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Vienna Seminar in Mathematical Finance and Probability
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Thu., 1.12.2022, between 15:00 and 18:00 CET, exact times t.b.a., seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Sascha Desmettre (JKU Linz)
"Rough Volatility Modeling and Portfolio Optimization."
Andreas Celary (WU Vienna)
"Regime-switching affine term structures"
Nurtai Meimanjan (WU Vienna)
t.b.a.
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mon., 28.11.2022, 16:30-17:30 CET, livestream access available
Christa Cuchiero (University of Vienna)
"Universal approximation of path space functionals"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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One World Actuarial Research Seminar
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Wed., 30.11.2022, 17:00 CET, online talk
Brian Hartman (Brigham Young University, USA)
"A Multivariate Spatiotemporal Model for County-Level Mortality Data in the Contiguous United States"
For further details see
https://owars.info/
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 2.12.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Marc-Oliver Pohle (Faculty of Economics and Business, Goethe University Frankfurt)
"Generalised Covariances and Correlations"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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16th German Probability and Statistics Days (GPSD 2023)
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Deadline for abstract submission:
November 25th, 2022.
For further details please visit the conference website:
https://www.gpsd-2023.de/
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Bachelier Finance Society One World Seminars
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Th., 24.11.2022, 19:00 CET, online talk
Nils Detering (UCSB)
"Pricing options on flow forwards by neural networks in Hilbert space"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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World Online Seminars on Machine Learning in Finance
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Tu., 22.11.2022, 19:00 CET, online talks
Xiaofei Shi (University of Toronto)
"Equilibrium with Limited Liquidity"
Yufei Zhang (LSE)
"Convergence of Policy Gradient Methods for Finite-horizon Stochastic Linear-quadratic Control Problems"
For further details see
https://sites.google.com/view/mlfinance/
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One World Probability Seminar
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Th., 24.11.2022, 16:00-18:00 CET, online talks
Xiaolu Tan (The Chinese University of Hong Kong)
"A mean-field version of Bank-El Karoui's representation of stochastic processes"
Zhenjie Ren (Université Paris-Dauphine)
"Mean-field Optimization regularized by Fisher Information"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 18.11.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Stefan Thonhauser (Graz University of Technology)
"PDMP Based Risk Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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SIAG/FME virtual seminars series
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Thu., 10.11.2022, 13:00-14:00 EST, online talk
Johannes Ruf (LSE)
"Estimation of Growth in Fund Models"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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One World Probability Seminar
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Thu., 10.11.2022, 15:00-17:00 UTC, online talks
Lucio Galeati (EPFL)
"Advances on regularisation of singular SDEs by fractional noise"
Franco Flandoli (Scuola Normale Superiore)
"The problem of regularization by noise of fluid dynamic equations"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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WU Wien, Finance Brown Bag Seminar
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Tue., 8.11.2022, 12:00-13:00 CET, online talk
David Skeie (Warwick Business School)
"Digital Currency Runs"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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