------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 3.5.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Tatyana Krivobokova (University of Vienna)
"Iterative Regularisation in Ill-Posed Generalised Linear Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 3.5.2024, 13:30 CEST, online talk
Markus Reiß (Humboldt-Universität zu Berlin)
"Statistics for SPDEs"
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/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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------------------------------------------------------------------------
Vienna Probability Seminar
------------------------------------------------------------------------
Mon., 22.4.2024, 15:45 CEST, ISTA, Mondi 2 (I01.01.008), Central Building
Institute of Science and Technology Austria, Am Campus 1, 3400 Klosterneuburg
Xin Zhang (Uni Wien)
"PDE in Control — Applications in Finance and Learning"
Henk Bruin (Uni Wien)
"Lorentz gas with small scatterers; some non-standard Limit Theorems"
For further details see
https://backend.univie.ac.at/index.php?id=86310&L=0/vienna-probability-semi…
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 24.4.2024, 17:00 CEST, online talk
Madeleine Udell (Stanford University)
"AI and the Future of Optimization"
For further details see
https://www.windsmath.com/event-details-240424.html
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 24.4.2024, 17:00 CEST, online talk
Mario Ghossoub (University of Waterloo)
"TBA"
For further details see
https://owars.info/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 25.4.2024, 19:00 CEST, online talk
Johannes Ruf (LSE)
"The numeraire e-variable and reverse information projection"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 26.4.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Antonio Canale (University of Padova)
"Advances in Structured Bayesian Factor Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
========================================================================
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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------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 19.4.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Helga Wagner (JKU Linz)
"Flexible Bayesian Treatment Effects Models for Panel Outcomes"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 10.4.2024, 17:00 CEST, online talk
Christian Genest (McGill University, Canada)
"TBA"
For further details see
https://owars.info/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 11.4.2024, 20:00-21:00 CEST (EST according to website), online talk
Ofelia Bonesini (Imperial College London)
"Rough volatility, path-dependent PDEs and weak rates of convergence"
Joe Jackson (University of Chicago)
"Sharp convergence rates for mean field control on the region of strong regularity"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 12.4.2024, 10:30-12:00 CEST, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Anton Rask Lundborg (University of Copenhagen)
"Perturbation-Based Analysis of Compositional Data"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 2.4.2024, 19:00 (CET according to website), online talk
Milena Vuletić (University of Oxford)
"VolGAN: a generative model for arbitrage-free implied volatility surfaces"
Paul Hager (TU Berlin)
"Advancing optimal stochastic control with signatures"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 5.4.2024, 13:30 CEST, online talk
Xue-Mei Li (EPFL and Imperial College London)
"Large scale dynamics of stochastic heat equation"
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/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Tue., 26.3.2024, 14:00 CET, online talk
Swati Gupta (MIT Sloan School of Management)
"New Challenges in Optimization for Ethical Decisions"
For further details see
https://www.windsmath.com/event-details-240326.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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 21.3.2024, 19:00 CET, online talk
Daniel Lacker (Columbia University)
"Non-asymptotic perspectives on mean field approximations and stochastic control"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Workshop: Advances in Risk Modelling
------------------------------------------------------------------------
On July 2-3, 2024 there will be a workshop on "Advances in Risk Modelling" organized by Johanna Neslehova and Rüdiger Frey at the campus of WU Wien.
For further details and the list of invited speakers visit the website
of the workshop at
https://www.wu.ac.at/en/statmath/events/advances-in-risk-modelling/
========================================================================
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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Dear Colleagues and Friends,
we invite you to the
Workshop "Climate Change and Insurance" (CCI 2024)
September 4-6, 2024, Vienna, Austria
https://fam.tuwien.ac.at/cci2024
The main aim of this three-day event is to enhance understanding of
climate change impacts on the insurance insustry. CCI 2024 is designed
to initiate and strengthen collaborations between practicing actuaries
and academics in research.
Abstract submission and registration are open now!
We encourage both - practitioners and researchers - for submissions.
Important Dates:
- Abstract submission deadline: May 15, 2024.
- Notification of acceptance: May 31, 2024.
- Early registration until June 30, 2024
Plenary speakers:
- M. Carmen Boado-Penas,
Heriot-Watt University, UK
"Climate emergency: Understanding the risks"
- Jose Garrido,
Concordia University Montreal, Canada
"Actuarial climate indexes: International comparative study and
insurance applications"
- Robert Holzmann,
Governor Austrian National Bank (OeNB), Austria
"Damages by extreme weather and the case of insurance"
- Chris Kenyon,
MUFG Securities EMEA plc & Univ. College London, UK
"Climate-economy scenario/probability construction for financial markets"
- Ralf Korn,
TU Kaiserslautern and Fraunhofer ITWM, Germany
"Optimal investment with sustainable assets - Aspects for a life insurer"
- Frank Schiller,
Munich RE, Germany
"Climate Change might not only impact the insurance risks – The whole
business model needs a thorough review"
CCI 2024 includes:
- mini-workshop on "AI in Climate Risk".
