Back to main page Other research activities and teaching Conferences, workshops, etc Distributed Solutions to Complex Societal Problems IMSI, Chicago, September 20 - December 17, 2021 Two-days workshop on Mean Field Games Online, Jun 18-19, 2020 Workshop III: Mean Field Games and Applications IPAM UCLA (online), May 18-22, 2020 Alumni day, Department for Mathematics, KTH Royal Institute of Technology, May 9, 2019 [ poster ] Graduate Summer School: Mean Field Games and Applications IPAM UCLA, June 18-29, 2018 [ poster ]. 20'th Stockholm-Uppsala Symposium on Mathematical statistics Stockholm University, May 28, 2018 Mean-field games, energy and environment Alan Turing Institute, London, February 12-14, 2018 The Lindquist Symposium in Systems Theory KTH Royal Institute of Technology, November 24-25, 2017 Workshop/School on Stochastic PDEs, Mean Field Games and Biology Gran Sasso Science Institute, l'Aquila, September 4-8, 2017 Mean-field games and related topics - 4 Rome, June 14-16, 2017 ICT Smart City Networking Event KTH Royal Institute of Technology, April 26, 2017 KTH-SJTU Joint Workshop on Distributed Intelligent Systems Analysis and Application KTH Royal Institute of Technology, August 28-30, 2016 18'th Stockholm-Uppsala Symposium on Mathematical statistics KTH Royal Institute of Technology, May 26, 2016 27'th Nordic Congress of Mathematics Institut Mittag-Leffler, Stockholm, March 16-20, 2016 17'th Stockholm-Uppsala Symposium on Mathematical statistics Stockholm University, May 28, 2015 Teaching experience Instructor at Princeton University ORF 245 Fundamentals of Statistics (spring 2021) Teaching Assistant at KTH Royal Institute of Technology SF1811 Optimization, basic course (fall 2019) SF2863 Systems Engineering (fall 2019) SF2975 Financial Derivatives (fall 2019) SF1861 Optimization theory (spring 2019) SF2975 Financial Derivatives (fall 2018) SF2863 Systems Engineering (fall 2017) SF2975 Financial Derivatives (fall 2017) SF1811 Optimization, basic course (fall 2016) SF1910 Applied statistics (fall 2016) SF1901 Probability theory and statistics, basic course (spring 2016) SF1811 Optimization, basic course (fall 2015) SF1904 Markov processes (spring 2015) SF1901 Probability theory and statistics, basic course (fall 2014) SF1811 Optimization, basic course (fall 2014) Projects with KTH Finance Lab: SF2975 Financial Derivatives - Quanto and compto options - Calibration of the Hull-White model SF2701 Financial mathematics, basic course - Introduction to stock price data - Exercise on dividends SF2943 Time series - Application of the GARCH model SF2942 Portfolio Theory - Immunization - Index tracking SF2980 Risk Management - Exercise on scenario-based risk analysis Some informal talks "Mean field games and related tools: State of research and applications". Research Club, Silo AI, December 2, 2021. [ slides ] "Some aspects of option pricing". PhD seminar, KTH, November 16, 2018. [ slides ] "Relaxed optimal control". PhD seminar, KTH, November 4, 2016. [ slides ] Back to main page

Published by: Alexander Aurell Updated: 21-02-2022