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One World Actuarial Research Seminar
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Wed., 11.12.2024, 16:00 CET, online talk
Lu Yang (University of Minnesota, USA)
"TBA"
For further details see:
https://owars.info/#howto
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International Seminar on SDEs and Related Topics
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Fri., 13.12.2024, 13:30 CET, online talk
Arnulf Jentzen (The Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen), China and University of Münster, Germany)
"Overcoming the Curse of Dimensionality: From Nonlinear Monte Carlo to the Training of Deep Neural Networks"
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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TUForMath
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Thu., 05.12.2024, 18:00 CET, Freihaus Hörsaal 8,
TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor
Christa Cuchiero (Universität Wien)
"Finanzmärkte mittels Mathematik und KI verstehen"
For further details see:
https://www.tuwien.at/tuformath/news/news/finanzmaerkte-mittels-mathematik-…
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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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Announcement of Public PhD Thesis Defense at TU Wien
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Mon., 25.11.2024, 10:15, conference room of the Deanery,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor
(8th floor, then staircase in the green area to the 9th floor)
or online via Zoom (ID: 662 2149 0440, PW: yB5kQHRD)
https://tuwien.zoom.us/j/66221490440?pwd=4II9FOicZU8oJ8Verrqe4VadypkGBO.1
Aleksandar Arandjelovic (FAM @ TU Wien & WU Vienna)
"Theory of Neural Networks with Applications in Finance, Insurance and Climate-Economy Modelling"
(Public PhD Thesis Defense)
For further details see:
https://www.tuwien.at/fileadmin/Assets/tu-wien/Organisation/universitaetsle…
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One World Actuarial Research Seminar
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Wed., 27.11.2024, 10:00 CET, online talk
Thomas Bernhardt (University of Manchester)
"Wealth heterogeneity in a pooled annuity fund"
For further details see
https://owars.info/
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Women in Data Science and Mathematics
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Wed., 27.11.2024, 15:00 CET, online talk
Coralia Cartis (University of Oxford)
"Dimensionality reduction techniques for optimization problems"
For further details see
https://www.windsmath.com/event-details-241127.html
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WU Wien, Institute for Statistics and Mathematics
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Wed., 27.11.2024, 17:30-19:00 CET, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Davy Paindaveine (Université Libre de Bruxelles)
"Rank Tests for PCA Under Weak Identifiability"
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., 28.11.2024, 15:30-17:30 CET, lecture hall 15
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Hao Ni (University College London)
"Characteristic Function of the Signature of Diffusion Processes and beyond"
Yifan Jiang (University of Oxford, UK)
"Sensitivity of causal distributionally robust optimization"
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., 28.11.2024, 19:00 CET, online talk
Giorgia Callegaro (University of Padova)
"Continuous-time persuasion by filtering"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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VCMF 2025 - subscribe news
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Vienna Congress on Mathematical Finance
Wed–Fri, July 9–11, 2025 at WU Vienna
Register for mailing list VCMF-news to get updates:
https://fam.tuwien.ac.at/mm/postorius/lists/vcmf-news.fam.tuwien.ac.at/
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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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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 14.11.2024, 19:00-20:00 CET, online talk
Ben Hambly (University of Oxford)
"Systemic risk, endogenous contagion and McKean-Vlasov control"
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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One World Actuarial Research Seminar
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Wed., 13.11.2024, 16:00 CET, online talk
Malene Kallestrup-Lamb (Aarhus University)
"The Heterogeneity of Health Dynamics"
For further details see
https://owars.info/
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WU Wien, Institute for Statistics and Mathematics
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Wed., 13.11.2024, 17:30-19:00 CET, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Xinwei Shen (ETH Zürich)
"Distributional Learning: From Methodology to Applications"
For further details see
https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024…
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International Seminar on SDEs and Related Topics
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Fri., 15.11.2024, 13:30 CET, online talk
Mathias Beiglboeck (University of Vienna)
"Martingale Benamou-Brenier"
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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Actuarial Modelling Club (AMC)
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Tue, 5.11.2024, 17:00-18:00 CET, Freihaus Hörsaal 8 (& livestream),
TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor
Michael Leitschkis (Athora Group)
"Machine Learning-Anwendungen von Proxy Modelling bis Klimawandel"
For further details and registration see
https://fam.tuwien.ac.at/events/vr/20241105.php
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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., 29.10.2024, 19:00 CET, online talk
Wenpin Tang (Columbia University)
"Diffusion models and fine tuning/guidance"
For further details see
https://sites.google.com/view/mlfinance/
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Women in Data Science and Mathematics
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Wed., 30.10.2024, 12:00 CET, online talk
Athena Picarelli (University of Verona)
"A level-set approach for control problems arising in energy production and distribution"
For further details see
https://www.windsmath.com/event-details-241030.html
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TU Wien: Economic Theory & Policy Seminar
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Wed., 30.10.2024, 16:00 CET, online talk
Jennifer Alonso-García (Université Libre de Bruxelles)
"Mortality by socio-economic class and its impact on retirement schemes: how to render the system fairer"
For further details see
https://www.tuwien.at/tu-wien/aktuelles/veranstaltungskalender/news/theory-…
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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., 23.10.2024, 17:30-19:00 CEST, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Alexander Steinicke (Montanuniversität Leoben)
"Worst-Case Optimal Investment in Incomplete Markets"
For further details see
https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024…
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Bachelier Finance Society One World Seminars
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Thu., 24.10.2024, 19:00 CEST, online talk
Johannes Wiesel (Carnegie Mellon University)
"Bounding adapted Wasserstein metrics"
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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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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University of Vienna, Faculty of Mathematics
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Wed., 16.10.2024, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
14:45 coffee & cake
15:15
George Lowther (Goldman Sachs)
"Martingales and the Peacock Problem"
(Mathematisches Kolloquium)
afterwards: vinum cum pane
For further details see
https://mathematik.univie.ac.at/eventsnews/mathematisches-kolloquium/
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Announcement of Public PhD Thesis Defense
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Thu., 17.10.2024, 15:00, seminar room 1,
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor
Benedict Bauer (Univ. of Vienna)
"Aspects of volatility modeling: from Gaussian processes to martingales with restricted support"
(Public PhD Thesis Defense)
For further details see
https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/…
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Announcement of a Habilitation Talk
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Fri., 18.10.2024, 13:00, "Besprechungszimmer 2",
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Daniel Bartl (Univ. of Vienna)
"Statistical learning and statistical optimal transport"
(Public Habilitation Talk / Habilitationskolloquium)
For further details see
https://mathematik.univie.ac.at/en/eventsnews/full-news-display/news/statis…
========================================================================
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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One World Actuarial Research Seminar
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Wed., 16.10.2024, 17:00 CEST, online talk
Karim Barigou (Université Laval, Canada)
"TBA"
For further details see
https://owars.info/
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International Seminar on SDEs and Related Topics
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Fri., 18.10.2024, 13:30 CEST, online talk
Michael Röckner (Bielefeld University)
"p–Brownian motion and the p–Laplacian"
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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