break | |
| 15:30 | Pierre Henry-Labordère | Generative Modeling via Nonlinear Schrödinger Bridges and Branching Diffusions |
Registration
Please register for the workshop using the link below. Registration is required for attendance.
If you have any questions about the registration, please contact the organising committee.
Speakers
Invited Speakers
- Jesper Andreasen (Verition Fund Management)
- Harjoat Bhamra (Imperial Business School)
- Albina Danilova (LSE Maths)
- Stefano De Marco (Polytechnique)
- Luca Galimberti (KCL)
- Pierre Henry-Labordère (Qube)
- Emma Hubert (Paris-Dauphine)
- Isabelle Nagot (Sorbonne)
- Hao Ni (UCL)
- Mehdi Talbi (Paris-Cité)
PhD Students & Young Researchers
- Sébastien Bieber (Dauphine)
- Yousra Cherkaoui (ENSAE)
- Anthony Coache (Imperial)
- Nina Drobac (Sorbonne)
- Dounia Essaket (Paris 7)
- Louis-Amand Gérard (Paris 1)
- Markus Karl (LSE Maths)
- Junhan Lin (KCL)
- Peter Pommergård Lind (Verition Fund Management)
- Yumin Lu (UCL)
- Sturmius Tuschmann (Imperial)
Organising Committee
- Eduardo Abi Jaber (Polytechnique)
- Purba Das (King's)
- Paul Gassiat (Univ Gustave Eiffel)
- Olivier Guéant (Univ Paris-Cité)
- Caroline Hillairet (ENSAE)
- Andreas Søjmark (LSE)
- Alex Tse (UCL)
- Yufei Zhang (Imperial)
Sponsors
The workshop is kindly sponsored by:
Main Sponsor
Host Institution
