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Announcement of Public PhD Thesis Defense at University of Vienna
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Mo., 2.7.2018, 11:00, seminar room 2
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1st floor
Mathias Pohl (University of Vienna)
"Robust Portfolio Optimization and
Dimensional Analysis in Finance"
(Public PhD Thesis Defense)
For further details see
https://fam.tuwien.ac.at/contact/temp/20180702_phd-defense_pohl.pdf
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 4.7.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Khaled Bahlali (Université de Toulon)
https://www.hindawi.com/28918560/
"t.b.a."
(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 - VISS 2018 - registration ends on Monday, July 2
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VISS 2018 - Vienna International Summer School
"Machine Learning Methods and Data Analytics in Risk and Insurance"
TU Wien, Mon-Fri, July 9 - 13, 2018
https://fam.tuwien.ac.at/viss2018/
Main speakers:
Prof. Dr. Gareth W. PETERS, Heriot-Watt University, Edinburgh
Prof. Dr. Pavel V. SHEVCHENKO, Macquarie University, Sydney
Special invited lectures:
Prof. Dr. Josef TEICHMANN, ETH Zurich
Prof. Dr. Allan HANBURY, TU Wien
Registration possible until Monday, July 2
https://fam.tuwien.ac.at/viss2018/registration.php
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 27.6.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Christoph Krischanitz (Arithmetica)
"Die vielfältigen Anwendungen von Datenanalyse
und Simulationstechniken in der Wirtschaft"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 28.6.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Archil Gulisashvili (Ohio University, US)
https://www.ohio.edu/cas/math/contact/profiles.cfm?profile=gulisash
"Volterra type fractional stochastic volatility models.
Small-noise and small-time asymptotic formulas
for the implied volatility"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 20.6.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Ulrike Freisleben-Hof (RLB NÖ-Wien)
"Banken ein Jahrzehnt nach der Finanzkrise im Zeitalter
der Digitalisierung. Ein Bericht aus der Praxis"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 21.6.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Oleg Szehr (University of Vienna)
"Supervised learning and optimal transport"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 13.6.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Richard Warnung (BAWAG P.S.K)
"Kreditrisikomodellierung mit Illustrationen in R"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 14.6.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Stephan Eckstein (University of Konstanz, DE)
https://www.mathematik.uni-konstanz.de/kupper/team/stephan-eckstein/
"Superhedging and distributionally robust
optimization with Neural 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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