Dear all, Join us for our upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-seminar/> series on Wednesday, April 22nd, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/69338752617>. The speaker is Luca Galimberti (King's College London) with the talk: Title: Deep Learning methods for Limit Order Books: an Infinite-Dimensional Perspective Abstract: Moving from the optimal liquidation problems proposed by Abi Jaber and Neuman (2024), we study operator learning in the context of linear propagator models with transient price impact à la Bouchaud et al. (2004) and Gatheral (2010). Transient price impact persists and decays over time according to some square integrable propagator kernel H. More specifically, we show that the optimal execution strategy u = u(H) depends continuously on H, therefore giving rise to a highly non-linear continuous solution operator S between suitable infinite-dimensional Banach spaces. In view of an appropriate infinite-dimensional Universal Approximation Theorem, this operator S can in turn be approximated via ad hoc neural architectures, offering a quick to evaluate surrogate of the operator S in rapidly varying market conditions. The seminar is in the interest of SURE-AI - Sustainable, Risk-Averse and Ethical AI<https://www.sure-ai.no>. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David