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Veranstaltungsreihe "Actuarial Modelling Club" (AMC)
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Tu., 31.5.2022, 17:00, lecture hall 8 (Nöbauer Hörsaal)
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow
area
Carmen Boado-Penas (University of Liverpool, UK)
"Automatic balancing mechanisms
for state pensions: Past, present and future"
(Actuarial Modelling Club)
For further details see
https://fam.tuwien.ac.at/vr/20220531.php
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World Online Seminars on Machine Learning in Finance
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Tu., 31.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Mathieu Lauriere (NYU Shanghai)
"Deep Learning for Mean Field Master Equations"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Online seminars on Optimal Stopping and Related Topics
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Tu., 31.5.2022, 18:00 (UTC +2:00 = CEST), online talk
Ernesto Mordecki (Universidad de la República)
"An algorithm to solve optimal stopping problems for one-dimensional
diffusions"
For further details see
https://sites.google.com/view/optimalstopping/home
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One World Actuarial Research Seminar
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We., 1.6.2022, 10:00 (UTC +2:00 = CEST), online talk
Benjamin Avanzi (The University of Melbourne, Australia)
"Ensemble distributional forecasting for insurance loss reserving"
For further details see
https://owars.info/
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Finance Research Seminar
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Fr., 3.6.2022, 11:00-12:15 (UTC +2:00 = CEST), Campus WU, room RD3.0.225
Cecilia Parlatore (NYU Stern School of Business)
"Designing Stress Scenarios"
For further (including abstract & log-in link) see
http://www.vgsf.ac.at/events/finance-research-seminar/
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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 Summer Time, https://time.is/en/CEST
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Bachelier Finance Society One World Seminars
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Th., 26.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Charles-Albert Lehalle (Abu Dhabi Investment Authority (ADIA) and
Visiting Professor at Imperial College London)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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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 Summer Time, https://time.is/en/CEST
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 16.5.2022, 16:30-17:30 (UTC +2:00 = CEST), online talk
Thaleia Zariphopoulou (University of Texas Austin)
"Mean field games with common noise and arbitrary utilities"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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World Online Seminars on Machine Learning in Finance
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Tu., 17.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Ariel Neufeld (Nanyang Technological University)
"Deep learning based algorithm for nonlinear PDEs in finance and
gradient descent type algorithm for non-convex stochastic optimization
problems with ReLU neural networks"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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TUForMath
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Th., 19.5.2022, 18:00 – 19:00 Uhr (UTC +2:00 = CEST), Freihaus TU Wien,
Hörsaal 8 (Neubauer Hörsaal) & online talk
Julia Eisenberg (TU Wien)
"Brauchen Versicherungen mehr Mathematik als die Grundrechenarten?"
For further details see
https://tuformath.at/vortraege/
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Research Seminar Series
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Fr., 20.5.2022, 9:00-10:30 (UTC +2:00 = CEST), on-campus talk: room
TC.4.05
Zachary Feinstein (Stevens Institute of Technology)
"Axioms and Properties of Automated Market Makers"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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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 Summer Time, https://time.is/en/CEST
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Finance Brown Bag Seminar
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We., 11.5.2022, 12:00-13:00 (UTC +2:00 = CEST), online talk
Maria Kosolapova (Free University of Bozen-Bolzano)
"Estimating Time-Varying Risk Aversion from Option Prices and Realized
Returns"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 12.5.2022, 19:00-20:00 (UTC +2:00 = CEST), online talk
Carole Bernard (Vrije Universiteit Brussel)
"Multivariate Portfolio Choice via Quantiles"
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 Summer Time, https://time.is/en/CEST
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