------------------------------------------------------------------------
Budapest-Vienna Probability Seminar
------------------------------------------------------------------------
Fri., 6.10.2023, 14:00-17:20 CEST, HS 17 "Friedrich Hartmann"
TU Wien, Karlsplatz 13, 1040 Wien
Bálint Tóth (Rényi Institute and University of Bristol)
"(Towards an) Invariance Principle for the Random Lorentz Gas under Weak Coupling Limit Beyond the Kinetic Time Scale"
Herbert Spohn (TU München)
"Integrable many-particle systems: generalized free energy and scattering shift."
Jan Maas (ISTA)
"TBA"
For further details see
https://sites.google.com/view/budapest-vienna-proba-semi/home
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 27.9.2023, 17:00 CEST, online talk
Ralf Korn (TU Kaiserslautern)
"Optimal portfolios with sustainable assets: aspects for life insurers"
For further details see
https://owars.info/
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 27.9.2023, 17:00 CEST (16:00 BST), online talk
Valerie Livina (National Physical Laboratory (NPL))
"Tipping point analysis for real-world complex systems"
For further details see
https://www.windsmath.com/upcoming_event.html
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 28.9.2023, 19:00 CEST, online talk
Josef Teichmann (ETH Zurich)
"Robust Optimal Growth from an analytical and learning perspective"
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/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 13.9.2023, 17:00 CEST, online talk
Bin Zou (University of Connecticut)
"Reinsurance Games with Multiple Reinsurers"
For further details see
https://owars.info/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 14.9.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
Gökçe Dayanıkli (University of Illinois Urbana-Champaign)
"Single level approach to solve Stackelberg Mean Field Games"
David Itkin (Imperial College London)
"Ergodic robust maximization of asymptotic growth with stochastic factors."
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 5.7.2023, 14:00 CEST (13:00 BST), online talk
Yuejie Chi (Carnegie Mellon University)
"Reinforcement Learning meets Federated Learning and Distributional Robustness"
For further details see
https://www.windsmath.com/event-details-0705.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/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 30.6.2023, 11:30-12:45 CEST, room TC.3.01
WU Wien, 1020 Wien, Welthandelsplatz 1, building TC
Tobias Fissler (ETH Zurich)
"Spotlights on the Theory of Elicitability"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
ECON: Brown Bag Seminar
------------------------------------------------------------------------
Tue., 20.6.2023, 13:00-14:00 CEST, Sem.R. DBgelb 04
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 4th floor
Klaus Ackermann (Monash University Melbourne)
"Unraveling the Impact of Policy Interventions in Shared Markets: A
Novel Deep Learning Approach to Counterfactual Estimation and Spillover
Effects"
For further details see
https://www.econ.tuwien.ac.at/index.html#events
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 20.6.2023, 19:00 CEST, online talks
Haoyang Cao (Ecole Polytechnique)
"Feasibility and Transferability of Transfer Learning: A Mathematical Framework"
Giulia Livieri (LSE)
"Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 22.6.2023, 19:00 CEST, online talk
Umut Çetin (LSE)
"Speeding up the Euler scheme for killed diffusions"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 23.6.2023, 9:00-10:30 CEST, room TC.3.01
WU Wien, 1020 Wien, Welthandelsplatz 1, building TC
Michael Kupper (University of Konstanz)
"Markovian Transition Semigroups Under Model Uncertainty"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
------------------------------------------------------------------------
Reminder: Austrian Stochastic Days
------------------------------------------------------------------------
Dear colleagues working in Stochastics!
We are happy to announce that the *Austrian Stochastics Days (ASD 2023)*
will take place at the *University of Klagenfurt on September 7-8, 2023*.
The ASD are intended to provide scientists and early career researchers
working in the field of Stochastics with an opportunity to network, to
present their latest research, and to initiate collaborations, as well
as bringing researchers working on theory and applications together.
This year’s plenary speakers will be
*Lisa Hartung* (University of Mainz)
*Julio Backhoff* (University of Vienna).
The registration and abstract submission are now open (until August 31,
resp. August 1), participation is free. An early registration
facilitates our planning. All details are provided on the conference web
page <http://www.stochastics-days.at/>
We are looking forward to meeting you in Klagenfurt!
All the best,
Verena Schwarz
Michaela Szölgyenyi
Irene Tubikanec
P.S.: The Wörthersee is usually still warm at the beginning of September!
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 15.6.2023, 15:30-17:45 CEST, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Han Gan (Waikato University, NZ)
"Stationary distribution approximations for two-island and seed bank models"
Paul Hager (HU Berlin)
"Unified Signature Cumulants and Generalized Magnus Expansions"
Joaquin Fontbona (University of Chile)
"Quantitative mean-field limit for interacting branching diffusions"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 16.6.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, building D4
Andreas Groll (TU Dortmund):
"A Hybrid Random Forest Approach for Modeling and Prediction of International Football Matches"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 7.6.2023, 17:00 CEST, online talk
Runhuan Feng (University of Illinois at Urbana-Champaign)
"Distributed Insurance: Tokenization of Risk and Reward Allocation"
For further details see
https://owars.info/
------------------------------------------------------------------------
Reminder: WPI-Workshop
------------------------------------------------------------------------
WPI-Workshop on
Stochastics, Statistics, Machine Learning and
their Applications to Sustainable Finance and Energy Markets
September 12-14, 2023
Wolfgang Pauli Institute / University of Vienna,
Oskar-Morgenstern-Platz 1, 1090 Vienna
Additionally, on Mon., September 11, 2023 there are two distinguished graduate lectures in the areas of green finance, climate modeling, renewables in energy markets and optimal control.
The deadline for the submission of contributed talks is 10.6.2023.
The deadline for registration is 1.8.2023.
For further details see
https://wpi.univie.ac.at/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 31.5.2023, 17:00 CEST (16:00 BST), online talk
Xin Guo (UC Berkeley)
"Mathematics of Transfer Learning and Transfer Risk: From Medical to Financial Data Analysis"
For further details see
https://windsmath-seminar.github.io/event-details-0531.html
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 2.6.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, building D4
Stefan Ankirchner (University of Jena)
"The Role of Correlation in Diffusion Control Ranking Games"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
------------------------------------------------------------------------
ÖMG - Österr. Mathematische Gesellschaft / Austrian Mathematical Society
------------------------------------------------------------------------
Meeting of the Austrian Mathematical Society 2023
September 18-22, 2023, Graz, Austria
Early registration until May 31
Submission until July 15
https://oemg-tagung-2023.at/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 23.5.2023, 19:00 CEST, online talk
Lukas Gonon (Imperial College London)
"Mathematical understanding of (random) neural networks for option pricing"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 24.5.2023, 18:00 CEST, online talk
Mike Ludkovski (University of California - Santa Barbara)
"Expressive Mortality Models through Gaussian Process Kernels"
For further details see
https://owars.info/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 25.5.2023, 19:00 CEST, online talk
Anna Aksamit (University of Sydney)
"Superhedging duality for multi-action options under model uncertainty with information delay"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 26.5.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Rudolf Debelak (University of Zurich)
"Sample Size Planning for Latent Variable Models: Classical Approaches and Recent Developments"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
------------------------------------------------------------------------