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ISOR Colloquium
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Mo., 13.06.2022, 16:45 - 17:45 (UTC +1:00 = CET),
lecture hall HS 7 (#1.303) or online via zoom
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Christian Bayer (Weierstraß Institute for Applied Analysis and
Stochastics, Germany)
"Optimal stopping with signatures"
For further details see
https://isor.univie.ac.at/isor-colloquium/
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PDE Afternoon
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We., 16.6.2022, 14:30 - 15:00 (UTC +1:00 = CET),
EI4 Reithoffer HS or online via zoom
TU Wien, 1040 Wien, Gußhausstraße 25-27, 2nd floor
Daniel Toneian (University of Vienna)
"Bicausal Optimal Transport and the Knothe-Rosenblatt coupling"
For further details see
https://npde.tuwien.ac.at/public/pde_afternoon/?semester=SS2022
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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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Uni Wien & IST Austria: Vienna Probability Seminar
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Th., 8.6.2022, 17:45 - 19:00 (UTC +2:00 = CEST), IST Austria,
Heinzel SR / Ground floor, Office Bldg West (I21.EG.101)
Michaela Szölgyenyi (University of Klagenfurt)
"Stochastic differential equations with irregular coefficients: mind the
gap!"
For further details see
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v…
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Vienna Seminar in Mathematical Finance and Probability
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Th., 9.6.2022, 15:10-17:45 (UTC +2:00 = CEST), seminar room DB gelb 10
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor
Zachary Feinstein (Stevens Institute of Technology, USA)
"Deep learning the efficient frontier of convex vector optimization
problems with applications to finance"
Sonja Cox (University of Amsterdam, NL)
"Simulation of a diffusion first-passage time via a Fokker-Planck equation"
Asma Kheder (University of Amsterdam, NL)
"Utility maximisation and change of variable formulas for time-changed
dynamics"
Leonie Brinker (University of Cologne, DE)
"Stochastic Optimisation of Drawdowns via Dynamic Reinsurance Controls"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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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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