Report on the workshop ``Recent developments on mean-field games, machine learning and quantitative finance”

The Vietnam Institute for Advanced Study in Mathematics (VIASM) organized  the workshop “Recent developments on mean-field games, machine learning and quantitative finance”, between May 21st and May 24th, 2019, in  Tuan Chau, Quang Ninh province.


The aim of this workshop is to share some advances in trendy and active research topics and align interests of  researchers  working in mean-field game, machine learning and quantitative finance by stimulating collaborations.  There were 17  talks,  and several of them are at the intersection of these topics.  Overseas speakers came from US, Canada, Europe, UK, Hong Kong, Singapour, and local speakers were from VIASM and John Von Neumann Institute in Ho Chi Minh City.  During this workshop, fruitful  discussions were initiated, and some future research exchanges and visits were  planned.  This workshop also gave the opportunity for overseas researchers to know more about VIASM and the development of Applied Mathematics in Vietnam.  On the other hand, it also raised the interest of local mathematicians in these three topics covered by the various and high-level talks.