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LTI@UniTO Webinar Series in Finance
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Mo., 27.9.2021, 12:00-13:00 (UTC +2:00 = CEST), online talk
Andrea Orame (Bank of Italy)
"Quantitative Easing, Bank Lending, and Competition"
For further details see
https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l…
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World Online Seminars on Machine Learning in Finance
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Tu., 28.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Xin Guo (University of California, Berkeley)
"Generative Adversarial Network (GANs): Game and Control Perspectives"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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We., 29.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Daniel Bauer (University of Wisconsin–Madison)
"The Marginal Cost of Risk and Capital Allocation in a Property and
Casualty Insurance Company"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Th., 30.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Marco Frittelli (University of Milan)
"Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging
Duality"
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., 30.9.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Walter Schachermayer (University Vienna)
"TBA"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Monte-Carlo Methods - course at TU Wien
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In winter term 2021/2022 Dr. Junjian Yang from FAM offers the
online-course
"Monte-Carlo Methods"
https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105734
The course is a lecture combined with exercises and will bei given via
Zoom every Friday 9:30-12:30 (around 14 times, Oct.-Jan).
- Students from TU Wien
can register through the course page (link above).
- Students from Austrian universities other than TU Wien
have to co-register / "mitbelegen" at TU Wien
(https://www.tuwien.at/en/?id=1486 / https://www.tuwien.at/?id=1486)
first. They can get a certificate at the end of the course.
In case of interest from universities abroad we might offer access to
the course documents and Zoom meetings. Please send your request to the
lecturer or to FAM-office and consider that there is no certificate
possible without registering as student of TU Wien.
Please contact FAM-office (Sandra) fam(a)fam.tuwien.ac.at in case of
questions.
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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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Online seminars on Optimal Stopping and Related Topics
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We., 22.9.2021, 18:00 (UTC +2:00 = CEST), online talk
Damien Lamberton, Université Gustave Eiffel
"On the American put in the Heston model"
For further details see
https://sites.google.com/view/optimalstopping/home
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Talks in Financial and Insurance Mathematics
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Th., 23.9.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Mathias Beiglböck (University of Vienna)
"The Wasserstein space of stochastic processes"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 24.9.2021, 16:00 (UTC +2:00 = CEST), online talk
Christian Y. Robert (ENSAE)
"Conditional mean risk sharing in the individual model for dependent
losses"
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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World Online Seminars on Machine Learning in Finance
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Tu., 14.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Rama Cont (University of Oxford )
"TBA"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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We., 15.9.2021, 14:00 (UTC +2:00 = CEST), online talk
Caroline Hillairet (ENSAE-Paris, FRANCE)
"Propagation of cyber incidents in an insurance portfolio"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 16.9.2021, 13:00-14:00 (UTC +2:00 = CEST), online talk
Konstantinos Spiliopoulos (Boston University)
"Normalization effects on neural networks: generalization properties and
high dimensions"
For further details see
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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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BFS Summer School
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1st Summer School of the Bachelier Finance Society
Tue-Fri, September 21-24, 2021, online event
https://www.bachelierfinance.org/09-2021
Registration deadline: September 15, 2021
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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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