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Thibaut Mastrolia

Assistant Professor, University of California Berkeley

Service

Conferences’ organizer

  • BIRS Stochastic Control of Hawkes driven dynamical systems with applications to cyber risk management. With Prof. Tomazs Bielecki and Prof. Caroline Hillairet. July 2026.
  • Mini symposia Microstructure, Market Making and Competition (with Prof. Leandro Sánchez-Betancourt) and Modeling Cyber Risk in Economic, Insurance and Financial Systems (with Prof. Wissal Sabbagh), Bachelier congress, Bologna June 2026.
  • Berkeley-Columbia meetings in engineering and statistics 2020, 2025.
  • France Berkeley – Cyber risk modeling conference. June 12-13, 2024, UC Berkeley.
    I have been awarded the France Berkeley fund 2023 with Prof. Caroline Hillairet (ENSAE Paris) with our project “Cyber risk Modeling and Insurance”. https://ieor.berkeley.edu/cyber-risk-conference/
  • BIRS New trends and challenges in stochastic differential games. June 23-28, 2024. Kelowna.
    Co-organized with Prof. Jinniao Qiu (main organizer, University of Calgary),
    Prof. Myryana Grigorova, Prof. Pierre Cardaliaguet, and Prof. Jianfeng Zhang.
  • SIAM Financial Mathematics and Engineering. June 6-9, 2023 Philadelphia.
    I co-organized a mini-symposium on “Controls and Games with Applications in Financial and Energy Markets” with Prof. Renyuan Xu, during the 2023 SIAM Financial Mathematics and Engineering edition.
  • Western Conference on Mathematical Finance. March 17-18, 2023 UC Berkeley
    I co-organized the 11th edition of this conference with Prof. Xin Guo and Jiacheng Zhang.
    https://sites.google.com/berkeley.edu/11th-western-conference-on-mat/home?pli=1

UC Berkeley and IEOR department

  • Member of the Graduate Academic Conduct committee since 2024 at UC Berkeley.
  • Analytics Lab showcase 2024. Judge for projects’ competition.
  • Nextprof Nexus program faculty reviewer (2022-2024) and host (2022).
  • Head Graduate Advisor Spring 2023 IEOR department.
  • IEOR 10 Python for Analytics – course creation with Prof. Anil Aswani (chair) and Prof. Chiwei Yan.
  • Community Faculty College workshop: A Journey through Analytics.
    Lectures in financial engineering.
    First edition: June 22-23, 2023. IEOR UC Berkeley.
    Second edition: August 8-August 10, 2024. IEOR UC Berkeley.
    https://ieor.berkeley.edu/communitycolleges-workshop