9th London–Paris Bachelier Workshop
Thursday-Friday, November 6-7th, 2025
@ The London School of Economics (LSE)
Registration is required
Thursday: Hong Kong Theatre, Ground Floor, Clement House
Friday morning:
Room MAR.2.04, Second Floor, Marshall Building
Friday after lunch:
Hong Kong Theatre, Ground Floor, Clement House
Thursday schedule
| Time | Speaker | Title |
|---|---|---|
| 13:45 | Arrival & Welcome — Hong Kong Theatre, Ground Floor, Clement House (coffee is served) | |
| 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 |
Friday schedule
| Time | Speaker | Title |
|---|---|---|
| 09:15 | Arrival — MAR.2.04, Second Floor, Marshall Building (coffee is served) | |
| 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 | A Gibbs Sampler for Financial Network Models with Multiple CCPs |
| 12:30 | Lunch Break — After Lunch: Hong Kong Theatre, Ground Floor, Clement House | |
| 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 | Adjusted Interest Rate Total Return Futures |
| 15:15 | Short Break | |
| 15:30 | Pierre Henry-Labordère | Generative Modeling via Nonlinear Schrödinger Bridges and Branching Diffusions |
QRT PhD Prize
A PhD Prize is awarded for the three best talks by PhD students. There will be one prize winner and two commendations.
The prize is generously sponsored by Qube Research & Technologies.
Selection Committee:
P. Henry-Labordère (QRT), P. Gassiat (Gustave Eiffel), A. Jacquier (Imperial), and A. Søjmark (LSE)
Programme & Abstracts
Download the complete workshop programme with abstracts for all talks.
The PDF programme provides further details, including a campus map that highlights the buildings.
Final version: 5th November 2025
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 (QRT)
- 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)
Sponsor
Main Sponsor
Qube Research & Technologies (QRT) is a global investment manager where we deploy a diverse range of investment strategies across geographies, asset classes and time frames.
Combining data, research, technology and trading expertise has shaped QRT's collaborative mindset which enables us to solve the most complex challenges.
QRT's culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
Host Institution
