Fabian Bastin

Speaker

• Dynamic optimal combination of forecasting models

  WB41 — Advances in Large-Scale Nonlinear Optimization III
  24 Jul 2024 14:00 — Parallel Session

Chair

• W3 — Scalable Uncertainty: AI Needs to Know What it Doesn’t Know

  24 Jul 2024 16:20 — Keynote

Co-author

• Predicting Limit Order Book Prices: A Machine Learning Approach

  MB960 — Finance and social sciences 1
  22 Jul 2024 14:00 — Parallel Session

• A stochastic Hessian-free trust-region method for statistical learning

  TA59 — Advances in numerical methods for large scale nonlinear optimization and applications II
  23 Jul 2024 08:30 — Parallel Session

• Duality in Optimal Stopping

  ThB935 — Continuous Stochastic Programming 2
  25 Jul 2024 14:00 — Parallel Session