- panel discussion with renowned experts:
"Climate Change and Insurance: Past, Present and Future"
Publication offer:
- Special Issue "Climate Change and Insurance"
in the European Actuarial Journal
Subscribe to CCI-News to get oven-fresh updates:
https://fam.tuwien.ac.at/mm/postorius/lists/cci-news.fam.tuwien.ac.at
We look forward to welcoming you in Vienna!
Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg
--
Sandra Trenovatz - CCI 2024 administration
cci2024(a)fam.tuwien.ac.at +43-1-58801-10511
------------------------------------------
Workshop "Climate Change and Insurance"
TU Wien, Vienna, Austria
Wed-Fri, September 4-6, 2024
https://fam.tuwien.ac.at/cci2024/
------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 13.3.2024, 16:00 CET, online talk
Marie-Pier Côté (Université Laval, Canada)
"TBA"
For further details see
https://owars.info/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 14.3.2024, 19:00-20:30 CET, online event
This SIAG/FME virtual seminar will feature the five finalist (Team Floor F, UW Goose, Blanco, APAM, and QuantHub) in the SIAG/FME CodeQuest 2024.
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Reminder: Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 7.3.2024, 16:15 CET
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien
16:15 6th floor (Besprechungszimmer 6)
Get-together 30 minutes before with coffee and cake
16:45 1st floor (seminar room SR3)
Johannes Wiesel (Carnegie Mellon University)
"Empirical martingale projections via the adapted Wasserstein distance"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 7.3.2024, 16:45 CET, SR3 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 1st floor
Johannes Wiesel (Carnegie Mellon University)
"Empirical martingale projections via the adapted Wasserstein distance"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 8.3.2024, 10:30-12:00 CET, room tba
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Miloš Kopa (Charles University, Prague)
"Stochastic Dominance in Portfolio Optimization"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024/
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 8.3.2024, 13:30 CET, online talk
Eulalia Nualart (Universitat Pompeu Fabra and Barcelona Graduate School of Economics)
"Everywhere and instantaneous blowup of parabolic SPDEs"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Mon., 26.2.2024, 15:00 CET, online talk
Mihaela van der Schaar (University of Cambridge)
"AI for Science: Discovering Diverse Classes of Governing Equations in Medicine and Beyond"
For further details see
https://www.windsmath.com/event-details-240226.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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 22.2.2024, 19:00 CET, online talk
Carole Bernard (Grenoble Ecole de Management)
"Multivariate Portfolio Choice via Quantiles"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 14.2.2024, 16:00 CET, online talk
Peng Shi (University of Wisconsin)
"A Copula Model for Marked Point Process with A Terminal Event: An Application in Dynamic Prediction of Insurance Claims"
For further details see
https://owars.info/
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 16.2.2024, 13:30 CET, online talk
Mingshang Hu (Shandong University)
"BSDEs driven by G-Brownian motion under the degenerate case and its application to the regularity of fully nonlinear PDEs"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 8.2.2024, 19:00-20:00 CET, online talk
Ryan Donnelly (King's College London)
"Dynamic Inventory Management with Mean-Field Competition"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Tue., 30.1.2024, 17:00 CET, online talk
Annie Qu (University of California, Irvine)
"A Model-Agnostic Graph Neural Network for Integrating Local and Global Information"
For further details see
https://www.windsmath.com/event-details-240130.html
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 30.1.2024, 19:00 CET, online talk
Christoph Reisinger (University of Oxford)
"Synthetic Market Generation and Policy Evaluation: Neural SDEs and Nearest-neighbour Regression"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 31.1.2024, 10:00 CET, online talk
Eric Ulm (Victoria University of Wellington)
"Analytic Valuation of Guaranteed Lifetime Withdrawal Benefits"
For further details see
https://owars.info/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 2.2.2024, 10:30-12:00 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Giorgia Callegaro (University of Padova)
"Functional Quantization of Rough Volatility and Applications to the VIX"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
-----------------------------------------------------------------------
------------------------------------------------------------------------
Actuarial Modelling Club
------------------------------------------------------------------------
Tue., 23.1.2024, 17:00-18:00 CET, lecture hall 8
TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section
Lukas Ludwig (FWU AG)
"POG - Der 'neue' Produktentwicklungsstandard"
For further details and registration see:
https://fam.tuwien.ac.at/vr/20240123.php
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Wed., 24.1.2024, 18:15-19:30 CET, online talk
Balasubramanian Narasimhan (Stanford University)
"Elastic Net Regularization for GLMs and Extensions"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 25.1.2024, 19:00 CET, online talk
Marcel Nutz (Columbia University)
"Unwinding Stochastic Order Flow: When to Warehouse Trades"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 17.1.2024, 16:00 CET, online talk
Claudia Czado and Ariane Hanebeck (TU München)
