Dena Firoozi

Dena Firoozi

Assistant Professor
Department of Decision Sciences
HEC Montréal - Université de Montréal


Upcoming & Past Talks

    Upcoming Talks

  • Optimization Days, Montreal, QC, 6-8 May 2024. *invited talk*

  • Canadian Applied and Industrial Mathematics Society (CAIMS) Annual Meeting, Kingston, ON, 24-27 June 2024. *invited talk*

    • Past Talks

  • "Risk-Sensitive Control and Mean Field Games: A Variational Approach", Winter Meeting of Canadian Mathematical Society (CMS), 2 December 2023. *invited talk*

  • "Risk-Sensitive Optimal Control and Major-Minor Mean Field Games: A Variational Framework", Fields-CFI Conference on Recent Advances in Mathematical Finance and Insurance, 26 September 2023. *invited talk*

  • "Risk-Sensitive Mean Field Games", SIAM Conference on Financial Mathematics and Engineering, 6 June 2023. *session co-organizer*

  • "Risk-Sensitivity in Mean Field Games: A Variational Approach", Summer Meeting of Canadian Mathematical Society (CMS), 4 June 2023. *invited talk*

  • "Risk-Sensitive Mean Field Games with a Major Agent", IMSI Reunion Workshop on Distributed Solutions to Complex Societal Problems, Chicago, USA, February 20, 2023. *invited talk*

  • "Optimal Design of Renewable Energy Certificate markets: A Principal-Agent Mean Field Game Approach", GERAD Seminar Series, Montreal, October 6, 2022. *invited talk*

  • "LQG Mean Field Games with Entropy Regularization", 19th International Symposium on Dynamic Games and Applications, July 27, 2022. *contributed talk*

  • "Optimal Design of Renewable Energy Certificate markets: A Principal-Agent Mean Field Game Approach", 19th International Symposium on Dynamic Games and Applications, July 26, 2022. *contributed talk*

  • "A Principal-Agent Mean Field Game Approach to REC Market Design", 2022 SIAM Annual Meeting, July 15, 2022. *session co-organizer*

  • "Principal-Agent Mean Field Games in Renewable Energy Certificate Markets", 2022 CAIMS Annual Meeting, June 16, 2022. *invited talk*

  • "Principal-agent mean-field games in renewable energy certificate markets", 11th World Congress of the Bachelier Finance Society, June 16, 2022. *contributed talk*

  • "Equilibrium Pricing in Renewable Energy Certificate (REC) Markets using Mean Field Game Methodology", Workshop on Applications of Mean Field Games: from Models to Practice, November 17, 2021. *invited talk*

  • "Exploration and Entropy-Regularization in LQG Mean Field Games", Center for Financial Mathematics and Actuarial Research, University of California, Santa Barbara, United States, November 8, 2021. *invited talk*

  • "A Mean Field Game Approach to Equilibrium Pricing in Compliance Markets", 5th Eastern Conference on Mathematical Finance, October 2, 2021. *invited talk*

  • "Equilibrium Pricing and Optimal Behaviour in Compliance Markets: A Mean Field Game Approach", SIAM Annual Meeting (AN21), July 20, 2021. *session organizer*

  • "Renewable Energy Certificate (REC) Markets: A Mean Field Game Approach", CAIMS Annual Meeting, Canada, June 22, 2021. *invited talk*

  • "Optimal Behaviour and Equilibrium Pricing in Renewable Energy Certificate Markets: A Mean Field Game Approach", Quantact Seminar Series, Montreal, Canada, June 18, 2021. *invited talk*

  • "Renewable Energy Certificate (REC) Markets: A Mean Field Game Approach", CORS Annual Conference, June 9, 2021. *session organizer*

  • "Exploratory LQG Mean Field Games with Entropy Regularization", SIAM Conference on Financial Mathematics & Engineering (SIAM FME), June 1, 2021. *session co-organizer*

