Recent Trends in Machine Learning and Risk Management

Workshop Outline

The Fifth Workshop on Recent Trends in Machine Learning and Risk Management will take place on October 19–20, 2026, at Stony Brook University. The workshop will bring together academics, students, alumni, and industry participants for a two-day event focused on recent developments at the intersection of machine learning, quantitative finance, risk management, optimization, and statistical learning. The program is organized as a Research Day on Monday, October 19, followed by a Students Day on Tuesday, October 20.

Research Day carries the academic program. We expect discussion around modern AI, agentic systems, quantitative finance, advanced optimization, and statistical learning, delivered through research talks, industry panels, and open discussions, with dedicated time for exchange across academic, student, alumni, and practitioner groups.

Students Day turns to the move from study into practice, and is aimed at students and early-career researchers. Invited industry speakers cover the methods currently in widest use across the field, alongside sessions on the job market itself and how to approach a search.

The objective is to create a setting for exchange between academic researchers and practitioners, with attention to both methodological advances and real-world applications.

Research Day — Topics of Interest

• Modern AI & Agentic Systems
• Reinforcement Learning
• Quantitative Finance
• Risk Management
• Portfolio Optimization
• High-Frequency Trading
• Statistical Learning
• Derivatives Pricing & Hedging

As in previous years, the workshop is expected to include a mix of academic and industry perspectives. Past editions have included speakers from institutions and firms such as Bloomberg, Schonfeld, Two Sigma, Goldman Sachs, Carnegie Mellon University, the University of Washington, Columbia University, Rutgers University, and others.

Program

The detailed schedule will be posted as a downloadable PDF.

Research Day — Schedule

Monday, October 19, 2026. Sessions run 8:30 a.m. to 7:00 p.m. Times and titles are provisional and subject to change.

Students Day — Schedule

Tuesday, October 20, 2026. Talks are given over Zoom; students may attend in person in Math Tower S-240 or online. Times and titles are provisional and subject to change.

Hotel Information

A discounted room block is available for attendees at the Hilton Garden Inn Stony Brook — $229.00/night, with a booking cut-off of September 11, 2026.

Hotel & Booking Details

Organizers

Stony Brook University

Sponsors

Applied Mathematics and Statistics Department, Stony Brook University

Directions

Stony Brook University is located on the north shore of Long Island, about 50 miles east of New York City. It is easily reached by train or car. See Campus Directions.

The workshop will be held at the Math Tower building, located next to the Simons Center for Geometry and Physics. You can view directions to the Math Tower building on Google Maps here. You can also search in Google or Apple Maps for the Simons Center for Geometry and Physics.

Contact Information