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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 4.2.2021, 19:00-20:00 (UTC +1:00 = CET), online talk
Carol Alexander (University of Sussex)
"Trading and Hedging Bitcoin Volatility"
For abstract and further details (registration necessary due to security
reasons) see:
??https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
or
http://wiki.siam.org/siag-fm/index.php/Current_events
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 25.1.2021, 17:00 (UTC +1:00 = CET), online talk
Donghan Kim (Columbia University)
"Open Markets"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
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Vienna Probability Seminar
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Tu., 26.1.2021, 17:30 (UTC +1:00 = CET), online talk
Lorenzo Zambotti (Paris)
"Geometric Stochastic Heat Equations"
For further details (including abstract & log-in link) see:
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v…
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One World Actuarial Research Seminar
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We., 27.1.2021, 17:00 (UTC +1:00 = CET), online talk
Carole Bernard (Grenoble Ecole of Management, France)
"Optimal collective financial decision making"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
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Vienna Seminar in Mathematical Finance and Probability
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Th., 28.1.2021, 15:30-18:30 (UTC +1:00 = CET), online talk
Link for the live stream (Zoom) will be announced after registration for
the event.
Thorsten Schmidt (University of Freiburg)
"No Arbitrage in Insurance and equity-linked life insurance"
Martin Larsson (Carnegie Mellon University)
"Finance and Statistics: Trading Analogies for Sequential Learning"
Deborah Dormah Kanubala (Academic City University College, Accra, Ghana)
"t.b.a."
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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Bachelier Finance Society One World Seminars
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Th., 28.1.2021, 19:00 (UTC +1:00 = CET), online talk
Yuri Saporito (Fundação Getúlio Vargas)
"PDGM: a Neural Network Approach to Solve Path-Dependent Partial
Differential Equations"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0ud-qqqD0rGtRmSNP85dOv59Xzs7sxJ_S8
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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SOA - Student Research Case Study Challenge
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The Society of Actuaries (SOA) is dedicated to advancing education and
research for the actuarial profession. As part of its mission, the SOA
recognizes the importance of partnering with colleges and universities
to help develop future actuaries. With this in mind, the SOA’s Research
Department is holding a Student Research Case Study Challenge, which
provides an opportunity for teams of students to apply their actuarial
skills on a real-world problem.
*The Student Research Case Study Challenge*
https://www.soa.org/research/opportunities/2021-student-case-study/
Over the course of eight weeks, teams of up to five students will
research a case study situation, conduct actuarial analysis, formulate
solutions, and present recommendations. The work will require a team
approach to identify issues and organize priorities. The team will need
to understand and select from potential data sources, develop models
with appropriate accuracy metrics, summarize relevant results, and then
present recommendations in a written format. Teams are encouraged to
seek guidance from a faculty advisor to assist them in their overall
approach. Teams can look forward to showcasing their creativity while
building synergies within an actuarial setting.
Submissions will be graded by the judges, and the teams with the top
submissions will be invited to present their submissions to the judges
via audio and/or video conference, with the target being to have these
presentations April 5–9, 2021. All teams meeting a minimum standard will
be recognized in official SOA publications and team members will be
awarded a certificate of participation.
The deadline for intention form is Sunday, February 28, 2021.
Final submissions are due by 11:59 PM Central Standard Time on Friday,
March 12, 2021.
Any questions or clarifications on these rules should be directed to the
SOA via email to research(a)soa.org.
Please find all details (rules, intention form, details of case study,
data file) on the webpage given above.
