- FAM-news - TU FAM Mailing lists

Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 12 Dec '25

12 Dec '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 17.12.2025, 17:15-18:30 CET, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Antonio Peruzzi (Department of Economics, Ca’ Foscari University of Venice): "Media Bias and Polarization Through the Lens of a Markov Switching Latent Space Network Model" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2025… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 05 Dec '25

05 Dec '25

------------------------------------------------------------------------ One World Probability Project ------------------------------------------------------------------------ Thu. 11.12.2025, 15:00 CET, online talk Hindy Drillick (Columbia) and Shalin Parekh (Maine) "Extremal Scaling limits for random walks in space-time random media" For further details see: https://www.owprobability.org/one-world-probability-seminar ------------------------------------------------------------------------ Joint SIAM-BFS Mathematical Finance Online Seminar ------------------------------------------------------------------------ Thu., 11.12.2025, 19:00 CET, online talk Erhan Bayraktar (University of Michigan): "A Mean-Field Approach to DeFi Currency Exchanges" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 12.12.2025, 13:30 CET, online talk Giovanni Conforti (University of Padua and Ecole Polytechnique): "Coupling methods in stochastic control" 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/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 28 Nov '25

28 Nov '25

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 03.12.2025, 10:00 CET, online talk Andrew Cairns (Heriot-Watt University, UK): "Modelling Mortality Inequalities in Scotland: The Index of Scottish Life Expectancy (THISLE)" For further details see: https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 03.12.2025, 16:30-17:45 CET, room D4.0.136 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Bezirgen Veliyev (Department of Economics and Business Economics, Aarhus University): "Realized Principal Component Analysis of Noisy High-Frequency Data" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2025… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 21 Nov '25

21 Nov '25

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mon., 24.11.2025, 16:45 - 17:45 CET, HS 7 (#1.303), 1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna Eyal Neuman (Imperial College London, UK): "Recent Advances in Propagator Models" For further details see: https://isor.univie.ac.at/isor-colloquium/talk/news/recent-advances-in-prop… ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Tue., 26.11.2025, 15:00 CET, online talk Ioanna Manolopoulou "Combining confounded and unconfounded in heterogeneous treatment effect modelling" For further details see: https://www.windsmath.com/event-details-251126.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 14 Nov '25

14 Nov '25

------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 20.11.2025, 17:00-18:00 CET, lecture hall 1 or online TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 1st floor, red section Noa Zamstein (Senior Data Science Researcher, Earnix) "Advancing Actuarial Science: Leveraging Synthetic Data for Privacy-Preserving Modeling" For further details and registration see: https://fam.tuwien.ac.at/events/vr/20251120.php ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 07 Nov '25

07 Nov '25

------------------------------------------------------------------------ Joint SIAM-BFS Mathematical Finance Online Seminar ------------------------------------------------------------------------ Thu., 13.11.2025, 19:00 CET, online talk Luciano Campi (University of Milan) "Optimal coarse correlated equilibria in mean field games" 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 03 Nov '25

03 Nov '25

------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 04.11.2025, 17:00-18:00 CET, lecture hall 8 or online TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section Manuel Lang, UNIQA Österreich Versicherungen AG, und Tobias Preinerstorfer, B&W Deloitte GmbH „Modellierung in der Krankenversicherung - Herausforderungen und Lösungsansätze“ For further details and registration see: https://fam.tuwien.ac.at/vr/20251104.php ------------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 24 Oct '25

24 Oct '25

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Wed., 29.10.2025, 14:00 CET, online talk Almut Veraart (Imperial College London) "Statistical inference for Lévy-driven graph supOU processes: From short- to long-memory in high-dimensional time series" For further details see https://www.windsmath.com/event-details-251029.html ------------------------------------------------------------------------ One World Probability Seminar ------------------------------------------------------------------------ Thu., 30.10.2025, 14:00-16:00 CEST, online talk Barbara Dembin (Université de Strasbourg) and Ron Peled (University of Maryland): "Minimal surfaces in a random environment" For further details see: https://www.owprobability.org/one-world-probability-seminar ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 10 Oct '25

