Program

final program

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Monday, September 11th 

9:30 - 10:00, Registration;

10:00 - 10:15, Welcome address, prof. Leo Ferraris, (Head of the Department of Economics);

10:15 - 11:15, Vladimir Vovk (Royal Holloway, London), (invited speaker): 

Logic of subjective probability; 

11:30 - 12:30, Fabio Maccheroni (Università "L. Bocconi"), (invited speaker): 

Making Decisions under Model Misspecification; 

12:30 - 14:00, Lunch;

14:00 - 14:35, Lorenzo Bastianello (Università di Venezia): 

Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules;

14:35 - 15:10, Sabrina Mulinacci (Università di Bologna):

Bid-Ask Option Pricig Bounds;

15:10 - 15:40, Coffee Break;

15:40 - 16:15, Giuseppe Attanasi (Università "La Sapienza", Roma): 

Ambiguity aversion as determinant of majority thresholds in voting lotteries of different size;

16:15 - 16:50, Aldo Montesano (Università "L. Bocconi"): 

The decision under uncertainty in the economic equilibrium theory.

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Tuesday, September 12th

9:30 - 10:30, Nizar Touzi (Ecole Polytechnique), (invited speaker): 

Mean field game of cross holding with common factor ;

10:30 - 10:55, Coffee Break;

10:55 - 11:55, Max Nendel (Universität Bielefeld), (invited speaker): 

An optimal transport foundation for a class of dynamically consistent risk measures; 

12:00 - 12:30, Giuseppina Guatteri (Politecnico di Milano):

Maximum principle for optimal control problems with delays in the non convex case and with financial applications;

12:30 - 14:00, Lunch;

14:00 - 15:00, Giorgio Fabbri (Université de Grénoble), (invited speaker): 

On competition for spatially distributed resources in networks;

15:05 - 15:35, Daria Ghilli (Università di Pavia): 

Linear quadratic Mean Field Games in infinite dimension and applications;

15:40 - 16:10, Cristiano Ricci (Università di Pisa):

A non-invariance result for spatial AK model; 

16:15 - 16:35, Coffee Break;

16:35 - 17:05, Marta Leocata (Sculola Normale Superiore di Pisa):

A MFG approach for competing firms in the Emission Trading System;

17:10 - 17:40, Alessandro Calvia (Università di Parma): 

A mean-field model for optimal investment.

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Wednesday, September 13th

10:00 - 11:00, Giuseppe Savaré (Università "L. Bocconi"), (invited speaker):

Sobolev spaces on the Wasserstein space of probability measures,

11:00 - 11:30, Coffee Break;

11:30 - 12:30, Mathias Beiglböck (Universität Wien), (invited speaker):

Adapted optimal transport;

12:30 - 13:30 Lunch;

13:30 - 14:05, Pietro Siorpaes (Imperial College, London):

A computable quantisation of measures which preserves the convex order in any dimension;

14:05 - 14:40, Hugo Lavenant (Università "L. Bocconi"): 

Measuring dependence with Wasserstein distances (in Bayesian Nonparametrics);

14:40 - 15:10, Coffee Break;

15:10 - 15:45, Giulia Cavagnari (Politecnico di Milano):

Totally dissipative evolutions in Wasserstein spaces through a Lagrangian perspective;

15:45 - 16:20, Giacomo Enrico Sodini (Universität Wien): 

A relaxation approach to optimal transport with applications to the unbalanced case.