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1074 discussions

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ TUForMath Forum Mathematik ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

4 days, 14 hours

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 28.05.2025, 11:00 CEST, online talk Kyunghyun Park (Nanyang Technological University, Singapore): TBA For further details see: https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

1 week, 4 days

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Project ------------------------------------------------------------------------ Wed. 21.05.2025, 15:00 CEST, online talk Eleanor Archer (Dauphine-PSL Paris): "The GHP scaling limit of uniform spanning trees in high dimensions." Anita Winter (Duisburg-Essen University): "Scaling limit of the Aldous-Broder chain on regular graphs: the transient regime." For further details see: https://www.owprobability.org/one-world-probability-seminar ------------------------------------------------------------------------ (Not So) Informal Probability Seminar ------------------------------------------------------------------------ Thu. 22.05.2025, 14:00 CEST, TU Wien, Gußhausstraße 27-29, SR 127 Tomás Alcalde (TU Wien): "Excursion Decomposition of Imaginary Multiplicative Chaos" ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

2 weeks, 4 days

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

----------------------------------------------------------------------- Vienna Probabilty Seminar ------------------------------------------------------------------------ Mon., 12.05.2025 15:45 CEST, EI 5 Hochenegg HS, TU Wien, Gusshausstrasse 25-25a (old building), 1040 Wien Armand Riera (Sorbonne Université) "The scaling limit of random planar maps with large faces" Harprit Singh (University of Vienna) "Rough Geometric Integration" For further details see: https://mathematik.univie.ac.at/forschung/biomathematik-dynamische-systeme-… ------------------------------------------------------------------------ One World Project ------------------------------------------------------------------------ Wed. 14.05.2025, 15:00 CEST, online talk Matteo Quattropani (Roma Tre University), Federico Sau (University of Milan) "Quantitative Convergence to Equilibrium of Stochastic Exchange Models" For further details see: https://www.owprobability.org/one-world-probability-seminar ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 14.05.2025, 17:00 CEST, online talk Andreas Tsanakas (City St George's, University of London, UK): "Sensitivity-based measures of discrimination in insurance pricing" For further details see: https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 14.05.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Alessandro Casa (Faculty of Economics and Management, Free University of Bozen-Bolzano): "Truncated Pairwise Likelihood for Sparse High-Dimensional Covariance Estimation" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ CCI 2025 - Submission ends very soon ------------------------------------------------------------------------ Workshop Climate Change and Insurance 2025 Edinburgh, September 10-12, 2025 https://www.icms.org.uk/workshops/2025/climate-change-and-insurance-2025 Submission possible until May 15, 2025: https://www.smartsurvey.co.uk/s/CCI25ABSTRACT/ ------------------------------------------------------------------------ ASD 2025 - Austrian Stochastics Days ------------------------------------------------------------------------ 13th Austrian Stochastics Days Linz, September 4-5, 2025 https://stochastics-days.at/asd2025/ Submission open until July 20, 2025: https://stochastics-days.at/asd2025/registration.php ------------------------------------------------------------------------ Summer school on "Deep Learning for Actuarial Modeling" ------------------------------------------------------------------------ 36th International Summer School of the Swiss Association of Actuaries on "Deep Learning for Actuarial Modeling" Lausanne, September 8-12, 2025 https://saa-iss.ch/ Registration possible until May 31: https://saa-iss.ch/registration/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

3 weeks, 4 days

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ Mon., 05.05.2025, 10:30 CEST, conference room of the Dean's Office, 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 (TBA on https://fam.tuwien.ac.at/events/) Kristof Wiedermann (FAM @ TU Wien) "Stochastic Volterra Integral Equations: Central Limit Theorems, Non-Markovianity and Markovian Lifting" (Public PhD Thesis Defense) For further details see https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ One World Project ------------------------------------------------------------------------ Wed. 07.05.2025, 15:00 CEST, online talk Matthew Kahle (Ohio State University), András Mészáros (Alfréd Rényi Institute of Mathematics) "TBA" For further details see: https://www.owprobability.org/one-world-probability-seminar ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 07.05.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Sascha Desmettre (Institute of Financial Mathematics and Applied Number Theory, JKU Linz): "Equilibrium Control Theory for Kihlstrom-Mirman Preferences in Continuous Time" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 08.05.2025, 19:00 CEST, online talk Julio Backhoff (University of Vienna) "Of ‘most exciting’ games and the specific relative entropy between martingales" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 09.05.2025, 13:30 CEST, online talk Emmanuel Gobet (CMAP-Ecole Polytechnique, France) "Numerical approximation of ergodic BSDEs using nonlinear Feynman-Kac formulas" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ------------------------------------------------------------------------ VCMF 2025 - Early Registration ends soon ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance Wed–Fri, July 9–11, 2025 https://fam.tuwien.ac.at/vcmf2025/ Early registration is possible until May 10, 2025. For further details see: https://fam.tuwien.ac.at/vcmf2025/registration.php ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

