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One World Actuarial Research Seminar
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We., 5.5.2021, 14:00 (UTC +2:00 = CEST), online talk
George Tzougas (London School of Economics)
"Neural Network Embedding of the Negative Binomial Regression Model
for Claim Frequencies Joint work with Ziyi Li"
For further details see
http://www.maths.usyd.edu.au/u/munir/owars/
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Online seminars on Optimal Stopping and Related Topics
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We., 5.5.2021, 18:00 (UTC +2:00 = CEST), online talk
Jean-Francois Chassagneux (Université de Paris)
"IMulti-dimensional reflected BSDEs and applications to randomized
switching problem"
For further details see
https://sites.google.com/view/optimalstopping/home
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Bachelier Finance Society One World Seminars
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Th., 6.5.2021, 19:00 (UTC +2:00 = CEST), online talk
Matheus Grasselli (McMaster University)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Talks in Financial and Insurance Mathematics
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Th., 6.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Prof. Dr. Stéphane Villeneuve (Toulouse School of Economics)
"Linear Optimal Contracts in a Gaussian World"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 7.5.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk
Erick Delage (HEC Montreal)
"Equal Risk Pricing and Hedging of Financial Derivatives with Convex
Risk Measures"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 26.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Thaleia Zariphopoulou (University of Texas)
"Human-machine interaction models and robo-advising"
For further details see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
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World Online Seminars on Machine Learning in Finance
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Tu., 27.4.2021, 19:00 (UTC +2:00 = CEST), online talk
Iuliia Manziuk (Ecole Polytechnique)
"Adaptive Trading Strategies Across Liquidity Pools"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Research Seminar Series
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We., 28.4.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk
Ronnie Sircar (Princeton University)
"Cryptocurrencies, Mining & Mean Field Games"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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Talks in Financial and Insurance Mathematics
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Th., 29.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Sara Svaluto-Ferro (Universität Wien)
"From Signature-Based Models to Affine and Polynomial Processes and
back"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 29.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk
Huyen Pham (Université de Paris)
"DeepSet and their derivative networks for solving symmetric problems"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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Vienna Seminar in Mathematical Finance and Probability
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Th., 29.4.2021, 15:30-18:30 (UTC +1:00 = CET), online talk
Link for the live stream (Zoom) will be announced after registration for
the event.
Friedrich Hubalek (TU Wien)
"Comparing binomial and Gaussian tails with an application to utility
maximization"
Benjamin Robinson (University of Vienna)
"Optimal control of martingales in a radially symmetric environment"
Zach Feinstein (Stevens Institute of Technology)
"Equilibrium Inverse Demand Functions"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 30.4.2021, 17:00 (UTC +2:00 = CEST), online talk
Mike Ludkovski (University of California)
"Multi-population longevity modeling with Gaussian Processes"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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Online Conference Beyond the Boundaries
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Beyond the Boundaries:
New Directions in Financial and Actuarial Mathematics
Tue-Fri, May 4-7, 2021, online conference by University of Leeds
https://www.miryanagrigorova.com/conference-beyond-the-boundaries
Registration is free! - Registration Deadline: April 29, 2021
Have a look at the impressive list of the invited speakers:
https://www.miryanagrigorova.com/speakers
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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One World Actuarial Research Seminar
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We., 21.4.2021, 11:00 (UTC +2:00 = CEST), online talk
Rui Zhou (University of Melbourne)
"The Role of Longevity Annuities in Different Socioeconomic Classes: A
Canadian Case Study"
For further details 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., 22.4.2021, 19:00 (UTC +2:00 = CEST), online talk
Darrell Duffie (Stanford University)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Talks in Financial and Insurance Mathematics
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Th., 22.2.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Julio Backhoff (Universität Wien)
"The Mean Field Schrödinger Problem"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 23.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk
Etienne Marceau (Laval University)
"Lundberg–Aumann–Serrano index of riskiness and ruin-based risk
measures"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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World Online Seminars on Machine Learning in Finance
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Tu., 13.4.2021, 19:00 (UTC +2:00 = CEST), online talk
Josef Teichmann (ETH Zurich)
"Consistent Recalibration Models, Deep Calibration and Learning of
Constraint Dynamics"
For further (including abstract & log-in link) see:
https://sites.google.com/view/mlfinance/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 16.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk
Patrick Cheridito (ETH Zurich)
"Assessing asset-liability risk and the numerical approximation of
conditional expectations"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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AMaMeF 2021
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10th General AMaMeF Conference
June 22-25, 2021, Padova, Italy
hybrid or online event (depending on Covid19 situation)
https://events.math.unipd.it/AMAMEF2021/
AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a
European network of research promoting the exchange and diffusion of
knowledge in the field of Mathematical Finance. The AMaMeF Conferences
are organized in a roughly two-yearly schedule.
The 10th General AMaMeF conference is organized by the Department of
Mathematics "Tullio Levi-Civita" at the University of Padova (Italy).
The program consists of 8 plenary lectures, 9 invited and several
contributed sessions addressing a full range of topics in mathematical
finance and its applications. Each contributed talk will be allocated a
30 minutes time slot (25 min. presentation + 5 min. Q&A).
Submission Deadline: Monday, May 3, 2021.
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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WU Wien research seminar series
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Fr., 7.4.2021, 09:00 (UTC +2:00 = CEST), online talk
Luitgard A. M. Veraart (London School of Economics and Political
Science)
"When Does Portfolio Compression Reduce Systemic Risk?"
For further details (including abstract & log-in link) see:
https://www.wu.ac.at/en/statmath/research/resseminar/
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Online seminars on Optimal Stopping and Related Topics
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We., 7.4.2021, 17:00 (UTC +2:00 = CEST), online talk
Kazutoshi Yamazaki (Kansai University)
"Double continuation regions for American options under Poisson exercise
opportunities"
For further details see
https://sites.google.com/view/optimalstopping/home
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Bachelier Finance Society One World Seminars
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Th., 8.4.2021, 19:00 (UTC +2:00 = CEST), online talk
Tomoyuki Ichiba (University of California Santa Barbara)
"Relative arbitrage among investors"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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