Conference participation and presentations

PRESENTATION

Conferences of 2022/2023:

Savku E., 2023 Southern Africa Mathematical Sciences Association (SAMSA) Annual Conference, Pretoria, South Africa, 2023. Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E., IV International Conference on Mathematics and its Applications in Science and Engineering (ICMASE 2023), Madrid, Spain, 2023. Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E., The 10th International Workshop on Applied Probability (IWAP2023), Thessaloniki, Greece, 2023. Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E., Recent Developments in Stochastics with Applications in Mathematical Physics and Finance, Hammamet, Tunisia, 2022. Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E., STORM Workshop, Oslo, Norway, 2022. Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E.,  International Conference on Optimization and Decision Science, Florence, Italy, 2022. Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Conferences of 2021/2022:

Savku E., Euro 2022, conference, Espoo, Finland, 2022.  Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E., 11th World Congress of Bachelor Finance Society, virtual conference, Hong Kong, China, 2022. Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E., ECCO XXXV - CO 2022, virtual conference, 2022. Presentation of the paper  A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E., Stochastic Games and Martingale Optimal Transport, Workshop, Milan, Italy, 2022. Presentation of the paper A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku E.

Savku E.,  Quantitative Finance Seminar NUS (Suzhou) Research Institute, 2021, virtual, invited seminar, Jiangsu, China. Presentation of the papers: A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance by Savku E. and Weber G.-W.

Savku E., Felix Klein Autumn Workshop: Optimization and Machine Learning, Fraunhofer ITWM, Kaiserslautern, 2021, virtual, invited, Germany. Presentation of the papers:  Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market  by Savku E. & Weber G.-W. and  A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance by Savku E. and Weber G.-W.

Conferences of 2020/2021:

Rognlien Dahl, K., European Safety and RELiability Conference 2021, Angers, France. Presentation of the paper  Self-exciting jump processes as deterioration models  by Rognlien Dahl, K & Eyjolfsson, H. 

Savku E., SIAM Conference on Control and its Applications (CT21) 2021, virtual, USA. Presentation of the paper  Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market by Savku E. & Weber G.-W.

Savku E.,  EUROPT 2021 18th Workshop on Advances in Continuous Optimization, Virtual, Toulouse, France. Presentation of the paper: A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Financeby Savku E. and Weber G.-W.

Savku E.,  10th General AMaMeF Conference 2021, virtual, Padova, Italy. Presentation of the paper: Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market by Savku E. & Weber G.-W.

Savku E., SPOR Seminars: Statistics, Probability, Operational Research Seminars, 2021, virtual, Ankara, Turkey. Presentation of the paper: Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market by Savku E. & Weber G.-W.

Savku E., International Conference “Dynamic Control and Optimization” (DCO), 2021, virtual, Aveiro, Portugal, Presentation of the paper: Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market by Savku E. & Weber G.-W.