09:00 – 09:30;Registration 09:30 – 10:00;OPENING CEREMONY ;SECTION 1;MODERATOR: Vasiliy KOLOKOLTSOV (Lomonosov Moscow State University, Moscow) 10:00 – 10:30;Yuriy KABANOV (Lomonosov Moscow State University, Moscow);Martingale Deflators and Numeraires;abstract link=https://drive.google.com/file/d/1tnpjKEReYHJBoLAAom-SOkzGkNgH929s/view;online 10:30 – 11:00;Stanislav SHAPOSHNIKOV (Lomonosov Moscow State University, Moscow);Change of Coordinates in Kolmogorov Equation;abstract link=https://drive.google.com/file/d/1WkqdOb5PCCDELLoUojobuy8zqgs_-90s/view;in person 11:00 – 11:30;Vasiliy KOLOKOLTSOV (Lomonosov Moscow State University, Moscow);On Numeric Solutions of Fractional Black-Scholes Equations;abstract link=https://drive.google.com/file/d/1f00X6r7dvm9Nced_xsh1EkzLGA7dhpBX/view;in person 11:30 – 12:00;Valeriy VASILYEV (Sobolev Institute of Mathematics of the Siberian Branch of the RAS, Novosibirsk);On Shapley Value in Homogeneous n-Person Game;abstract link=https://drive.google.com/file/d/1oHpuKpSQ-2xQMqHxagn2XBUEaDTC2uSK/view;online 12:00 – 13:15;LUNCH (Please show the badge of the registered participant) ;SECTION 2;MODERATOR: Kirill KLIMOV (Vega Institute Foundation, Moscow) 13:15 – 13:45;Dean FANTAZZINI (Lomonosov Moscow State University, Moscow);Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models;abstract link=https://drive.google.com/file/d/1qv4F6g1oCA32U4VTJpWqBl4oeuhPMwir/view;online 13:45 – 14:15;Dmitriy POLUPANOV (Ufa University of Science and Technology, Ufa);Stacking Approach to the Bankruptcy Prediction Problem;abstract link=https://drive.google.com/file/d/1PA_owJNNz4qrtMKIbH1D6TJNS9H1a5Ns/view;online 14:15 – 14:45;Roland GRINIS (Moscow Institute of Physics and Technology, Moscow);Standard Initial Margin Model for Over-the-counter Derivative Market: from Implementation to Systemic Risk Reduction;abstract link=https://drive.google.com/file/d/1S5TwlJx26F9gJXRGB4QTR-nbSxYhN89w/view;in person 14:45 – 15:15;Peter LUKYANCHENKO (PJSC Moscow Exchange, Moscow);Agent Based Modeling of Flash Crash Transition;abstract link=https://drive.google.com/file/d/1gCXZAfyi1LgXTysxL6riXkmDkOixo-iL/view;in person 15:15 – 15:45;COFFEE BREAK ;SECTION 3;MODERATOR: Anton BELYAKOV (Lomonosov Moscow State University, Moscow) 15:45 – 16:15;Yerkin KITAPBAEV (Khalifa University, Abu Dhabi, UAE);Valuation of Equity and Debt with Finite Maturity: Probabilistic Approach;abstract link=https://drive.google.com/file/d/1rw5dtVOPA8buTESr0MLV1QJC36AqCwzO/view;online 16:15 – 16:45;Mikhail URUSOV (Universität Duisburg-Essen, Essen, Germany);Reducing Obizhaeva–Wang Type Trade Execution Problems to LQ Stochastic Control Problems;abstract link=https://drive.google.com/file/d/1EhRkdkBK9kobysWbDlkM36pko3zyeoEV/view;online 16:45 – 17:15;Anton BELYAKOV (Lomonosov Moscow State University, Moscow);Seierstad Sufficient Conditions in Stochastic Optimal Control Problems;abstract link=https://drive.google.com/file/d/1wmIcw6u2V4TsIutmMsl3RvbVQpZbA7oo/view;in person 17:15 – 17:45;Evgeniy FAINBERG (Stony Brook University, Stony-Brook, USA);Sequential Optimization of CvaR;abstract link=https://drive.google.com/file/d/1_j4X01lbcLRchhTJRwLRHFqD-yzONyU1/view;online

09:30 – 10:00;Registration ;SECTION 4;MODERATOR: Ekaterina RYADNOVA (Lomonosov Moscow State University, Moscow) 10:00 – 10:30;Zhanna ZENKOVA (Tomsk State University, Tomsk);Estimation of the Cumulative Distribution Function and Moments Based on the Additional Information on Quantile;abstract link=https://drive.google.com/file/d/1TFV6vbcNFotb8lf18zdthbE72vjkdYac/view;in person 10:30 – 11:00;Evgeniy PCHELINTSEV (Tomsk State University, Tomsk);Efficient Statistical Analysis for Diffusion Models;abstract link=https://drive.google.com/file/d/1joj1skgo6uaqt_34FTB7Pi8Xsaltjo0b/view;in person 11:00 – 11:30;Ekaterina BULINSKAYA (Lomonosov Moscow State University, Moscow);Discrete-time Insurance Models;abstract link=https://drive.google.com/file/d/1ItAIYiOgUgMmTzkXnQb-hAC1fgIJsT-U/view;in person 11:30 – 12:10;POSTER SESSION;Research results of the Vega Institute Foundation postgraduate students and student research groups;Hall on the 1st floor 12:10 – 13:15;LUNCH (Please show the badge of the registered participant) ;SECTION 5;MODERATOR: Anna OBIZHAEVA (New Economic School, Moscow) 13:15 – 13:45;Alexey KURBATSKIY (Lomonosov Moscow State University, Moscow) Nikita ARTAMONOV (MGIMO University, Moscow);Excess Return Dynamics of the Active US Mutual Funds;abstract link=https://drive.google.com/file/d/1hlwM6tN52GM0YJ8p0icQTG3Moi_RTwJZ/view;in person 13:45 – 14:15;Dmitriy MAKAROV (HSE University, Moscow);On Ambiguity-seeking Behavior in Finance Models with Smooth Ambiguity;abstract link=https://drive.google.com/file/d/1G_bAkpGkhfOts_eCqE09pjmtX41u-lEm/view;online 14:15 – 14:45;Anna OBIZHAEVA (New Economic School, Moscow);Turbulence Theory of Kolmogorov: Applications in Finance?;abstract link=https://drive.google.com/file/d/1zm15GJHyxHNVVKv-6IQCLm-RyTg0DQG5/view;in person 14:45 – 15:15;COFFEE BREAK ;SECTION 6;MODERATOR: Kirill KLIMOV (Vega Institute Foundation, Moscow) 15:15 – 15:45;Natalya DANILOVA (South Federal University, Rostov-on-Don);Discrete Binary Approximation of the SDE Solution with Random Time Partition by the Wiener Process Passages;abstract link=https://drive.google.com/file/d/1d7x91_RJr15pnwWuDcJsljGJoLW7P4_W/view;online 15:45 – 16:45;Evgeniy BURNAEV (Skolkovo Institute of Science and Technology, Moscow);From SDE to the Monge-Kantorovich Problem and Back: the Path to AI?;abstract link=https://drive.google.com/file/d/1DuQD2p_UAaUVwcqIilAAkHa8X5KI-9ob/view;in person 16:45 – 17:15;CLOSING CEREMONY