北京雁栖湖应用数学研究院

This seminar explores advanced mathematical methods in finance and their cutting-edge applications across related disciplines. At its core, the discussion examines the powerful synergy between stochastic control theory and nonlinear filtering techniques in addressing persistent open problems in quantitative finance. Additionally, the seminar highlights recent developments at the intersection of artificial intelligence and financial mathematics.

Through theoretical discussions, case studies, and practical implementations, this interdisciplinary session aims to foster collaboration between mathematicians, financial engineers, and industry professionals. Participants will gain valuable insights into how these sophisticated mathematical frameworks can be applied to solve real-world financial challenges and drive innovation in quantitative finance.