10 Oct '25

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mon., 13.10.2025, 16:45 - 17:45 CEST, HS 7 (#1.303), 1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna Ying Chen (National University of Singapore, Singapore): "Deep Neural Networks for Complex Time Series" For further details see: https://isor.univie.ac.at/isor-colloquium/talk/news/deep-neural-networks-fo… ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Mon., 13.10.2025, 17:00-18:15 CEST, room D4.0.136 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Andreas Groll (Faculty of Statistics, TU Dortmund University): "Fitting Regularized Partially Ordinal Regression Models With Don’t Know Option Within the GAMLSS Framework" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2025… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 16.10.2025, 15:30 CEST, seminar room DB gelb 07, TU Wien, Wiedner Hauptstraße 8, 1040 Wien, ("Freihaus" building, yellow section, 7th floor) Kristof Wiedermann (TU Wien): "Three perspectives on the failure of the Markov property for stochastic Volterra integral equations" Luca Pelizzari (University of Vienna): "Rough PDEs for local stochastic volatility models" Ulrich Horst (HU Berlin): "Mean Field Portfolio Games with Epstein-Zin Preferences" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ One World Probability Seminar ------------------------------------------------------------------------ Wed., 16.10.2025, 18:00-20:00 CEST, online talk Tom Hutchcroft (Caltech): "Critical long-range percolation" For further details see: https://www.owprobability.org/one-world-probability-seminar ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 03 Oct '25

03 Oct '25

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mon., 06.10.2025, 16:45 - 17:45 CEST, HS 7 (#1.303), 1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna Sophie Langer (Ruhr Universität Bochum, Germany): "Statistical breakthroughs and novel perspectives on deep learning theory" For further details see: https://isor.univie.ac.at/isor-colloquium/talk/news/statistical-breakthroug… ------------------------------------------------------------------------ Joint SIAM-BFS Mathematical Finance Online Seminar ------------------------------------------------------------------------ Thu., 09.10.2025, 19:00 CEST, online talk Nicole Bäuerle (Karlsruher Institut für Technologie (KIT)) "Competitive portfolio optimization" For further details see: https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Budapest-Vienna Probability Seminar ------------------------------------------------------------------------ Fri., 10.10.2025, 14:00-17:20 CEST, room Mondi 2a (I01.O1.008) ISTA, Central Bldg O1, Am Campus 1, 3400 Klosterneuburg 14:00 Bálint Vető, BME / TU Budapest "The Brownian Web Distance" 15:00 Jean-Christophe Mourrat, CNRS / ENS "Spin Glasses and the Parisi Formula" 16:30 Speaker: Volodymyr Riabov, ISTA "The Zigzag Strategy for Random Band Matrices" For further details see: Budapest-Vienna Probability Seminar https://sites.google.com/view/budapest-vienna-proba-semi/home Invitations as PDF which are valid as a ticket for the ISTA Shuttle from and to Heiligenstadt Station in Vienna: http://talks-calendar.ista.ac.at/generate_invitation/5973 http://talks-calendar.ista.ac.at/generate_invitation/5937 http://talks-calendar.ista.ac.at/generate_invitation/5975 ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 26 Sep '25

26 Sep '25

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at Universität Wien ------------------------------------------------------------------------ Tue., 30.09.2025, 12:00 CEST, online Lorenz Riess (Universität Wien) "Optimal transport and financial applications" (Public PhD Thesis Defense) For further details see: https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/… ------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at Universität Wien ------------------------------------------------------------------------ Tue., 30.09.2025, 14:00 CEST, online Stefan Christian Schrott (Universität Wien) "Stochastic Mass Transport: From Discrete to Continuous Time" (Public PhD Thesis Defense) For further details see: https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/… ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 01.10.2025, 15:00-17:00 CEST, room D4.0.133 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Mikael Jagan (Department of Mathematics & Statistics, McMaster University, Canada): "Midpoint-Radius Interval Arithmetic and R Package ‘flint’, an R Interface to the FLINT C Library" Ivan Krylov "Tensor Decompositions of Fluorescence Spectra: A Case Study in R" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2025… ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 05 Sep '25

05 Sep '25

------------------------------------------------------------------------ Joint SIAM-BFS Mathematical Finance Online Seminar ------------------------------------------------------------------------ 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… ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 29 Aug '25

29 Aug '25

------------------------------------------------------------------------ Research Seminar @ QUARIMAFI, University of Vienna ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ ASD 2025 @ JKU Linz ------------------------------------------------------------------------ 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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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 22 Aug '25

22 Aug '25

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ 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 ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 25 Jul '25

25 Jul '25

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ 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/ ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 04 Jul '25

04 Jul '25

------------------------------------------------------------------------ Workshop "Optimal Transport for Complex Data" ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ VCMF 2025 - jointly organised by WU Vienna, TU Wien, Univ. Vienna & wpi ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ ASD 2025 - submission ends soon! ------------------------------------------------------------------------ 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 ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 20 Jun '25

20 Jun '25

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 13 Jun '25

13 Jun '25

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ One World Probability Seminar ------------------------------------------------------------------------ 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 ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 06 Jun '25

06 Jun '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Joint SIAM-BFS Mathematical Finance Online Seminar ------------------------------------------------------------------------ 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 ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 30 May '25

30 May '25

------------------------------------------------------------------------ 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 23 May '25

