Special Session 118: Recent advances in mathematical finance
Organizer(s): Yerkin Kitapbayev , Giorgio Consigli , Jorge Zubelli

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

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