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VCMF 2025 - Submission Deadline: this Sunday, March 16
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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
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University of Vienna, Faculty of Mathematics
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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/
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WU Wien, Institute for Statistics and Mathematics
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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
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Bachelier Finance Society One World Seminars
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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…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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ISOR Colloquium
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Mon., 10.03.2025, 16:45 CET, HS 7 (#1.303),
1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna
Thomas Mikosch (University of Copenhagen, Denmark)
"Self-normalization of sums of dependent random variables"
For further details see:
https://isor.univie.ac.at/isor-colloquium/talk/news/self-normalization-of-s…
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Vienna Probabilty Seminar
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Mon., 10.03.2025 17:00 - 18:00 CET, EI 5 Hochenegg HS,
TU Wien, Gusshausstrasse 25-25a (old building), 1040 Wien
Harry Giles (University of Warwick)
"Self-Repelling Brownian Polymer in Dimensions One and Two"
For further details see:
https://mathematik.univie.ac.at/forschung/biomathematik-dynamische-systeme-…
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International Seminar on SDEs and Related Topics
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Fri., 14.03.2025, 13:30 CET, online talk
Laurent Denis (Université du Maine, France)
"BSDE with singular terminal condition: the continuity up to terminal time problem"
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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Vienna Congress on Mathematical Finance (VCMF 2025)
Wednesday, July 9 - Friday, July 11, 2025
https://fam.tuwien.ac.at/vcmf2025/
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UPDATE:
The submission deadline for contributed talks & posters
is extended until *Sunday, March 16, 2025*.
https://fam.tuwien.ac.at/vcmf2025/registration.php
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Dear colleagues,
The third Vienna Congress on Mathematical Finance (VCMF 2025) will be
held from July 9-11, 2025, once again at the WU campus. The conference
will bring together leading experts from various fields of Mathematical
Finance such as:
- Financial Economics
- Green and Sustainable Finance (Electricity, Energy,...)
- Insurance (Climate Risk, Cyber Risk, ...)
- Statistics for Financial Markets and Large Language Models
- Mean Field Games and Stochastic Control
- New Technologies in Finance and Insurance (Computational Methods and
Machine Learning,
Cryptocurrencies, Limit Order Book and High Frequency Trading,
Algorithmic Trading)
- Optimal Transport (Robust Finance)
- Portfolio Optimisation
- Risk Management (Risk Allocation, Risk Aggregation, Credit Risk and
Systemic Risk)
- Rough Analysis in Finance and Insurance (Rough and Stochastic
Volatility)
The conference program will feature plenary lectures, parallel sessions
with invited and contributed talks as well as poster sessions. Moreover,
there will be an attractive social program.
In the framework of a Panel Discussion on the theme "AI in Finance and
Insurance" we offer the conference participants a platform for
discussions with a number of renowned experts.
The VCMF 2025 follows the successful previous editions VCMF 2019 and
VCMF 2016.
For further information including details on plenary and invited
speakers see the conference homepage at:
https://fam.tuwien.ac.at/vcmf2025/
We are looking forward to meeting you in July!
With kind regards from the VCMF 2025 organizers,
Christa Cuchiero, Julia Eisenberg, Zehra Eksi-Altay, Rüdiger Frey,
Stefan Gerhold, Paul Krühner, Uwe Schmock, Josef Teichmann
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Venue:
Campus of WU Wien
Welthandelsplatz 1, 1020 Vienna, Austria
Jointly organized by:
TU Wien
University of Vienna
WU Vienna - Vienna University of Economics & Business
WPI - Wolfgang Pauli Institute
Gold Sponsors:
Bank Austria
IQAM Invest
Raiffeisen Bank International
Silver Sponsors:
Deloitte
Meyerthole Siems Kohlruss
(further sponsors are welcome)
Plenary Speakers:
- Eduardo Abi Jaber (Ecole Polytechnique, FR)
- René Aïd (Université Paris-Dauphine, FR)
- Caroline Hillairet (ENSAE-Paris, CREST, FR)
- Marcel Nutz (Columbia University, US)
- Aaditya Ramdas (Carnegie Mellon University, US)
- Sara Svaluto-Ferro (University of Verona, IT)
- Renyuan Xu (University of Southern California, US)
- Stefan Zohren (University of Oxford, UK)
Invited Speakers:
- Hansjoerg Albrecher (University of Lausanne, CH)
- Ofelia Bonesini (London School of Economics, UK)
- Katia Colaneri (University of Rome Tor Vergata, IT)
- Damir Filipovic (EPFL and Swiss Finance Institute, CH)
- Ruimeng Hu (University of California, US)
- Grégoire Loeper (BNP Paribas CIB, FR)
- Yuri F. Saporito (Fundação Getulio Vargas, BR)
- Konstantinos Spiliopoulos (Boston University, US)
Additionally on the first day of the congress there will be a panel
discussion with the title:
"AI in Finance and Insurance"
Moderator:
- Josef Teichmann (ETH Zurich, CH)
For further details see the schedule overview:
https://fam.tuwien.ac.at/vcmf2025/speakers.php
Important dates and deadlines:
Submission:
The call for contributed talks & posters is open until March 16, 2025.
Acceptance/rejection letters will be sent until April 15, 2025 at the
latest.
Registration:
Early registration is possible until April 30, 2025.
Registration is possible until June 15, 2025.
Submission and Registration:
https://fam.tuwien.ac.at/vcmf2025/registration.php
CPD - Continuing Professional Development for actuaries:
VCMF 2025 is accredited by the Actuarial Association of Austria (AVÖ).
Actuaries can earn up to 17 CPD points.
For any requests, do not hesitate to write an e-mail to the conference
managers
Katrin Artner and Sandra Trenovatz <vcmf2025(a)fam.tuwien.ac.at>
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"Le congrès danse beaucoup, mais il ne marche pas."
("The congress does not move forward, it dances.")
Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815)
https://en.wikipedia.org/wiki/Congress_of_Vienna
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WU Wien, Institute for Statistics and Mathematics
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Wed., 05.03.2025, 17:15-18:30 CET, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
David Rügamer (Department of Statistics, LMU Munich; Munich Center for Machine Learning (MCML))
"Semi-Structured Regression: Current Advances and Challenges"
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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One World Actuarial Research Seminar
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Wed., 26.02.2025, 16:00 CET, online talk
Renata Alcoforado (Universidade Federal do Pernambuco, Brazil)
"Socioeconomic benefits of the Brazilian INSS AtestMed programme"
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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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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Women in Data Science and Mathematics
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Wed., 19.02.2024, 15:00 CET, online talk
Haojie Ren (Shanghai Jiao Tong University)
"Contextual Selection of Conformal Uncertainty Sets for Conditional Robust Optimization"
For further details see
https://www.windsmath.com/event-details-250224.html
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International Seminar on SDEs and Related Topics
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Fri., 21.02.2025, 13:30 CET, online talk
Gianmario Tessitore (UNIMIB University of Milano-Bicocca, Italy)
"On approximations of stochastic optimal control problems with an application to climate equations"
For further details see:
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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Budapest-Vienna Probability Seminar
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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
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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One World Actuarial Research Seminar
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Wed., 12.02.2025, 10:00 CET, online talk
Maud Thomas (Université Lyon 1, France)
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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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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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/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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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…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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