Talks at conferences, seminars and workshops

• September 2024 : “Efficient Filtering and Importance Sampling via Markovian Projection in Stochastic Reaction Networks”, Casa Colloquium (Invited Talk, Eindhoven University of Technology, the Netherlands). Link to the talk.

• August 2024: “Dimensionality Reduction via Markovian Projection in Filtering for Stochastic Reaction Networks: Bridging Accuracy and Efficiency”, 16th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (Internal mini-symposium Talk, University of Waterloo, Canada).
• May 2024: “Empowering Fourier-Based Methods for Computing Expectations and Pricing Multi-Asset Options”, Workshop: Stochastic Numerics and Statistical Learning: Theory and Applications (Invited Talk, KAUST, KSA). Link to the talk.
• April 2024: “Efficient Fourier Pricing of Multi-Asset Options: Quasi-Monte Carlo & Domain Transformation Approach”, International Conference on Computational Finance (Internal mini-symposium Talk, Amsterdam, the Netherlands). Link to the talk.
• January 2024: “Generic Importance Sampling via Optimal Control for Stochastic Reaction Networks”, Mathematical Institute Seminar (Internal Talk, Utrecht, the Netherlands). Link to the talk.
• December 2023: “Empowering Fourier-Based Methods for Efficient Valuation of High-Dimensional Derivatives”, Finance Research Day at TU Delft (Invited Talk, Delft, the Netherlands). Link to the talk.
• November 2023: “Generic Importance Sampling via Optimal Control for Stochastic Reaction Networks”, Joint Leiden/VU/Delft Seminar (Invited Talk, Delft, the Netherlands). Link to the talk.
• June 2023: “MLMC Combined with Numerical Smoothing for Efficient Probabilities Computation, Density Estimation, and Option Pricing”, 14th International Conference on Monte Carlo Methods and Applications (Internal mini-symposium Talk, Paris, France). Link to the talk.
• June 2023: “Optimal Damping with Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options”, SIAM Conference on Financial Mathematics (FM23) (Contributed Talk, Philadelphia, USA). Link to the talk.
• May 2023: “Analysis of Numerical Smoothing with Hierarchical Approximations: Applications in Probabilities/Densities Computation and Option Pricing”, Workshop: Numerical Analysis of Stochastic Partial Differential Equations (NASPDE) (Invited Talk, Eindhoven, the Netherlands). Link to the talk.
• May 2023: “Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: Learning and Markovian Projection-based Approaches”, Workshop: Stochastic Numerics and Statistical Learning: Theory and Applications (Invited Talk, KAUST, KSA). Link to the talk.
• October 2022: “Smoothing Techniques and Hierarchical Approximations for Efficient Option Pricing”, Mathematical Finance Seminar (Invited Talk, Humboldt-Universität zu Berlin, Germany). Link to the talk.
• July 2022: “Quasi-Monte Carlo & Multilevel Monte Carlo Methods Combined with Numerical Smoothing for Efficient Option Pricing and Density Estimation”, 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods (Contributed Talk, Linz, Austria). Link to the talk.
• June 2022: “Numerical Smoothing and Hierarchical Approximations for Efficient Option Pricing”, International Conference on Computational Finance (ICCF2022) (Contributed Talk, Wuppertal, Germany). Link to the talk.
• May 2022: “Numerical Smoothing and Hierarchical Approximations for Efficient Option Pricing and Density Estimation”, Workshop: Stochastic Numerics and Statistical Learning: Theory and Applications (Invited Talk, KAUST, KSA). Link to the talk.
• SIAM Conference on Financial Mathematics (FM21), online conference, 2021. (Invited Talk).
• 14th International Conference on Monte Carlo and quasi-Monte Carlo Methods, University of Oxford, UK, 2020. (Contributed Talk). Link to the talk.
• Math4UQ Seminar, RWTH Aachen University, Germany, 2020. (Invited Talk).
• International Conference on Computational Finance 2019 (ICCF2019), Coruña, Spain, 2019. (Contributed Talk).
• 12th International Conference on Monte Carlo and quasi-Monte Carlo Methods, Stanford University, USA, 2016. (Contributed Talk).

 Organizational activities

• Co-organizer: Study Group Mathematics with Industry (SWI 2025), Utrecht University, the Netherlands, January 2025.
• Co-organizer: International Conference on Computational Finance 2024 (ICCF24), Amsterdam, the Netherlands, April 2024.
• Co-organizer: Mini-symposium: Recent Advances in QMC Methods for Computational Finance and Financial Risk Management, the 16th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Waterloo, Canada, August 2024.
• Co-organizer: Mini-symposium: Recent advances in Monte Carlo methods for forward and inverse problems for stochastic reaction networks, the 16th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Waterloo, Canada, August 2024.
• Organizer: Mini-symposium: Recent advances in MLMC methods for computational finance and financial risk management, International Conference on Computational Finance 2024 (ICCF24), Amsterdam, the Netherlands, April 2024.
• Co-organizer: Mini-symposium: Recent advances in transform (Fourier/Laplace) methods for computational finance and insurance, International Conference on Computational Finance 2024 (ICCF24), Amsterdam, the Netherlands, April 2024.
• Co-organizer: Uncertainty Quantification Hybrid Seminar, RWTH Aachen University, 2022 - 2023.
• Co-organizer: Mini-symposium: Recent advances in Fourier transform methods for computational finance and insurance, SIAM Conference on Financial Mathematics (FM23), Philadelphia, USA, 2023.
• Co-organizer: Mini-symposium: MLMC techniques for discontinuous functionals, 14th International Conference on Monte Carlo Methods and Applications, Paris, France, 2023.
• Co-organizer: Mini-symposium: Recent advances in Monte Carlo Methods for forward and inverse problems for stochastic reaction networks, MLMC techniques for discontinuous functionals, 14th International Conference on Monte Carlo Methods and Applications, Paris, France, 2023.
• Co-organizer: Mini-symposium: Monte Carlo Methods and Variance Reduction Techniques for Stochastic Reaction Networks, MLMC techniques for discontinuous functionals, The 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria, 2022.
• Co-organizer: Workshop: Stochastic Numerics and Statistical Learning: Theory and Applications, KAUST, KSA, 2022.
• Co-organizer: Mini-symposium: Variance Reduction Techniques for Computational Finance, The 13th International Conference on Monte Carlo Methods and Applications, Mannheim University, Germany, 2021.
• Co-organizer: Mini-symposium: Hierarchical Methods for Variance Reduction. The 14th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, University of Oxford, UK, 2020.

Editorial activities

• Associate editor for the Statistics and Computing Journal.
• Referee for Journal of Computational and Applied Mathematics, Quantitative Finance, Finance and Stochastics, Decisions in Economics and Finance, Financial Innovation, and Risk Journals.