"Dependence models for mortalities using a copula state-space approach"
For further details see
https://owars.info/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 19.1.2024, 10:30-12:00 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Ralf Wunderlich (BTU Brandenburg University of Technology Cottbus-Senftenberg)
"Stochastic Models and Optimal Control of Epidemics Under Partial Information"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
-----------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 9.1.2024, 19:00 CET, online talk
Agostino Capponi (Columbia University)
"TBA"
Charles-Albert Lehalle (ADIA)
"TBA"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 12.1.2024, 10:30-12:00 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Petros Dellaportas (University College London; Athens University of Economics and Business)
"Can Independent Metropolis beat Monte Carlo?"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 12.1.2024, 13:30 CET, online talk
Xiaolu Tan (The Chinese University of Hong Kong)
"TBA"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
------------------------------------------------------------------------
BFS World Congress 2024
------------------------------------------------------------------------
12th World Congress of the Bachelier Finance Society
Mon-Fri, July 8-12, 2024,
FGV EMAp, Rio de Janeiro, Brazil
https://eventos.fgv.br/bachelier-2024
Abstract submission until: January 29, 2024
Early Bird registration until: April 30, 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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Actuarial Modelling Club
------------------------------------------------------------------------
Tue., 12.12.2023, 17:00-18:00 CET, lecture hall 8
TU Wien, Freihaus building, Wiedner Hauptstraße 8-10, 1040 Wien, 2nd floor, yellow section
Sven Ebert (Flossbach von Storch Research Institute)
"Aktuarielle Betrachtungen zu Demographie und Inflation"
For further details see
https://fam.tuwien.ac.at/events/timetable.php
------------------------------------------------------------------------
TU Wien Informatics: Public Lecture
------------------------------------------------------------------------
Wed., 13.12.2023, 13:00-15:00 CET, Campus Favoritenstraße FAV Hörsaal 1
TU Wien, 1040 Vienna, Favoritenstraße 9-11, Erdgeschoß, Raum HEEG02
Frank Leymann (University of Stuttgart)
"Post-Quantum Security"
For further details see
https://informatics.tuwien.ac.at/news/2530
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Wed., 13.12.2023, 17:00-18:15 CET, online talk
René Carmona (Princeton University)
"Non-Standard Stochastic Control With Nonlinear Feynman-Kac Costs"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
------------------------------------------------------------------------
One World Probability Seminar
------------------------------------------------------------------------
Thu., 14.12.2023, 15:00-17:00 CET, online talk
Marcel Nutz (Columbia University)
"Entropic Selection in Optimal Transport"
Stephan Eckstein (ETH Zürich)
"Exponential convergence of Sinkhorn's algorithm and Hilbert's projective metric for unbounded functions"
For further details see
https://www.owprobability.org/one-world-probability-seminar
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 14.12.2023, 19:00-20:00 CET, online talk
Yu-Jui Huang (University of Colorado Boulder)
"TBA"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 5.12.2023, 19:00 CET, online talk
Ziteng Cheng (University of Toronto)
"Incorporating risk measures into reinforcement learning and inverse reinforcement learning"
Gökçe Dayanıklı (University of Illinois Urbana-Champaign)
"Utilizing deep learning and game theory to find optimal policies for a large number of noncooperative agents"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 6.12.2023, 10:00 CET, online talk
Vali Asimit (City, University of London)
"Efficient and proper GLM modelling with power link functions"
For further details see
https://owars.info/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Wed., 6.12.2023, 17:00-18:15 CET, online talk
Patrick Mair (Harvard University)
"Multidimensional Scaling in Action: Recent Developments and Implementation"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
-----------------------------------------------------------------------
------------------------------------------------------------------------
Minicourse: Quantum Computing for Finance
------------------------------------------------------------------------
Mon.-Thu., 4.12.-7.12.2023, detailed schedule on the website
Kolingasse 14-16, 1090, Vienna, University of Vienna. Room details will follow.
Prof. Antoine (Jack) Jacquier (Imperial College London)
Abstract: Quantum Computing, relegated for decades as a spooky distant
myth, is now becoming a reality. To wit, quantum computers (albeit small
in scale) are already available, developed by the likes of IBM, Rigetti,
D-Wave, Google, Microsoft, ..... However, a quantum computer is not
simply a bigger and more powerful computer, and requires a whole new set
of algorithms to be written to perform useful tasks. These, and the
underlying technology, draw from the laws of quantum mechanics,
fundamentally different from our usual numerical toolbox.
The goal of this course is to provide a mathematical introduction to
Quantum Computing and to highlight applications in Quantitative Finance,
in particular for Monte Carlo simulations, machine learning and
optimisation. Numerical examples (through python) will also be
introduced to provide a tangible reality.
Attending the course is for free, but please register via email to
viktoria.schildhammer(a)univie.ac.at.
