Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00                  Capital Suite 3
8:30-9:00	Jorgen Blomall (Linkoping university, Sweden)  Optimal hedging of the interest rate swap book

9:30-10:00

Rakhymzhan Kazbek (Astana IT University, Kazakhstan)  Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees

Parallel Session 10 :: Wednesday, 12/18, 12:30-14:30                 Capital Suite 3
12:30-13:00	Massimiliano Ferrara (University Mediterranea of Reggio Calabria, Italy)  Deep prediction and XAI on Financial Market Sequence for Enhancing economic policies

14:00-14:30

Jorge P Zubelli (Khalifa University, United Arab Emirates)  Reinforcement learning for optimal constant proportion portfolio management

Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45                  Capital Suite 3
14:45-15:15	David Zoltan Szabo (Corvinus University of Budapest, Hungary)  Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market

Parallel Session 13 :: Thursday, 12/19, 8:00-9:30                  Capital Suite 3
8:30-9:00	Giulio Occhionero (Al Ramz PSJC, United Arab Emirates)  The Boltzmann Equation in Finance