Professor Ludovic Tangpi gives Plenary Talk at SIAM Conference

June 21, 2023

ORFE Professor Ludovic Tangpi gave the plenary talk titled “Optimal bubble riding in a large population” at the 2023 biennial SIAM Conference on Financial Mathematics and Engineering which took place in Philadelphia this June. 

The presentation discussed a game-theoretic approach to model the growth and optimal liquidation of an asset bubble.  It is based on joint research with ORFE graduate student Shichun Wang.