For further details see
https://quarimafi.univie.ac.at/quantum-computing-finance/
------------------------------------------------------------------------
Actuarial Modelling Club
------------------------------------------------------------------------
Tue., 28.11.2023, 17:00-18:00 CET, lecture hall 8
TU Wien, Freihaus building, Wiedner Hauptstraße 8-10, 1040 Wien, 2nd floor, yellow section
Lorenz Meinl & Jung-Geun Seok (B&W Deloitte GmbH)
"Marktpricing - effiziente Preisstrategien und Dynamic Pricing"
For further details see
https://fam.tuwien.ac.at/events/timetable.php
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Wed., 29.11.2023, 17:00-18:15 CET, online talk
Jakša Cvitanić (Caltech California Institute of Technology)
"Truth-Incentive Surveys"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 30.11.2023, 15:15 CET, SR13 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Alexander Kolesnikov (HSE University)
"Transportation problem and auction theory"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Thu., 30.11.2023, 17:00 CET, online talk
Shipra Agrawal (Columbia University)
"Dynamic pricing and learning with Bayesian persuasion"
For further details see
https://www.windsmath.com/event-details-1130.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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Vienna Probability Seminar
------------------------------------------------------------------------
Mon., 20.11.2023, 15:45 CET, ISTA
Institute of Science and Technology Austria, Am Campus 1, 3400 Klosterneuburg
Isao Sauzedde (University of Warwick)
"Stochastic formulas for determinants of Laplacians"
Benjamin Robinson (University of Vienna)
"A regularized Kellerer theorem in arbitrary dimension"
For further details see
https://backend.univie.ac.at/index.php?id=86310&L=0/vienna-probability-semi…
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 22.11.2023, 16:00 CET, online talk
Agni Orfanoudaki (University of Oxford)
"Algorithmic Insurance"
For further details see
https://owars.info/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 23.11.2023, 19:00 CET, online talk
Hao Xing (Boston University)
"Why is Cash U-Shaped in Firm Size?"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 24.11.2023, 13:30 CET, online talk
Huyên Pham (Université Paris Cité)
"TBA"
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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------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 17.11.2023, 9:00-10:30 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Christian Genest (McGill University)
"Bayesian Hierarchical Modeling of Spatial Extremes"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
-----------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 7.11.2023, 19:00 CET, online talk
Michael Ludkovski (University of California Santa Barbara)
"Machine Learning Surrogates for Parametric and Adaptive Optimal Execution"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 9.11.2023, 15:30-17:45 CET, SR13 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Andreas Søjmark (LSE London)
"Endogneous distress contagion in a dynamic interbank model"
Gregoire Loeper (BNP Paribas, previously Monash Univ.)
"Black and Scholes, Legendre and Sinkhorn"
Sascha Desmettre (JKU Linz)
"Equilibrium Investment with Random and State-Dependent Risk Aversion"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 9.11.2023, 19:00-20:00 CET, online talk
Silvana Pesenti (University of Toronto)
"Dynamic robust risk measures with applications"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Probability Seminar
------------------------------------------------------------------------
Thu., 2.11.2023, 15:00-17:00 CET, online talk
Karl-Theodore Sturm (University of Bonn)
Eva Kopfer (University of Bonn)
"Conformally Invariant Random Geometry on Manifolds of Even Dimension"
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
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 25.10.2023, 16:00 CEST (15:00 BST), online talk
Sofia Olhede (EPF Lausanne)
"On Graph Limits as Models for Interaction Data"
For further details see
https://www.windsmath.com/event-details-1025.html
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 26.10.2023, 19:00 CEST, online talk
Igor Cialenco (Illinois Institute of Technology)
"SPDEs in finance and their statistical inference"
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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Actuarial Modelling Club
------------------------------------------------------------------------
Tue., 17.10.2023, 17:00-18:00 CEST, lecture hall 8
TU Wien, Freihaus building, Wiedner Hauptstraße 8-10, 1040 Wien, 2nd floor, yellow section
Andrea Rauter and Daniel Thompson (B&W Deloitte GmbH)
"IFRS 17 Veröffentlichungen - Q2 2023 Disclosures"
For further details see
https://fam.tuwien.ac.at/events/timetable.php
------------------------------------------------------------------------
One World Probability Seminar
------------------------------------------------------------------------
Thu., 19.10.2023, 16:00-18:00 CEST, online talk
Martin Hairer (EPFL and Imperial College London)
"Stochastic Quantisation of Yang-Mills"
Hao Shen (University of Wisconsin-Madison)
"Invariant measure and universality of the 2D Yang-Mills Langevin dynamic"
For further details see
https://www.owprobability.org/one-world-probability-seminar
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 20.10.2023, 13:30 CEST, online talk
Theodor Sturm (University of Bonn)
"Conformally Invariant Random Geometry on Manifolds of Even Dimension"
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/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 11.10.2023, 11:00 CEST, online talk
Tolulope Fadina (University of Illinois Urbana-Champaign)
"Optimal reinsurance with multivariate risks and dependence uncertainty"
For further details see
https://owars.info/
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 12.10.2023, 15:45-17:15 CEST, SR13 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Jan Kallsen (Kiel University)
"Should I invest in the market portfolio? - A parametric approach"
Hanspeter Schmidli (University of Cologne)
"Stabilizing the surplus process through the control of Drawdowns"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 12.10.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
Mike Ludkovski (University of California Santa Barbara)
"TBA"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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------------------------------------------------------------------------
Budapest-Vienna Probability Seminar
------------------------------------------------------------------------
Fri., 6.10.2023, 14:00-17:20 CEST, HS 17 "Friedrich Hartmann"
TU Wien, Karlsplatz 13, 1040 Wien
Bálint Tóth (Rényi Institute and University of Bristol)
"(Towards an) Invariance Principle for the Random Lorentz Gas under Weak Coupling Limit Beyond the Kinetic Time Scale"
Herbert Spohn (TU München)
"Integrable many-particle systems: generalized free energy and scattering shift."
