9th London–Paris Bachelier Workshop

Thursday-Friday, November 6-7th, 2025


Location: The London School of Economics (LSE)
 Clement House & The Marshall Building

Registration is required: use the registration link after the workshop schedule

Location: Thursday is in Clement House. Friday morning is in the Marshall Building. Friday after lunch is back in Clement House. Precise details and a map will be announced closer to the workshop.

Thursday schedule

Time Speaker Title
13:50 Arrival & Welcome
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
17:55 Junhan Lin Optimal Execution of Perpetual Contracts
17:10 Short Break
17:20 Isabelle Nagot TBA
17:50 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 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 Market Impact Estimation
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

Qube Research & Technologies

Host Institution

LSE Department of Statistics