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'COMPUTING THE IMPLIED VOLATILITY THROUGH NEURAL NETWORKS WITH ASYMPTOTIC REGIMES', S. Amiriyan and Y. Boutaib, Presentation of the International Conference on Computational Finance, Oxford, UK, from 1 to 4 Sep 2026
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'COMPUTING THE IMPLIED VOLATILITY THROUGH NEURAL NETWORKS WITH ASYMPTOTIC REGIMES', S. Amiriyan and Y. Boutaib, Poster Presentation of The XIII Bachelier World Congress of the Bachelier Finance Society, Bologna, Italy, from 29 June to 3 July 2026
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'COMPUTING THE IMPLIED VOLATILITY THROUGH NEURAL NETWORKS WITH ASYMPTOTIC REGIMES', S. Amiriyan and Y. Boutaib, Presentation of the 3rd FAMiLLY workshop, University of Liverpool, 16 December 2025
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'COMPUTING THE IMPLIED VOLATILITY THROUGH NEURAL NETWORKS WITH ASYMPTOTIC REGIMES', S. Amiriyan and Y. Boutaib, Poster Presentation of 5th Barcelona Summer School of Stochastic Analysis and Quantitative Finance, July 2025
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'Learning Price Function Under No Arbitrage', S. Amiriyan, Poster Presentation of 7th Berlin Workshop on Mathematical Finance for Young Researchers, Departments of Mathematics of HU Berlin and of TU Berlin, Sep 2024