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World Online Seminars on Machine Learning in Finance
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Tue., 2.4.2024, 19:00 (CET according to website), online talk
Milena Vuletić (University of Oxford)
"VolGAN: a generative model for arbitrage-free implied volatility surfaces"
Paul Hager (TU Berlin)
"Advancing optimal stochastic control with signatures"
For further details see
https://sites.google.com/view/mlfinance/
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International Seminar on SDEs and Related Topics
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Fri., 5.4.2024, 13:30 CEST, online talk
Xue-Mei Li (EPFL and Imperial College London)
"Large scale dynamics of stochastic heat equation"
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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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Women in Data Science and Mathematics
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Tue., 26.3.2024, 14:00 CET, online talk
Swati Gupta (MIT Sloan School of Management)
"New Challenges in Optimization for Ethical Decisions"
For further details see
https://www.windsmath.com/event-details-240326.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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Bachelier Finance Society One World Seminars
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Thu., 21.3.2024, 19:00 CET, online talk
Daniel Lacker (Columbia University)
"Non-asymptotic perspectives on mean field approximations and stochastic control"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Workshop: Advances in Risk Modelling
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On July 2-3, 2024 there will be a workshop on "Advances in Risk Modelling" organized by Johanna Neslehova and Rüdiger Frey at the campus of WU Wien.
For further details and the list of invited speakers visit the website
of the workshop at
https://www.wu.ac.at/en/statmath/events/advances-in-risk-modelling/
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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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Dear Colleagues and Friends,
we invite you to the
Workshop "Climate Change and Insurance" (CCI 2024)
September 4-6, 2024, Vienna, Austria
https://fam.tuwien.ac.at/cci2024
The main aim of this three-day event is to enhance understanding of
climate change impacts on the insurance insustry. CCI 2024 is designed
to initiate and strengthen collaborations between practicing actuaries
and academics in research.
Abstract submission and registration are open now!
We encourage both - practitioners and researchers - for submissions.
Important Dates:
- Abstract submission deadline: May 15, 2024.
- Notification of acceptance: May 31, 2024.
- Early registration until June 30, 2024
Plenary speakers:
- M. Carmen Boado-Penas,
Heriot-Watt University, UK
"Climate emergency: Understanding the risks"
- Jose Garrido,
Concordia University Montreal, Canada
"Actuarial climate indexes: International comparative study and
insurance applications"
- Robert Holzmann,
Governor Austrian National Bank (OeNB), Austria
"Damages by extreme weather and the case of insurance"
- Chris Kenyon,
MUFG Securities EMEA plc & Univ. College London, UK
"Climate-economy scenario/probability construction for financial markets"
- Ralf Korn,
TU Kaiserslautern and Fraunhofer ITWM, Germany
"Optimal investment with sustainable assets - Aspects for a life insurer"
- Frank Schiller,
Munich RE, Germany
"Climate Change might not only impact the insurance risks – The whole
business model needs a thorough review"
CCI 2024 includes:
- mini-workshop on "AI in Climate Risk".
- panel discussion with renowned experts:
"Climate Change and Insurance: Past, Present and Future"
Publication offer:
- Special Issue "Climate Change and Insurance"
in the European Actuarial Journal
Subscribe to CCI-News to get oven-fresh updates:
https://fam.tuwien.ac.at/mm/postorius/lists/cci-news.fam.tuwien.ac.at
We look forward to welcoming you in Vienna!
Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg
--
Sandra Trenovatz - CCI 2024 administration
cci2024(a)fam.tuwien.ac.at +43-1-58801-10511
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Workshop "Climate Change and Insurance"
TU Wien, Vienna, Austria
Wed-Fri, September 4-6, 2024
https://fam.tuwien.ac.at/cci2024/
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One World Actuarial Research Seminar
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Wed., 13.3.2024, 16:00 CET, online talk
Marie-Pier Côté (Université Laval, Canada)
"TBA"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 14.3.2024, 19:00-20:30 CET, online event
This SIAG/FME virtual seminar will feature the five finalist (Team Floor F, UW Goose, Blanco, APAM, and QuantHub) in the SIAG/FME CodeQuest 2024.
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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Reminder: Vienna Seminar in Mathematical Finance and Probability
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Thu., 7.3.2024, 16:15 CET
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien
16:15 6th floor (Besprechungszimmer 6)
Get-together 30 minutes before with coffee and cake
16:45 1st floor (seminar room SR3)
Johannes Wiesel (Carnegie Mellon University)
"Empirical martingale projections via the adapted Wasserstein distance"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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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 Seminar in Mathematical Finance and Probability
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Thu., 7.3.2024, 16:45 CET, SR3 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 1st floor
Johannes Wiesel (Carnegie Mellon University)
"Empirical martingale projections via the adapted Wasserstein distance"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fri., 8.3.2024, 10:30-12:00 CET, room tba
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Miloš Kopa (Charles University, Prague)
"Stochastic Dominance in Portfolio Optimization"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024/
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International Seminar on SDEs and Related Topics
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Fri., 8.3.2024, 13:30 CET, online talk
Eulalia Nualart (Universitat Pompeu Fabra and Barcelona Graduate School of Economics)
"Everywhere and instantaneous blowup of parabolic SPDEs"
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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