1 month

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

1 month, 2 weeks

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 09.04.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Gonçalo dos Reis (University of Edinburgh, UK): "Simulation of Mean-Field SDEs: Some Recent Results" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 09.04.2025, 17:00 CEST, online talk Etienne Marceau (Universite de Laval, Canada): TBA For further details see: https://owars.info/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 10.04.2025, 17:00 CEST, Sem.R. DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien Gonçalo dos Reis (University of Edinburgh, UK): "Ito-Wentzell-Lions formula and Malliavin calculus for (conditional) measure dependent random fields" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 10.04.2025, 19:00 CEST, online talk Sara Svaluto-Ferro (University of Verona) "Signature-based models: theory, calibration, and expansions" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

2 months

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 1.4.2025, 17:00-18:00 CET, lecture hall 8 oder online TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section Onnen Siems und Carina Götzen (Meyerthole Siems Kohlruss GmbH) "Rain Chaser - Modellierung des Oberflächenwasserabflusses bei Starkregenereignissen" For further details and registration see: https://fam.tuwien.ac.at/vr/20250401.php ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 02.04.2025, 17:15-18:30 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Sara Wade (School of Mathematics, University of Edinburgh): "Understanding Uncertainty in Bayesian Cluster Analysis" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 03.04.2025, Sem.R. DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien 16:00: Georgios Pitselis (University of Piraeus, GR) "The credible tail distribution with application to insurance and reinsurance" 17:00: Mogens Steffensen (University of Copenhagen, DK) "Time-inconsistent Personal Finance Beyond Mean-Variance" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

2 months, 1 week

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 26.03.2025, 16:00 CET, online talk Hansjoerg Albrecher (Université de Lausanne, Switzerland) "NatCat Risks, Climate Change, and the Shareholder’s Perspective" For further details see: https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 26.03.2025, 17:15-18:30 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Ulrike Schneider (Institute of Statistics and Mathematical Methods in Economics, TU Wien) "Understanding the Adaptive LASSO in Predictive Regressions" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 27.03.2025, Sem.R. DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien 16:00: Natalie Packham (Berlin School of Economics and Law, DE) "Jump risk premia in the presence of clustered jumps" 17:00: Claudio Fontana (University of Padova, IT) "Data-driven Heath-Jarrow-Morton models" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Budapest-Vienna Probability Seminar ------------------------------------------------------------------------ This year the Budapest-Vienna Probability Seminar will take place in Budapest on Friday, 28.03.2025. Invited speakers: Balint Virag (Toronto), Christophe Sabot (Lyon), Gady Kozma (Weizmann) For further details see: https://sites.google.com/view/budapest-vienna-proba-semi/home ------------------------------------------------------------------------ Workshop on Neural Dynamical Systems for Time-Series Data ------------------------------------------------------------------------ Workshop on Neural Dynamical Systems for Time-Series Data Wed-Thu, April 23–25, 2025, University of Vienna Registration Deadline: 02.04.2025 For further details see: https://ndstd25.univie.ac.at ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

2 months, 2 weeks

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ VCMF 2025 - Submission Deadline: this Sunday, March 16 ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance Wed–Fri, July 9–11, 2025 https://fam.tuwien.ac.at/vcmf2025/ The submission ends this Sunday: March 16, 2025 For further details see: https://fam.tuwien.ac.at/vcmf2025/registration.php ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ We., 19.03.2025, 16:45, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Ioannis Karatzas (Columbia University) "A Hereditary Hsu-Robbins-Erdös Law of Large Numbers" (Mathematisches Kolloquium) For further details see https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/… or https://mathematik.univie.ac.at/eventsnews/mathematisches-kolloquium/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 19.03.2025, 17:15-18:30 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Damir Filipovic (EPFL Lausanne and Swiss Finance Institute) "Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 20.03.2025, 19:00 CET, online talk Terry Lyons (University of Oxford) "The Mathematics of Complex Streamed Data" Luhao Zhang (Johns Hopkins University) "A Class of Interpretable and Decomposable Multi-period Convex Risk Measures" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

2 months, 3 weeks

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