Jan Maas (ISTA)
"TBA"
For further details see
https://sites.google.com/view/budapest-vienna-proba-semi/home
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 27.9.2023, 17:00 CEST, online talk
Ralf Korn (TU Kaiserslautern)
"Optimal portfolios with sustainable assets: aspects for life insurers"
For further details see
https://owars.info/
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 27.9.2023, 17:00 CEST (16:00 BST), online talk
Valerie Livina (National Physical Laboratory (NPL))
"Tipping point analysis for real-world complex systems"
For further details see
https://www.windsmath.com/upcoming_event.html
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 28.9.2023, 19:00 CEST, online talk
Josef Teichmann (ETH Zurich)
"Robust Optimal Growth from an analytical and learning perspective"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 13.9.2023, 17:00 CEST, online talk
Bin Zou (University of Connecticut)
"Reinsurance Games with Multiple Reinsurers"
For further details see
https://owars.info/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 14.9.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
Gökçe Dayanıkli (University of Illinois Urbana-Champaign)
"Single level approach to solve Stackelberg Mean Field Games"
David Itkin (Imperial College London)
"Ergodic robust maximization of asymptotic growth with stochastic factors."
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 5.7.2023, 14:00 CEST (13:00 BST), online talk
Yuejie Chi (Carnegie Mellon University)
"Reinforcement Learning meets Federated Learning and Distributional Robustness"
For further details see
https://www.windsmath.com/event-details-0705.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 30.6.2023, 11:30-12:45 CEST, room TC.3.01
WU Wien, 1020 Wien, Welthandelsplatz 1, building TC
Tobias Fissler (ETH Zurich)
"Spotlights on the Theory of Elicitability"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
ECON: Brown Bag Seminar
------------------------------------------------------------------------
Tue., 20.6.2023, 13:00-14:00 CEST, Sem.R. DBgelb 04
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 4th floor
Klaus Ackermann (Monash University Melbourne)
"Unraveling the Impact of Policy Interventions in Shared Markets: A
Novel Deep Learning Approach to Counterfactual Estimation and Spillover
Effects"
For further details see
https://www.econ.tuwien.ac.at/index.html#events
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 20.6.2023, 19:00 CEST, online talks
Haoyang Cao (Ecole Polytechnique)
"Feasibility and Transferability of Transfer Learning: A Mathematical Framework"
Giulia Livieri (LSE)
"Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 22.6.2023, 19:00 CEST, online talk
Umut Çetin (LSE)
"Speeding up the Euler scheme for killed diffusions"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 23.6.2023, 9:00-10:30 CEST, room TC.3.01
WU Wien, 1020 Wien, Welthandelsplatz 1, building TC
Michael Kupper (University of Konstanz)
"Markovian Transition Semigroups Under Model Uncertainty"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
------------------------------------------------------------------------
Reminder: Austrian Stochastic Days
------------------------------------------------------------------------
Dear colleagues working in Stochastics!
We are happy to announce that the *Austrian Stochastics Days (ASD 2023)*
will take place at the *University of Klagenfurt on September 7-8, 2023*.
The ASD are intended to provide scientists and early career researchers
working in the field of Stochastics with an opportunity to network, to
present their latest research, and to initiate collaborations, as well
as bringing researchers working on theory and applications together.
This year’s plenary speakers will be
*Lisa Hartung* (University of Mainz)
*Julio Backhoff* (University of Vienna).
The registration and abstract submission are now open (until August 31,
resp. August 1), participation is free. An early registration
facilitates our planning. All details are provided on the conference web
page <http://www.stochastics-days.at/>
We are looking forward to meeting you in Klagenfurt!
