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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 3.12.2018, 16:45, lecture room 7 (#1.303)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Mathias Pohl (University of Vienna)
https://fec.univie.ac.at/researchers/mathias-pohl/
"Robust risk aggregation with neural networks"
(joint work with Stephan Eckstein and Michael Kupper)
(ISOR Colloquium)
The seminar is preceded by tea and coffee with the speaker in the ISOR
meeting room (#6.511, 6th floor) at 16.15.
For further details (including abstracts) see
https://isor.univie.ac.at/isor-colloquium/
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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 04.12.2018, 16:30, lecture hall: GM 3 Vortmann Hörsaal
TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock
Onnen Siems, Carina Götzen (Meyerthole Siems Kohlruss, DE)
Praxisbericht "Aktuarielle Analyse von
großen Telematikdatenmengen (Big Data)"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
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University of Vienna, Deptartment of Finance
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We., 5.12.2018, 11:45-12:45, seminar room 6
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Anton van Boxtel (University of Vienna)
https://sites.google.com/site/antonvanboxtel/
"Credit Market Competition and Liquidity"
(Brown Bag Seminar)
For further details (including abstracts) see
http://finance.univie.ac.at/en/research/brown-bag-seminar/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 06.12.2018, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Halil Mete Soner (ETH Zürich, CH)
https://people.math.ethz.ch/~hmsoner/
"Pricing-hedging Duality"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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TU Wien, Faculty of Mathematics and Geoinformation
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Fr., 07.12.2018, 11:00, seminar room DA grün 05,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 5th floor, green area
Julia Eisenberg (TU Wien, AT & Univ. Liverpool, UK)
https://fam.tuwien.ac.at/~jeisenbe/
"The time value of money in the actuarial framework"
(Vorstellungsvortrag vor angestrebter Habilitation)
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 29.11.2018, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Andrey Pilipenko (National Technical University of Ukraine)
https://www.imath.kiev.ua/~apilip/
"Functional limit theorems for perturbed random walks"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 30.11.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Alexander McNeil (University of York, UK)
https://www.york.ac.uk/management/staff/amcneil/
"Spectral backtests of forecast distributions
with application to risk management"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 19.11.2018, 16:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Peter Filzmoser (TU Wien)
http://file.statistik.tuwien.ac.at/filz/
"Robust estimators of maximum association"
(ISOR Colloquium)
The seminar is preceded by tea and coffee with the speaker in the ISOR
meeting room (6.511, 6th floor) at 16.15.
For further details (including abstracts) see
https://isor.univie.ac.at/isor-colloquium/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 22.11.2018, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Thilo Meyer-Brandis (LMU Munich, DE)
http://www.fm.mathematik.uni-muenchen.de/personen/professors/meyer_brandis/
"Contagion and Systemic Risk
in Heterogeneous Financial Networks"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 23.11.2018, 9:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Johannes Heiny (University of Aarhus, DK)
"Assessing the dependence of high-dimensional time
series via autocovariances and autocorrelations"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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WU Wien, Institute for Statistics and Mathematics
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Fr., 16.11.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Clara Grazian (University of Oxford)
https://sites.google.com/site/claragrazian/home
"Bayesian analysis of semiparametric copula models"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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WU Wien, Institute for Statistics and Mathematics
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Fr., 16.11.2018, 11:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Christa Cuchiero (University of Vienna)
https://www.mat.univie.ac.at/~cuchiero/
"Contemporary stochastic volatility modeling
- theory and empirics"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Vienna Graduate School of Finance (VGSF)
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Fr., 16.11.2018, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Adrian Buss (INSEAD)
https://www.insead.edu/faculty-research/faculty/adrian-buss
"The Implications of Financial Innovation for
Capital Markets and Household Welfare"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/events/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
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