Several researchers from the Research Center in Information and Communication Technologies (CITIC) at the Universidade da Coruña had a prominent role at the international conference Stochastics and Computational Finance (SCF2025), held in Lisbon last week.

The conference, organized by the Instituto Superior de Economia e Gestão (ISEG) of the University of Lisbon, brought together experts from around the world in the fields of applied probability, quantitative finance, and computation. Under the theme “New trends from Academia to Real-World Applications”, it gathered international specialists in quantitative finance, stochastic modeling, computational methods, and their application to real markets, including energy, sustainable finance, derivatives, machine learning, among others.

CITIC researcher Carlos Vázquez was a plenary speaker, delivering a lecture on the valuation of renewable energy certificates, a work linked to an ongoing Spanish-German research project.

In addition, Álvaro Leitao participated as an invited speaker in one of the special sessions, where he presented advances in new techniques for the valuation of interest rate derivatives using deep learning, within the framework of a research contract with BBVA. In the same session, Oliver Ruas presented his research on recent models for the valuation of (Power Purchase Agreements  or PPAs).

CITIC’s participation reaffirms its role as a benchmark center in applied research in finance, energy economics, and computation, as well as its direct connection with industry and real-world challenges such as the energy transition, renewable energy markets, and new quantitative methodologies.