------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
We., 1.3.2022, 12:00 (UTC +1:00 = CET), online talk
Anna Aksamit (University of Sydney)
"Information modelling: new type of filtration enlargement and applications"
For further details see
https://sites.google.com/view/optimalstopping/home
------------------------------------------------------------------------
Talks in Financial and Insurance Mathematics
------------------------------------------------------------------------
Th., 3.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Thorsten Schmidt (University of Freiburg)
"Term Structure Modelling with Overnight Rates Beyond Stochastic Continuity"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
------------------------------------------------------------------------
Research Seminar Series
------------------------------------------------------------------------
Fr., 4.3.2022, 11:00-12:30 (UTC +1:00 = CET), on-campus talk: room
TC.4.05 & stream
Paul Eisenberg (WU Wien)
"Affine Models for Energy Markets"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 4.3.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Mitja Stadje (Ulm University)
"Optimal portfolio choice under endogenous permanent market impacts"
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/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 21.2.2022, 16:30-18:30 (UTC +1:00 = CET), online talk
Gudmund Pammer (ETH Zurich)
"The Wasserstein space of stochastic processes & computational aspects"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Th., 24.2.2022, 19:00 (UTC +1:00 = CET), online talk
Matteo Burzoni (University of Milan)
"A unifying approach to viability and arbitrage"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Data Science Challenge
------------------------------------------------------------------------
UNIQA Data Science Challenge 2022
Anybody can join - students can win!
Show your skills and accept the challenge:
https://uniqa4ward.com/en/challenge.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tu., 8.2.2022, 19:00 (UTC +1:00 = CET), online talk
Damir Filipović (EPFL and Swiss Finance Insitute)
"Stripping the Discount Curve -- a Robust Machine Learning Approach"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 9.2.2022, 13:00 (UTC +1:00 = CET), online talk
Christian Furrer (University of Copenhagen)
"Change of measure techniques for scaled insurance cash flows"
For further details see
https://owars.info/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 10.2.2022, 19:00-20:00 (UTC +1:00 = CET), online talk
Stephane Crepey (Université de Paris / LPSM)
"Darwinian model risk and reverse stress testing"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------