All the best,
Verena Schwarz
Michaela Szölgyenyi
Irene Tubikanec
P.S.: The Wörthersee is usually still warm at the beginning of September!
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 15.6.2023, 15:30-17:45 CEST, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Han Gan (Waikato University, NZ)
"Stationary distribution approximations for two-island and seed bank models"
Paul Hager (HU Berlin)
"Unified Signature Cumulants and Generalized Magnus Expansions"
Joaquin Fontbona (University of Chile)
"Quantitative mean-field limit for interacting branching diffusions"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 16.6.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, building D4
Andreas Groll (TU Dortmund):
"A Hybrid Random Forest Approach for Modeling and Prediction of International Football Matches"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 7.6.2023, 17:00 CEST, online talk
Runhuan Feng (University of Illinois at Urbana-Champaign)
"Distributed Insurance: Tokenization of Risk and Reward Allocation"
For further details see
https://owars.info/
------------------------------------------------------------------------
Reminder: WPI-Workshop
------------------------------------------------------------------------
WPI-Workshop on
Stochastics, Statistics, Machine Learning and
their Applications to Sustainable Finance and Energy Markets
September 12-14, 2023
Wolfgang Pauli Institute / University of Vienna,
Oskar-Morgenstern-Platz 1, 1090 Vienna
Additionally, on Mon., September 11, 2023 there are two distinguished graduate lectures in the areas of green finance, climate modeling, renewables in energy markets and optimal control.
The deadline for the submission of contributed talks is 10.6.2023.
The deadline for registration is 1.8.2023.
For further details see
https://wpi.univie.ac.at/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 31.5.2023, 17:00 CEST (16:00 BST), online talk
Xin Guo (UC Berkeley)
"Mathematics of Transfer Learning and Transfer Risk: From Medical to Financial Data Analysis"
For further details see
https://windsmath-seminar.github.io/event-details-0531.html
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 2.6.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, building D4
Stefan Ankirchner (University of Jena)
"The Role of Correlation in Diffusion Control Ranking Games"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
------------------------------------------------------------------------
ÖMG - Österr. Mathematische Gesellschaft / Austrian Mathematical Society
------------------------------------------------------------------------
Meeting of the Austrian Mathematical Society 2023
September 18-22, 2023, Graz, Austria
Early registration until May 31
Submission until July 15
https://oemg-tagung-2023.at/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 23.5.2023, 19:00 CEST, online talk
Lukas Gonon (Imperial College London)
"Mathematical understanding of (random) neural networks for option pricing"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 24.5.2023, 18:00 CEST, online talk
Mike Ludkovski (University of California - Santa Barbara)
"Expressive Mortality Models through Gaussian Process Kernels"
For further details see
https://owars.info/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 25.5.2023, 19:00 CEST, online talk
Anna Aksamit (University of Sydney)
"Superhedging duality for multi-action options under model uncertainty with information delay"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 26.5.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Rudolf Debelak (University of Zurich)
"Sample Size Planning for Latent Variable Models: Classical Approaches and Recent Developments"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 19.5.2023, 13:30 CEST, online talk
Christoph Reisinger (University of Oxford)
"A posteriori error estimates for fully coupled McKean–Vlasov forward-backward SDEs"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
------------------------------------------------------------------------
WPI-Workshop: Stochastics, Statistics, Machine Learning ...
------------------------------------------------------------------------
WPI-Workshop on
Stochastics, Statistics, Machine Learning and
their Applications to Sustainable Finance and Energy Markets
https://wpi.univie.ac.at/
September 12-14, 2023
Wolfgang Pauli Institute / University of Vienna,
Oskar-Morgenstern-Platz 1, 1090 Vienna
Additionally, on Mon., September 11, 2023 there are two distinguished graduate lectures in the areas of green finance, climate modeling, renewables in energy markets and optimal control.
The deadline for the submission of contributed talks is 10.06.2023.
Plenary speakers:
Bregere Margaux (University of Sorbonne; EDF, Paris.)
