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Joint SIAM-BFS Mathematical Finance Online Seminar
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Thu., 11.09.2025, 19:00 CEST, online talk
Chiara Amorino (University of Barcelona)
"Minimax rate for multivariate data under componentwise local differential privacy constraints"
Fayçal Drissi (University of Oxford)
"Equilibrium Liquidity Provision in Concentrated Liquidity Automated Market Makers"
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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Research Seminar @ QUARIMAFI, University of Vienna
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Tue., 02.09.2025, 13:15 CEST, seminar room 5,
Universität Wien, Kolingasse 14-16, 1090 Wien
Peter K. Friz (Technische Universität Berlin)
"Some recent applications of RSDEs"
For further details contact:
paul.peter.hager(a)univie.ac.at
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ASD 2025 @ JKU Linz
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13th Austrian Stochastics Days
Thu-Fri, September 4-5, 2025,
Johannes Kepler University (JKU) Linz
Plenary Speakers:
Julia Eisenberg, TU Wien
Ecaterina Sava-Huss, University of Innsbruck
Scientific Program on Friday, September 5:
https://stochastics-days.at/asd2025/Program_ASD2025.pdf
Abstracts:
https://stochastics-days.at/asd2025/BookOfAbstracts_ASD2025.pdf
For further details see:
https://stochastics-days.at/asd2025/
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Women in Data Science and Mathematics
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Tue., 28.08.2025, 15:00 CEST, online talk
Giulia Marcucci
"Riding the Wave of Green Change: Advancing Wave-Based Analog Reservoir Computing for Sustainable AI"
For further details see:
https://www.windsmath.com/event-details-250828.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 31.07.2025, 16:15 CEST, seminar room DB gelb 07,
TU Wien, Wiedner Hauptstraße 8, 1040 Wien,
("Freihaus" building, yellow section, 7th floor)
Larry Goldstein (University of Southern California, US)
"Classical and Free Zero Bias for Infinite Divisibility"
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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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET
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Workshop "Optimal Transport for Complex Data"
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Workshop "Optimal Transport for Complex Data"
Mon-Tue, July 7-8, 2025
University of Vienna
Participation is free of charge, but it is compulsory to register!
For further details see:
https://sites.google.com/view/otcd/
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VCMF 2025 - jointly organised by WU Vienna, TU Wien, Univ. Vienna & wpi
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Vienna Congress on Mathematical Finance - VCMF 2025
Wed–Fri, July 9–11, 2025
Campus of WU Vienna
Participation is possible after registration & payment of the fee!
For further details see:
https://fam.tuwien.ac.at/vcmf2025/
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ASD 2025 - submission ends soon!
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13th Austrian Stochastics Days (ASD 2025)
Thu-Fri, September 4-5, 2025
Johannes Kepler University (JKU) Linz
Submission deadline: July 20, 2025
For further details see:
https://stochastics-days.at/asd2025/
Registration & Abstract Submission:
https://stochastics-days.at/asd2025/registration.php
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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/CET
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ISOR Colloquium
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Mon., 23.06.2025, 16:45 - 17:45 CEST, HS 7 (#1.303),
1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna
Lutz Mattner (Trier University, Germany):
"Some bounds for the central limit error: some optimal, some widely teachable, some sharper than Berry-Esseen"
For further details see:
https://isor.univie.ac.at/isor-colloquium/talk/news/some-bounds-for-the-cen…
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WU Wien, Institute for Statistics and Mathematics
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Wed., 25.06.2025, 17:15-18:30 CEST, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Camilla Damian (Department of Mathematics, VU Amsterdam):
"Statistical Inference for Stochastic Volatility via Backward Filtering Forward Guiding"
For further details see:
https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025
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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/CET
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Vienna Seminar in Mathematical Finance and Probability
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Wed., 18.06.2025, 16:30 CEST, Seminar room 15,
University of Vienna, 1090 Wien, Oskar-Morgenstern-Platz 1, 3rd floor
Ivan Guo (Monash University, AU)
"Semimartingale optimal transport and applications"
Anna Kwossek (University of Vienna, AT)
"A pathwise stability analysis of log-optimal portfolios"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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One World Probability Seminar
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Wed., 18.06.2025, 15:00 CEST, online talk
Eva Löcherbach (Paris 1 Panthéon-Sorbonne University)
"Probabilistic models for systems of interacting spiking neurons and some words about their mean field limits"
Elisa Marini (Dauphine-PSL Paris)
"Strong conditional propagation of chaos for systems of interacting particles with nearly stable jumps"
For further details see:
https://www.owprobability.org/one-world-probability-seminar
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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/CET
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WU Wien, Institute for Statistics and Mathematics
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Wed., 11.06.2025, 17:15-18:30 CEST, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Victor Panaretos (Institute of Mathematics, École Polytechnique Fédérale de Lausanne (EPFL)):
"Statistical Inference for/via Covariance Operators"
For further details see:
https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025
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Joint SIAM-BFS Mathematical Finance Online Seminar
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Thu., 12.06.2025, 13:00-14:30 CET, online talk
Valentin Tissot-Daguette (Bloomberg)
"Pathwise Superhedging of Asian Claims"
Purba Das (King’s College London)
"Invariance of Stochastic integral with respect to the choice of partitions"
For further details see
https://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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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET
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ISOR Colloquium
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Mon., 02.06.2025, 16:45 CEST, HS 7 (#1.303),
1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna
Richard Nickl (University of Cambridge, United Kingdom)
"Infinite-dimensional Bayesian inference for time evolution PDEs"
For further details see:
https://isor.univie.ac.at/isor-colloquium/talk/news/infinite-dimensional-ba…
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WU Wien, Institute for Statistics and Mathematics
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Wed., 04.06.2025, 17:15-18:30 CEST, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Soren Wengel Mogensen (Center for Statistics, Department of Finance, Copenhagen Business School):
"Weak Equivalence of Local Independence Graphs"
For further details see:
https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025
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TUForMath Forum Mathematik
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Thu., 05.06.2025, 18:00-19:00 CEST, TU Wien, Freihaus,
Wiedner Hauptstrasse 8-10 gelber Bereich, 2. OG, Hörsaal 8 (Nöbauer)
Markus Wess (TU Wien):
"Mathematik hören — Musik berechnen"
For further details see:
https://www.tuwien.at/tuformath/vortraege
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International Seminar on SDEs and Related Topics
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Fri., 06.06.2025, 13:30 CEST, online talk
Rainer Buckdahn (Université de Bretagne Occidentale, Brest, France,
Shandong University Qingdao, China):
"Optimal control problems with generalized mean-field dynamics and viscosity solutions to a Master Bellman equation"
For further details see:
https://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/CET
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One World Actuarial Research Seminar
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Wed., 28.05.2025, 11:00 CEST, online talk
Kyunghyun Park (Nanyang Technological University, Singapore):
TBA
For further details see:
https://owars.info/
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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/CET
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