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 18.1.2021, 17:00 (UTC +1:00 = CET), online talk
Mathieu Lauriere (Princeton)
"Machine Learning for Mean Field Games"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
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University of Vienna, Faculty of Mathematics
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Tu., 19.1.2021, 14:50 - 15:35 (UTC +1:00 = CET), online talk
Lukas Gonon (LMU München)
"Dynamic learning for stochastic processes: neural networks, reservoir
computing systems and applications to mathematical finance"
For further details (including abstract & log-in link) see
https://mathematik.univie.ac.at/newsevents/nachrichtenvolldarstellung/news/…
or
https://zoom.us/j/92444681556?pwd=ZWNETnA0OGVTRUdjMUVya1UxS25lUT09#success
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 21.1.2021, 19:00-20:00 (UTC +1:00 = CET), online talk
Alvaro Cartea (University of Oxford)
"Optimal Execution with Stochastic and Deterministic Delay"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
or
http://wiki.siam.org/siag-fm/index.php/Current_events
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Research seminar - Statistics and Mathematics
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Fr., 22.1.2021, 09:00, (UTC +1:00 = CET), online talk
Christa Cuchiero (Department of Statistics and Operations Research,
University of Vienna)
"From signature SDEs to affine and polynomial processes and back"
For further details (including abstracts & registration link) see:
https://www.wu.ac.at/en/statmath/research/resseminar/
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SIAM Financial Mathematics & Engineering Student Programming Competition
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The organisers of the FM21 conference − incl. researchers in or from
Vienna (Prof. Birgit Rudloff, Prof. Josef Teichmann, Assoc.Prof. Stephan
Sturm) − are pleased to announce the first...
SIAM Financial Mathematics & Engineering Student Programming Competition
...sponsored by MathWorks.
The main focus of quantitative and data science roles in the finance
industry today is to implement research in a real-world context. As
such, student teams, composed of undergraduate and/or graduate students,
are invited to partake in a two-month programming challenge to solve a
mathematical programming problem arising in financial modeling. Teams
will have the option to use a complimentary license of MATLAB provided
by Mathworks.
Winning teams will be awarded cash prizes during an award ceremony at
the SIAM Conference on Financial Mathematics and Engineering (FM21),
which will take place either virtually or in hybrid mode June 1-4, 2021.
The top four (4) teams will be invited to present. The teams will
consist of 2-3 members each. There will be one (1) prize at each amount
of $400, $300, $200, and $100.
Registration for the challenge will close at 11:59 p.m. EST on January
31 and all participants are strongly encouraged to attend a Q&A webinar
at 11 a.m. EST on January 25.
Please see the official programming challenge webpage for further
details and to register:
https://de.mathworks.com/academia/student-competitions/siam-financial-mathe…
Questions regarding the programming competition should be sent to
Matthew Dixon (matthew.dixon(a)iit.edu) or Stuart Kozola
(skozola(a)mathworks.com).
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Dear friends of FAM & subscribers of FAM-news,
we wish you a healthy and prosperous new year 2021!
Franziska & Sandra (FAM office)
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Vienna Probability Seminar
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Tu., 12.1.2021, 16:30 (UTC +1:00 = CET), online talk
Lorenzo Dello Schiavo (University of Bonn)
"A Discovery Tour in Random Riemannian Geometry (2012.06796)"
For further details (including abstract & log-in link) see:
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v…
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One World Actuarial Research Seminar
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We., 13.1.2021, 17:00 (UTC +1:00 = CET), online talk
Marius Hofert (University of Waterloo, Canada)
"Quasi-random sampling for multivariate distributions via generative
neural networks"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
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Bachelier Finance Society One World Seminars
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Th., 14.1.2021, 19:00 (UTC +1:00 = CET), online talk
Agnes Sulem (Centre Inria de Paris)
"Optional pricing in a non-linear incomplete market model with default:
the European and American cases"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJYrde6ppjIrE91n3daKPDHlN_skZSdFJa5K
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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10th Western Conference on Mathematical Finance (WCMF)
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10th Western Conference on Mathematical Finance (WCMF)
Fri-Mon., January 15 - 18, 2021
Schedule and abstracts of the event:
https://sites.google.com/g.ucla.edu/10thwcmf/schedule
For further details and registrations see:
https://sites.google.com/g.ucla.edu/10thwcmf/home
or
https://ucsb.zoom.us/webinar/register/WN_kZP9hVF0S6G_GQeuSoGgRg
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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