Generative Modeling for Time Series via Schrödinger Bridge

A talk by Professor Huyên Pham, University of Paris (Paris Diderot), Laboratoire de Probabilités, Statistique et Modèlisation (LPSM), Adjunct Professor- ENSAE, Chair of Applied Mathematics, JVN HCM, Vietnam. Professor Pham received the Louis Bachelier prize (2007) of the Natixis foundation and SMAI awarded by the French Academy of Sciences. He is Editor-in-Chief of Applied Mathematics and Optimization (with I. Lasiecka) and on the Editorial Boards of SIAM Journal on Control and Optimization, Mathematical Finance, Risks, Probability, Uncertainty and Quantitative Risk, Acta Mathematica Vietnamica, and Finance and Stochastics.