https://time.is/en/CEST = Central European Summer Time = UTC +2
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FME Talk Series
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Th., 30.04.2020, 19:00-20:00 (UTC +2:00 = CEST), online seminar
Blanka Horvath (King's College London)
https://sites.google.com/site/blankanorahorvath/
"A Data-driven Market Simulator for Small Data Environments"
(FME Talk Series)
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
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#StayHome - Actuarial Seminar
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85 minutes (online since April 25, 2020)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"From Generalized Linear Models to Neural Networks, and Back"
2nd #StayHome - Actuarial Seminar
https://ethz.zoom.us/rec/share/zPJ4Drbb6WpObZHMxEfUWYAPQqv9eaa803Ud_vtYyEb2…
Previous and most probably also future videos can be found on Mario
Wüthrich's homepage:
https://people.math.ethz.ch/~wueth/
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In case you know online seminars / webinars / online conferences in the
area of Financial and Actuarial Mathematics (as well as
Stochastics/Statistics) which are not listet yet here
One World FAM-ily:
https://fam.tuwien.ac.at/events/
please do not hesitate to inform me.
Best wishes,
Sandra, FAM-office, <fam(a)fam.tuwien.ac.at>
To Whom it may concern,
the number of online seminars increases and it will not be possible to
announce all interesting talks of those international seminars through
the mailinglist FAM-news.
We therefore try to collect interesting seminars in the area of
financial and actuarial mathematics as well as
probability/stochastics/statistics here:
https://fam.tuwien.ac.at/events/
Below you can find the annoucment of two talks today in the afternoon.
Stay healthy,
Sandra (FAM-office)
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One World Probability Seminar
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Th., 23.4.2020, 15:00-16:00 (CEST = UTC+2), online talk
Mathias Beiglböck (Univ. of Vienna)
https://www.mat.univie.ac.at/~mathias/
"All adapted topologies are equal"
For further details including log-in link see:
https://www.wim.uni-mannheim.de/doering/one-world/
The One World Probability Seminar is organised by Leif Döring (Mannheim)
and Andreas Kyprianou (Bath) together with a board from various continents.
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Bachelier Finance Society World Seminar
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Th., 23.4.2020, 19:00 (CEST = UTC+2), online talk
Mathieu Rosenbaum (Ecole Polytechnique, Paris)
http://www.crest.fr/pagesperso.php?user=3046
"Super-Heston rough volatility,
Zumbach effect and the Guyon’s conjecture"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
The Bachelier Finance Society World Seminar will organise an online talk
every second Thursday, alternating with the talks set up by the SIAM
activity group on financial mathematics
(https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg).
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CEST = Central European Summer Time = UTC +2
https://time.is/en/CEST
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Finance Brown Bag Seminar
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Tu., 21.4.2020, 13:30-14:30 (Central European Summer Time), online talk
Daniele D’Arienzo (Bocconi University)
https://sites.google.com/view/daniele-darienzo/
"Increasing Overreaction and Excess Volatility
of Long-Term Interest Rates"
To get the access to the online talk please contact <bbs-finance(a)wu.ac.at>.
For further details (including abstracts) see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
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One World Actuarial Research Seminar
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We., 22.4.2020, 10:00 (Central European Summer Time)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"From Generalized Linear Models to Neural Networks, and Back"
(One World Actuarial Research Seminar)
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
The Zoom link will also be available on this website 15min prior to a
scheduled talk.
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Online International Conference OICA 2020
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Online International Conference in Actuarial Science, Data Science and
Finance (OICA 2020)
Tu.-We. April 28-29, 2020
http://oica.univ-lyon1.fr/
Registration is free but compulsory.
Registration deadline: April 23, 2020
Invited Plenary Speakers:
Beatrice ACCIAIO (LSE, London, UK)
José BLANCHET (Stanford University, CA, USA)
Caroline HILLAIRET (ENSAE, Paris, France)
Nora PANKRATZ (UCLA, CA, USA)
Jae Kyung WOO (UNSW, Sydney, Australia)
Covid19 is going to change the financial markets and the
insurance-reinsurance network. As actuarial science, data science and
finance researchers, we cannot easily help for the current phase as we
are not medical doctors or epidemiologists. But we can help to
mitigate/manage the financial/risk management consequences by carrying
out relevant research in 2020-2021. For this we need to learn NOW from
experts and decision makers what the research challenges are.
Therefore we are organising an online conference on April 28-29, 2020
with two goals:
ACTUARIAL/DATA SCIENCE/FINANCIAL TOPICS:
Enabling researchers and young researchers to present actuarial / data
science / financial research that was done before covid19 (therefore NOT
related to covid19)
COVID 19 RELATED ROUNDTABLES:
Having 1 or 2 roundtables that describe covid19 implications on the
economy, and which help us to know which research topics we could
investigate in the future if we want to help (WACA roundtables : What
Actuaries Could Accomplish Researchwise in 2020-21).
We also planned (classical) plenary talks on topics that could be useful
for post-covid research, as well as a quite different talk by José
Blanchet about a social platform startup that he created in response to
covid19 in US and Mexico and the associated data science future challenges.
Scientific committee : Hansjoerg Albrecher (Lausanne), Katrien Antonio
(Leuven), Benjamin Avanzi (Melbourne), Pauline Barrieu (LSE), Mercè
Claramunt (Barcelona), Nicole El Karoui (Paris), Romuald Elie
(Berkeley), Stéphane Loisel (ISFA, chair), Mogens Steffensen
(Copenhagen), Ruodu Wang (Waterloo), Hailiang Yang (Hong-Kong U.)
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#StayHome - Actuarial Seminar
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53 minutes (online since 2020-04-19)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"Discrimination-Free Insurance Pricing"
1st #StayHome - Actuarial Seminar
https://ethz.zoom.us/rec/share/x_NaC438rVpOWZH9xEvEfqs5DJn9T6a8hHUZ_fcKykfh…
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Dear subscribers of the FAM-news mailinglist,
due to Covid19 more or less all events were cancelled, but alternatively
online events are offered more and more.
Besides the "One World Probability Seminar" which lists also other
online seminars on their webpage
https://www.wim.uni-mannheim.de/doering/one-world/ ,
the SIAM Activity Group on Financial Mathematics and Engineering now
offers a new virtual seminar series, with the inaugural talk of Prof.
Halil Mete Soner *today*, April 16, 19:00-20:00 (GMT +2:00 Vienna) - see
details below.
If you offer online events which might be mentioned in the next fam-news
posting please inform me.
Best wishes,
Sandra
FAM-office, sandra(a)fam.tuwien.ac.at
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SIAM Activity Group on Financial Mathematics and Engineering
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Th., 16.04.2020, 19:00-20:00 (GMT +2:00 Vienna), online seminar
Halil Mete Soner (Princeton University)
https://soner.princeton.edu/
"Trading with impact"
(FME Talk Series)
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
Host of this talk:
Sebastian Jaimungal, University of Toronto
Organiser of the FME Talk Series:
SIAM Activity Group on Financial Mathematics and Engineering
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