Callegaro Giorgia (University of Padova)
Eisenberg Paul (University of Economics Vienna)
Grigoryeva Lyudmila (University of St. Gallen)
Harms Phillip (NTU Singapore)
Kiesel Rüdiger (University Duisberg-Essen)
Krabichler Thomas (Ostschweizer Fachhochschule)
Lavagnini Silvia (Norwegian Business school)
Pennanen Teemu (Kings College London)
Possamai Dylan (ETH Zürich)
Schroers Dennis (University of Bonn)
Sgarra Carlo (Politecnico Milan)
Tankov Peter (ENSAE, Institute Polytechnique de Paris)
Vilmarest de Joseph (LPSM, Sorbonne Université & EDF R&D)
Organised by:
Benth Espen Fred (University of Oslo)
Cuchiero Christa (University of Vienna)
Friz Peter (TU Berlin)
Riedle Markus (Kings College London)
Teichmann Josef (ETH Zürich)
Veraart Almut (Imperial College)
Wintenberger Oliver (University of Sorbonne)
========================================================================
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
------------------------------------------------------------------------
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 11.5.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
Haoyang Cao (École Polytechnique)
"Feasibility and Transferability of Transfer Learning: A Mathematical Framework"
Stephan Eckstein (ETH Zürich)
"Numerical aspects of adapted optimal transport"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 12.5.2023, seminar room D4.4.008 and partially online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
8:30-10:00 CEST
Daniel Bartl (University of Vienna)
"Statistical Aspects of High-Dimensional Data"
11:00-12:30 CEST
Tomas Masák (EPFL Lausanne)
"Covariance Estimation for Random Surfaces Beyond Separability"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Wed., 3.5.2023, 18:00-19:15 CEST, online and seminar room D4.0.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
Johanna G. Nešlehová (McGill University; WU Vienna)
"Limiting Behaviour of Maxima under Dependence"
AND
Fri., 5.5.2023, online and seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
8:30-10:00 CEST
Alejandra Avalos Pacheco (TU Wien; Harvard University)
"Integrative Large-Scale Bayesian Learning: From Factor Analysis to Graphical Models"
11:00-12:30 CEST
Lucas Kook (University of Copenhagen)
"Invariance and Causality in Transformation Models: Causal Feature Selection and Robust Prediction"
15:00-16:30 CEST
Dmytro Marushkevych (University of Copenhagen)
"Parametric Statistical Inference for High-Dimensional Diffusions"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 5.5.2023, 13:30 CEST, online talk
Máté Gerencsér (TU Wien)
"Integration along stochastic processes"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Fri., 5.5.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
tba
"tba"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
PhD Seminar of QUARIMAFI
------------------------------------------------------------------------
Mon., 24.04.2023, 13:15 CEST, Seminarraum 19 or online via Zoom
University of Vienna, 1090 Wien, Kolingasse 14-16
Sam Cohen (University of Oxford)
"Estimation of Hawkes processes and models of limit order books"
Abstract: Self exciting point processes are the workhorse model for ultra-high frequency financial data. However, these models are not Markov (except under restrictive assumptions), so computing a likelihood comes at superlinear (typically quadratic) cost. When you have a serious amount of data, this makes exact calibration of these models impractical. In this talk we will consider a class of estimation methods for linear Hawkes models (with general excitation kernels and time dependence) which can be calibrated using a stochastic gradient method, for large data sets. We will see that this provides novel insights into the interactions of orders of different types in equity markets, at a high-frequency scale.
Zoom details: https://univienna.zoom.us/j/67590403281?pwd=NU53YUh6SlBXdUFYbm1NRnQzTkN4Zz09
meeting ID: 67590403281, password: 942912
For further information, contact QUARIMAFI: https://quarimafi.univie.ac.at/
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 25.04.2023, 19:00 CEST, online talk
Des Higham (University of Edinburgh)
"Deep Learning: What Could Go Wrong?"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
Women in Data Science and Mathematics - Seminar Launch Event
------------------------------------------------------------------------
Wed., 26.04.2023, 14:30 CEST (13:30 BST), online talk
Prof. Dr. Gitta Kutyniok (LMU Munich)
"The Modern Mathematics of Artificial Intelligence: From Reliable AI to Quantum Computing"
For further details (including abstract & log-in link) see
https://windsmath-seminar.github.io/
------------------------------------------------------------------------
One World Actuarial Research Seminar
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Wed., 26.04.2023, 17:00 CEST, online talk
María del Carmen Boado-Penas (Heriot-Watt University)
"Automatic balancing mechanisms for public pension schemes: Past, present and future"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 27.04.2023, 19:00 CEST, online talk
Kostas Kardaras (LSE)
"Portfolio choice under taxation and expected market time constraint"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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WU Wien, Institute for Statistics and Mathematics
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Fri., 28.04.2023, 10:30-12:00 CEST, seminar room D4.0.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
Mathias Drton (Technical University of Munich)
"Consistent Tests of Independence via Rank Statistics"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Fr., 21.04.2023, 10:30-12:00 CEST, seminar room D4.4.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Sam Cohen (University of Oxford)
"Approximating PDEs With Wide Neural Networks"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/https://campus.wu.ac.at/de/?q=D4.4.127
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International Seminar on SDEs and Related Topics
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Fri., 21.4.2023, 13:30 CEST, online talk
René Schilling (TU Dresden)
"On Liouville's Theorem for Nonlocal Operators"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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One World Probability Seminar
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Wed., 12.4.2023, 17:00-19:00 CEST, online talks
Fabio Toninelli (TU Wien)
"Out-of-equilibrium phenomena, stochastic PDEs and Gaussian limits"
Giuseppe Cannizzaro (University of Warwick)
