PLENARY SPEAKERS
The list will be updated upon confirmations.
Prof. YOUNG IM CHO
Department of IT Convergence Engineering, Gachon University, Republic of Korea, Email: yicho@gachon.ac.kr
Title: To be announced soon.
Abstract: To be announced soon.
Prof. Dumitru Baleanu
Lebanese American University, Lebanon
Institute of Space Sciences, Magurele-Bucharest, Romania, Email: dumitru.baleanu@lau.edu.lb
Title: To be announced soon.
Abstract: To be announced soon.
Prof. Huseyin Seker
University of Sharjah, UAE & University of Birmingham, UK, Email: hseker@sharjah.ac.ae
Title: To be announced soon.
Abstract:To be announced soon.
Prof. Gerhard-Wilhelm Weber
Faculty of Management Engineering PUT, Poland & Institute of Applied Mathematics, METU, Turkiye, Email: gerhard.weber@put.poznan.pl
Title: Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
Abstract: The aim of the present project is to provide a novel, unified framework for the study of the problem of the optimal management of defined contribution pension funds under the effects of risk and model uncertainty. More precisely, we consider a fund manager who is endowed with some initial wealth stemming from pooled contributions of the fund members and his role is to optimally distribute this wealth, among several financial assets, in order for the fund to achieve some desired goal at the end of the trading horizon and to effectively mitigate any unnecessary risks. Furthermore, given the special design and the long-term structure of pension fund schemes, the effects of important external stochastic (market and demographic) factors, such as human mortality, interest rates and inflation, as well as model uncertainty, must be included in the decision-making process. By employing a mixture of robust control theory and dynamic programming techniques, we are able to provide: (i) the optimal investment decisions of the fund manager in closed-form, and a (ii) comprehensive numerical study (using real-world data and a novel machine-learning inspired approach) of the qualitative features of the problem at hand, that provides valuable insights on how the suggested pension fund management approach can be effectively applied in practice.
(Joint work with I. Baltas, A. N. Yannacopoulos, M. Szczepanski, K. Kołodziejczyk and L. Dopierala).
INVITED SPEAKERS
The list will be updated upon confirmations. Note that the order of the speakers was determined based on the confirmation sequence.
Prof. Praveen AgarwalAnand International College of Engineering, Jaipur, India, Email: goyal.praveen2011@gmail.com
Title: To be announced soon.
Abstract: To be announced soon.
Prof. Jordan HristovUniversity of Chemical Technology and Metallurgy, Bulgaria, Email: jyh@uctm.edu
Title: To be announced soon.
Abstract: To be announced soon.