23 May '25

------------------------------------------------------------------------ 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 16 May '25

16 May '25

------------------------------------------------------------------------ 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 09 May '25

09 May '25

----------------------------------------------------------------------- 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 02 May '25

02 May '25

------------------------------------------------------------------------ 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 18 Apr '25

18 Apr '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 23.04.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 CAROLIN STROBL (Department of Psychology, University of Zurich): "Detecting Parameter Heterogeneity in Psychometric Models by Means of Model-Based Recursive Partitioning with psychotree, stablelearner & Co." For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Workshop "Optimal Transport for Complex Data" ------------------------------------------------------------------------ 07.07.2025 - 08.07.2025, Hörsaal (HS) 11, Floor 2 University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Vienna Registration is now open until 30th June 2025. For further details see: https://sites.google.com/view/otcd/ ======================================================================== 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 04 Apr '25

04 Apr '25

------------------------------------------------------------------------ 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 28 Mar '25

28 Mar '25

------------------------------------------------------------------------ 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 21 Mar '25

21 Mar '25

------------------------------------------------------------------------ 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 14 Mar '25

14 Mar '25

------------------------------------------------------------------------ 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 07 Mar '25

07 Mar '25

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Vienna Probabilty Seminar ------------------------------------------------------------------------ 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-… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Vienna Congress on Mathematical Finance - Submission Deadline: March 16, 2025
by Sandra Trenovatz 06 Mar '25

06 Mar '25

Vienna Congress on Mathematical Finance (VCMF 2025) Wednesday, July 9 - Friday, July 11, 2025 https://fam.tuwien.ac.at/vcmf2025/ ----------------------------------------------------- UPDATE: The submission deadline for contributed talks & posters is extended until *Sunday, March 16, 2025*. https://fam.tuwien.ac.at/vcmf2025/registration.php ----------------------------------------------------- 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 ----------------------------------------------------- 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> ----------------------------------------------------- "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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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 28 Feb '25

28 Feb '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 21 Feb '25

21 Feb '25

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 14 Feb '25

14 Feb '25

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 07 Feb '25

07 Feb '25

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 12.02.2025, 10:00 CET, online talk Maud Thomas (Université Lyon 1, France) TBA For further details see: https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 31 Jan '25

31 Jan '25

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 24 Jan '25

24 Jan '25

------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks (update)
by Schranzhofer, Manuel 22 Jan '25

22 Jan '25

At the Vienna Seminar in Mathematical Finance and Probability one talk was cancelled, please find below the updated news. ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ 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 ! ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 17 Jan '25

17 Jan '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 23.01.2025, 15:30 CET, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Claudio Fontana (University of Padova) "Data-driven Heath-Jarrow-Morton models" 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/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 23.01.2025, 19:00 CET, online talk Scott Robertson (Boston University) "TBA" 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 10 Jan '25

10 Jan '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Mon., 13.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Wolfgang Karl Härdle (School of Business and Economics, Humboldt-Universität zu Berlin) "Pricing Kernels Are Often Non-monotone..." For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 15.01.2025, 16:00 CET, online talk Marlon Moresco (Federal University of Rio Grande do Sul, Brazil) "Set risk measures" For further details see https://owars.info/ ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 17.01.2025, 13:30 CET, online talk Jean-François Chassagneux (ENSAE Paris, France) "Computing the stationary measure of McKean-Vlasov SDEs" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 03 Jan '25

03 Jan '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 08.01.2025, 17:30-19:00 CET, room D4.0.133 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Lukas Steinberger (Department of Statistics and Operations Research, University of Vienna) "Statistical Efficiency in Local Differential Privacy" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 13 Dec '24

13 Dec '24

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Tue., 17.12.2024, 13:00 CET, online talk Aretha Teckentrup (University of Edinburgh) "Deep Gaussian processes: theory and applications" For further details see: https://www.windsmath.com/event-details-241217.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 06 Dec '24

06 Dec '24

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 11.12.2024, 16:00 CET, online talk Lu Yang (University of Minnesota, USA) "TBA" For further details see: https://owars.info/#howto ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 29 Nov '24

29 Nov '24

------------------------------------------------------------------------ TUForMath ------------------------------------------------------------------------ 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-… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 22 Nov '24

22 Nov '24

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ VCMF 2025 - subscribe news ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 08 Nov '24

08 Nov '24

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 08 Nov '24

08 Nov '24

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 01 Nov '24

01 Nov '24

------------------------------------------------------------------------ Actuarial Modelling Club (AMC) ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 28 Oct '24

28 Oct '24

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ TU Wien: Economic Theory & Policy Seminar ------------------------------------------------------------------------ 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-… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 18 Oct '24

18 Oct '24

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ======================================================================== 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 -----------------------------------------------------------------------

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