The two-week program will consist of three short courses, the conference component and informal forums. The short courses will be held on modern topics from Risk Modelling, Stochastic Analysis, Optimal Control and Statistics of Random Processes; the courses will be delivered by leading researchers from around the world in a hybrid format (in classes and via Zoom). The conference component will contain three mini-symposiums to be held in Week 1. There will be also informal forums on different topics related to risk modelling in Week 2. The Australian PhD students will be shortlisted for attending the event in-person. Furthermore, we will invite the leading practitioners and regulators from the financial industry to attend the short courses and the Symposiums of the program to further stimulate the interaction of the academics with industry partners.


  • Professor Alex Novikov, University of Technology Sydney


This workshop is supported by AMSI and AustMS through the AMSI-AustMS Workshop Funding program.

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