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Minicourse: Quantum Computing for Finance
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Mon.-Thu., 4.12.-7.12.2023, detailed schedule on the website
Kolingasse 14-16, 1090, Vienna, University of Vienna. Room details will follow.
Prof. Antoine (Jack) Jacquier (Imperial College London)
Abstract: Quantum Computing, relegated for decades as a spooky distant
myth, is now becoming a reality. To wit, quantum computers (albeit small
in scale) are already available, developed by the likes of IBM, Rigetti,
D-Wave, Google, Microsoft, ..... However, a quantum computer is not
simply a bigger and more powerful computer, and requires a whole new set
of algorithms to be written to perform useful tasks. These, and the
underlying technology, draw from the laws of quantum mechanics,
fundamentally different from our usual numerical toolbox.
The goal of this course is to provide a mathematical introduction to
Quantum Computing and to highlight applications in Quantitative Finance,
in particular for Monte Carlo simulations, machine learning and
optimisation. Numerical examples (through python) will also be
introduced to provide a tangible reality.
Attending the course is for free, but please register via email to
viktoria.schildhammer(a)univie.ac.at.
For further details see
https://quarimafi.univie.ac.at/quantum-computing-finance/
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Actuarial Modelling Club
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Tue., 28.11.2023, 17:00-18:00 CET, lecture hall 8
TU Wien, Freihaus building, Wiedner Hauptstraße 8-10, 1040 Wien, 2nd floor, yellow section
Lorenz Meinl & Jung-Geun Seok (B&W Deloitte GmbH)
"Marktpricing - effiziente Preisstrategien und Dynamic Pricing"
For further details see
https://fam.tuwien.ac.at/events/timetable.php
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WU Wien, Institute for Statistics and Mathematics
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Wed., 29.11.2023, 17:00-18:15 CET, online talk
Jakša Cvitanić (Caltech California Institute of Technology)
"Truth-Incentive Surveys"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 30.11.2023, 15:15 CET, SR13 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Alexander Kolesnikov (HSE University)
"Transportation problem and auction theory"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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Women in Data Science and Mathematics
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Thu., 30.11.2023, 17:00 CET, online talk
Shipra Agrawal (Columbia University)
"Dynamic pricing and learning with Bayesian persuasion"
For further details see
https://www.windsmath.com/event-details-1130.html
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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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Vienna Probability Seminar
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Mon., 20.11.2023, 15:45 CET, ISTA
Institute of Science and Technology Austria, Am Campus 1, 3400 Klosterneuburg
Isao Sauzedde (University of Warwick)
"Stochastic formulas for determinants of Laplacians"
Benjamin Robinson (University of Vienna)
"A regularized Kellerer theorem in arbitrary dimension"
For further details see
https://backend.univie.ac.at/index.php?id=86310&L=0/vienna-probability-semi…
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One World Actuarial Research Seminar
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Wed., 22.11.2023, 16:00 CET, online talk
Agni Orfanoudaki (University of Oxford)
"Algorithmic Insurance"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 23.11.2023, 19:00 CET, online talk
Hao Xing (Boston University)
"Why is Cash U-Shaped in Firm Size?"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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International Seminar on SDEs and Related Topics
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Fri., 24.11.2023, 13:30 CET, online talk
Huyên Pham (Université Paris Cité)
"TBA"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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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, Institute for Statistics and Mathematics
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Fri., 17.11.2023, 9:00-10:30 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Christian Genest (McGill University)
"Bayesian Hierarchical Modeling of Spatial Extremes"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
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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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World Online Seminars on Machine Learning in Finance
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Tue., 7.11.2023, 19:00 CET, online talk
Michael Ludkovski (University of California Santa Barbara)
"Machine Learning Surrogates for Parametric and Adaptive Optimal Execution"
For further details see
https://sites.google.com/view/mlfinance/
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 9.11.2023, 15:30-17:45 CET, SR13 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Andreas Søjmark (LSE London)
"Endogneous distress contagion in a dynamic interbank model"
Gregoire Loeper (BNP Paribas, previously Monash Univ.)
"Black and Scholes, Legendre and Sinkhorn"
Sascha Desmettre (JKU Linz)
"Equilibrium Investment with Random and State-Dependent Risk Aversion"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 9.11.2023, 19:00-20:00 CET, online talk
Silvana Pesenti (University of Toronto)
"Dynamic robust risk measures with applications"
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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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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