  • "LQG Mean Field Games with a Major Agent: Nash Certainty Equivalence versus Probabilistic Approach", Informal Systems Seminar (ISS)-[CIM-GERAD], McGill University, 29 Jan 2021. *invited talk*

  • "Belief Estimation by Agents in Major Minor LQG Mean Field Games", SIAM Financial Mathematics & Engineering Virtual Seminar Series, 10 Dec 2020. *invited talk*

  • "A mean field game approach to electronic markets", 48th Annual Meeting of SSC, Ottawa, Canada, May 2020 (cancelled due to COVID-19 pandemy). *invited talk*

  • "Electronic Markets and Mean Field Games", Applied Mathematics Seminar Series, University of Waterloo, Waterloo, Canada, 14 Jan 2020. *invited talk*

  • "Belief Estimation by Agents in Major Minor LQG Mean Field Games", CDC 2019, Nice, France, 11 Dec 2019. *invited talk*

  • "Electronic Trading, Reinforcement Learning, and Mean-Field Games", Canadian Mathematical Society (CMS) Winter Meeting 2019, Toronto, Canada, 8 Dec 2019. *invited talk*

  • "Model-Based Reinforcement Learning in Electronic Markets", 11th Workshop on Dynamic Games in Management Science, HEC Montréal, Montréal, Canada, 25 Oct 2019. *contributed talk*

  • "A Mean Field Game Approach to Solar Renewable Energy Contract Markets", New Challenges in Energy Markets - Data Analytics, Modelling and Numerics, Banff, Canada, 23 Sep 2019.*invited talk*

  • "Major-Minor Mean Field Games with Latent Factors", SIAM Conference on Financial Mathematics & Engineering (FM19), Toronto, Canada, 6 June 2019. *invited talk*

  • "Hybrid Mean Field Game Theory with Stopping and Switching Strategies", University of Toronto, Toronto, Canada, 2 October 2018. *contributed talk*

  • "A Hybrid Optimal Control Approach to Mean Field Games with Switching and Stopping Strategies", ISDG 2018, Grenoble, France, 12 July 2018. *contributed talk*

  • "Mean Field Game Systems with Switching and Stopping Strategies: A Hybrid Optimal Control Approach", 8th Meeting on Systems and Control Theory, University of Toronto, Toronto, Canada, 8 May 2018. *contributed talk*

  • "A Mean Field Game and Hybrid Systems Approach to Optimal Execution Problems in Finance with Stopping Times", Informal Systems Seminar (ISS)-[CIM-GERAD], McGill University, Montréal, Canada, 19 January 2018. *invited talk*

  • "An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives: An MFG Formulation", IFAC 2017 World Congress, Toulouse, France, 11 July 2017. *contributed talk*

  • "ε-Nash Equilibria for Partially Observed LQG Mean Field Games with Major Player: Partial Observation by All Agents", CDC 2016, Las Vegas, USA, 12 December 2016. *invited talk*

  • "The Execution Problem in Finance: A Mean Field Game Formulation", ISDG 2016, Urbino, Italy, 15 July 2016. *contributed talk*

  • "ε-Nash Equilibria for Partially Observed Optimal Execution Problem: Mean Field Game Approach", 7th Meeting on Systems and Control Theory, Queen's University, Kingston, Canada, 11 May 2016. *contributed talk*

  • "ε-Nash Equilibria for Partially Observed LQG Mean Field Games with Major Player: Partial Observation by All Agents", CDC 2015, Osaka, Japan, 17 December 2015. *contributed talk*

  • "ε-Nash Equilibria for Partially Observed Major-Minor LQG Mean Field Games with Applications to Finance", Informal Systems Seminar (ISS)-[CIM-GERAD], McGill University, Montréal, Canada, 20 November 2015. *invited talk*

  • "ε-Nash Equilibria for Partially Observed Major-Minor LQG Mean Field Games with Applications to Finance", 7th Workshop on Dynamic Games in Management Science, HEC Montréal, Montreal, Canada, 22 October 2015. *contributed talk*