9th London–Paris Bachelier Workshop
Thursday-Friday, November 6-7th, 2025
Location: The London School of Economics (LSE)
Room and building to be announced
Room and building to be announced
Preliminary programme below. Speakers confirmed.
Remaining titles and abstracts will appear soon.
Thursday schedule
| 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 schedule
| 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
- 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)
Talks by PhD Students and 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 (KCL)
- Paul Gassiat (Paris Dauphine)
- Olivier Guéant (Panthéon-Sorbonne)
- Caroline Hillairet (ENSAE)
- Andreas Søjmark (LSE)
- Alex Tse (UCL)
- Yufei Zhang (Imperial)
Sponsors
The workshop is kindly sponsored by:
Main Sponsor
Host Institution