"Weak coupling scaling of critical SPDEs"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 13.4.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
tba
"tba"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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International Seminar on SDEs and Related Topics
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Fri., 14.4.2023, 13:30 CEST, online talk
Konstantinos Dareiotis (University of Leeds)
"Regularisation of differential equations by multiplicative fractional noises"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 30.3.2023, 15:30-17:30 CEST, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Alfred Müller (University of Siegen)
"Decisions under uncertainty: sufficient conditions for almost stochastic dominance"
Birgit Rudloff (WU Vienna)
"Epic Math Battles: Nash vs Pareto - news for convex games"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
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One World Actuarial Research Seminar
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Wed., 29.3.2023, 10:00 CEST, online talk
Salvatore Scognamiglio (University of Naples Parthenope, Italy)
"Accurate and Explainable Mortality Forecasting with the LocalGLMnet"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 30.3.2023, 20:00 CEST, online talk
Stefano de Marco (Ecole Polytechnique)
"Fractional forward variance models – volatility surfaces and other features"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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International Seminar on SDEs and Related Topics
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Fri., 31.3.2023, 13:30 CEST, online talk
Andreas Neuenkirch (University on Mannheim)
"Strong approximation of the CIR process: A never ending story?"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 24.3.2023, 10:30-12:00 CET, D4.0.127
WU Wien, Welthandelsplatz 1, 1020 Vienna, D4 building
Olivier Wintenberger (Sorbonne Université)
"Multivariate Sparse Clustering for Extremes"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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International Seminar on SDEs and Related Topics
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Fri., 24.3.2023, 13:30 CET, online talk
Antoine Lejay (Université de Lorraine)
"Estimation of the parameter of the Skew Brownian motion"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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One World Probability Seminar
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Wed., 15.3.2023, 16:00-18:00 CET, online talks
Amandine Veber (Université Paris Cité)
"Modelling the evolution of genetic diversity in a population living in a spatial continuum"
Apolline Louvet (University of Bath)
"Constructing a stochastic population genetics process for populations expanding in a spatial continuum"
For further details see
https://www.owprobability.org/one-world-probability-seminar
========================================================================
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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International Seminar on SDEs and Related Topics
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Fri., 10.3.2023, 13:30 CET, online talk
Christa Cuchiero (University of Vienna)
"From Lévy's stochastic area formula to universality of affine and polynomial processes"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 9.3.2023, 19:00-20:00 CET, online talk
Sebastian Jaimungal (University of Toronto)
"Risk-Aware Reinforcement Learning for Finance"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mon., 6.3.2023, 16:30-17:30 CET, livestream access available
Ellen Powell (Durham)
"Brownian excursions, conformal loop ensembles and critical Liouville quantum gravity"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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Course at TU Wien: "Introduction to Financial Networks"
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Starting Wed., 8.3.2023, 14:00 CET, seminar room DA grün (green) 06A
TU Wien, 1040 Wien, Wiedner Hauptstraße 8-10
Jan Korbel (MedUniv Wien)
"Introduction to Financial Networks"
Lecture with exercises, 2 semester hours / 3 ECTS
On Wednesdays, 14:00-16:00, in summer term 2023.
Participation is possible without registration.
If students from other Austrian universites than TU Wien want to get a certificate, they have to co-register (please start the procedure as fast as possible):
https://www.tuwien.at/en/studies/admission/co-registration
See details and all appointments on:
https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105762&semest…
Seminar room DA grün 06A https://tuw-maps.tuwien.ac.at/?q=DA06E10
========================================================================
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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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mon., 27.2.2023, 16:30-17:30 CET, livestream access available
Peter Bank (TU Berlin)
"Trading on a noisy signal: explicit solution to an infinite-dimensional stochastic optimal control problem"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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Actuarial Modelling Club
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Tue., 28.2.2023, 17:00 CET, Freihaus building lecture hall 8
TU Wien, 1040 Wien, Wiedner Hauptstraße 8-10
Matthias Widman (d-fine Austria GmbH)
"Aktivseitige, risikoneutrale Modellierung in einem Versicherungsunternehmen"
For further details see
https://fam.tuwien.ac.at/events/vr/20230228.php
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One World Actuarial Research Seminar
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Wed., 1.3.2023, 9:00 CET, online talk
Peter Hieber (HEC Lausanne, Switzerland)
"Designing mutual insurance schemes of heterogeneous risks"
For further details see
https://owars.info/
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Vienna Probability Seminar
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Wed., 1.3.2023, 15:45-17:45 CET, Sahulka Hörsaal EI 3
TU Wien, 1040 Wien, Gußhausstraße 25-29
Julio Backhoff Veraguas (University of Vienna)
"On the existence and structure of Bass martingales"
Fabio Toninelli (TU Wien)
"An SPDE version of (W)ASEP in dimension d\ge2"
For further details see
https://backend.univie.ac.at/index.php?id=86310&L=0/vienna-probability-semi…
========================================================================
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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