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World Online Seminars on Machine Learning in Finance
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Wed., 05.02.2025, online talk
17:00 CET
Philipp Schmocker (Nanyang Technology University)
"Random neural networks for solving non-linear P(I)DEs and applications to high-dimensional option pricing"
17:45 CET
Yilie Huang (Columbia University)
"Mean-Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study"
For further details see
https://sites.google.com/view/mlfinance/
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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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Actuarial Modelling Club
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Tue., 28.01.2025, 17:00-18:00 CET, lecture hall 8 or online
TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section
Alexander Meiksner, Thomas Hochreiter, Michael Reichard (arithmetica Consulting GmbH)
"Risikotransfer und Optimierung der Rückversicherung"
For further details and registration see:
https://fam.tuwien.ac.at/vr/20250128.php
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One World Actuarial Research Seminar
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Wed., 29.01.2025, 16:00 CET, online talk
Mercè Claramunt (University of Barcelona, Spain)
"The impact of occupational pension plans on the pension saving behaviour of Spanish households"
For further details see:
https://owars.info/
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WU Wien, Institute for Statistics and Mathematics
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Wed., 29.01.2025, 17:30-19:00 CET, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Sören Christensen (Department of Mathematics, Christian-Albrechts University Kiel)
"Strategic Randomization: Equilibria in Markovian Stopping Games"
For further details see:
https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024…
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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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At the Vienna Seminar in Mathematical Finance and Probability one talk was cancelled, please find below the updated news.
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WU Wien, Institute for Statistics and Mathematics
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Wed., 22.01.2025, 17:30-19:00 CET, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Thomas Nagler (LMU Munich; Munich Center for Machine Learning (MCML))
"The Surprising Effect of Reshuffling the Data During Hyperparameter Tuning"
For further details see:
https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024…
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 23.01.2025, lecture hall 9
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 1st floor
16:45:
Dörte Kreher (HU Berlin)
"On the stochastic porous medium equation with sticky reflected behavior"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
! Please note that the place changed due to the cancellation of the 2nd talk at this seminar !
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Bachelier Finance Society One World Seminars
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Thu., 23.01.2025, 19:00 CET, online talk
Scott Robertson (Boston University)
"Rational Expectations Equilibrium with Endogenous Information Acquisition Time"
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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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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Wed., 22.01.2025, 17:30-19:00 CET, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Thomas Nagler (LMU Munich; Munich Center for Machine Learning (MCML))
"The Surprising Effect of Reshuffling the Data During Hyperparameter Tuning"
For further details see:
https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024…
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 23.01.2025, 15:30 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Claudio Fontana (University of Padova)
"Data-driven Heath-Jarrow-Morton models"
Dörte Kreher (HU Berlin)
"On the stochastic porous medium equation with sticky reflected behavior"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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Bachelier Finance Society One World Seminars
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Thu., 23.01.2025, 19:00 CET, online talk
Scott Robertson (Boston University)
"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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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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Mon., 13.01.2025, 17:30-19:00 CET, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Wolfgang Karl Härdle (School of Business and Economics, Humboldt-Universität zu Berlin)
"Pricing Kernels Are Often Non-monotone..."
For further details see:
https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024…
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One World Actuarial Research Seminar
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Wed., 15.01.2025, 16:00 CET, online talk
Marlon Moresco (Federal University of Rio Grande do Sul, Brazil)
"Set risk measures"
For further details see
https://owars.info/
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International Seminar on SDEs and Related Topics
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Fri., 17.01.2025, 13:30 CET, online talk
Jean-François Chassagneux (ENSAE Paris, France)
"Computing the stationary measure of McKean-Vlasov SDEs"
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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Wed., 08.01.2025, 17:30-19:00 CET, room D4.0.133 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Lukas Steinberger (Department of Statistics and Operations Research, University of Vienna)
"Statistical Efficiency in Local Differential Privacy"
For further details see:
https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024…
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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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