------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 23.2.2023, 19:00 CET, online talk
Dylan Possamaï (ETH Zurich)
"Moral hazard for time-inconsistent agents, BSVIEs and stochastic targets"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 24.2.2023, 13:30 CET, 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
========================================================================
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., 15.2.2023, 17:00 CET, online talk
Montserrat Guillen (University of Barcelona)
"An Efficient Simulation Scheme for the Valuation of Large Heterogeneous Insurance Portfolios"
For further details see
https://owars.info/
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mon., 13.2.2023, 16:30-17:30 CET, livestream access available
Nikolas Tapia (Weierstrass Institute Berlin)
"Stability of deep residual neural networks via discrete rough paths"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
A glut of courses next semester
------------------------------------------------------------------------
From: Nathanael Berestycki, nberestycki(a)gmail.com
Dear all,
There will be a good number of very interesting probability courses next semester, which should be of interest to PhD and good master students.
I am forwarding this (which is only what I am aware of, there may even be more for instance at IST) as I think this may be of interest, and
should be advertised as widely as possible:
- Large Deviations, Wednesdays and Thursdays 9am-11am, TU Wien, by Fabio and Marcin
- Random Walks on graphs, Mondays 9:00-11:30, TU Wien, by Fabio
- SLE, Mondays and Friday 1.15pm - 2.45pm, Uni Wien, by myself.
Further details here
https://www.tiss.tuwien.ac.at/course/courseDetails.xhtml?dswid=2632&dsrid=3…https://www.tiss.tuwien.ac.at/course/courseDetails.xhtml?dswid=2632&dsrid=5…https://ufind.univie.ac.at/en/course.html?lv=250140&semester=2023S
Best wishes,
Nathanael
========================================================================
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., 9.2.2023, 16:00 CET, seminar room 7
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Hans Föllmer (HU Berlin)
"Optimal Transport, Entropy, and Risk Measures on Wiener space"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 10.2.2023, 13:30 CET, online talk
Martin Hairer (EPFL and Imperial College London)
"Stochastic quantisation of Yang-Mills"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 9.2.2023, 19:00-20:00 CET, online talk
Christoph Reisinger (University of Oxford)
"tba"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mon., 6.2.2023, 16:30-17:30 CET, livestream access available
Vincent Vargas (University of Geneva)
"Liouville conformal field theory: from the probabilistic construction to the bootstrap construction"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 30.01.2023, 16:30-17:30 CET, livestream access available
Luitgard Veraart (London School of Economics)
"Systemic Risk in Markets with Multiple Central Counterparties"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
========================================================================
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., 26.1.2023, between 15:30 and 17:45 CET, seminar room D4.0.039
WU Vienna, Welthandelsplatz 1, 1020 Wien, ground floor
Sascha Desmettre (JKU Linz)
"Rough Volatility Modeling and Portfolio Optimization."
Florian Huber (University of Vienna)
"Interacting particles and market capitalization curves"
Thomas Simon (University of Lille, FR)
"On the log-concavity of the Mittag-Leffler distribution"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 26.1.2023, 19:00 CET, online talk
Antoine Jacquier (Imperial College London)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 27.1.2023, 13:30 CET, online talk
Jean-François Chassagneux (Université Paris Cité)
"A dual approach to partial hedging"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
========================================================================
Save the date
------------------------------------------------------------------------
11th General AMAMEF conference
(AMaMeF = Advanced Mathematical Methods for Finance)
Mon-Fri, June 26-30, 2023,
Bielefeld, Germany
https://sites.google.com/view/amamef-2023/
------------------------------------------------------------------------
IME Congress 2023
26th International Congress on
Insurance: Mathematics and Economics
Tue-Fri, July 4-7, 2023,
Heriot-Watt University, Edinburgh, UK
https://www.icms.org.uk/events/2023/ime2023
------------------------------------------------------------------------
34th Int. Summer School of the Swiss Association of Actuaries (2023)
"Modelling and Quantifying Climate and Cyber Risks"
Mon-Fri, September 11-15, 2023
University of Lausanne, CH
https://saa-iss.ch/
========================================================================
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., 18.1.2023, 17:00 CET, online talk
Mogens Steffensen (University of Copenhagen)
"Optimal consumption, investment, and insurance under state-dependent risk aversion"
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
------------------------------------------------------------------------
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 13.1.2023, 13:30 CET, online talk
Terry Lyons (University of Oxford)
"Rough paths, controlled differential equations, and more scalable data science"
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/FME virtual seminars series
------------------------------------------------------------------------
Thu., 12.1.2023, 19:00-20:00 CET, online talk
Sigrid Källblad (KTH Royal Institute of Technology)
"Adapted Wasserstein distance between the laws of SDEs"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
WU Wien, Research Seminar - Statistics and Mathematics
------------------------------------------------------------------------
Fri., 13.1.2023, 10:30-12:00 CET, TC.3.01 and online via Zoom
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Delia Coculescu (University of Zurich)
"A Non-Markov Approach for the Evolution of Contagious Phenomena"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
========================================================================
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., 14.12.2022, 10:00 CET, online talk
Valeria Bignozzi (University of Milano-Bicocca)
"Inter-order relations between moments of a Student t distribution, with an application to L_p-quantiles"
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
------------------------------------------------------------------------
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 8.12.2022, 19:00-20:00 CET, online talks
Gabriela Kovacova (WU Vienna)
"Set-valued Bellman's principle: evidence from the mean-risk problem"
Johannes Wiesel (Columbia University)
An optimal transport based toolbox for mathematical finance
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
WU Vienna - course "Extreme Value Theory"
------------------------------------------------------------------------
Prof. Johanna Neslehova (McGill University and WU)
"Extreme Value Theory"
(course with continuous assessment)
WU Vienna, Wed., 07.12.2022 - Mon., 19.12.2022
(around 3 hours per day)
For details see
http://vvz.wu.ac.at/cgi-bin/vvz.pl?C=S&LANG=DE&S=22W&I=2394
All interested students are welcome.
Please contact the Doctoral Office at WU (doktoratsreferat(a)wu.ac.at), if you wish to register for the course formally.
Students of Austrian universities (exept WU Vienna) can make an concurrent enrollment ("Mitbelegen") to get a certificate:
https://www.wu.ac.at/en/programs/application-and-admission/concurrent-enrol…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
------------------------------------------------------------------------
The schedule of the VS-MFP was changed.
Additionally we are happy to announce a new lecture of Prof. Neslehova
at WU Vienna.
Please have a look below.
Best, Sandra / FAM-office
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 1.12.2022, 15:15-16:45 CET, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow
section, 7th floor
15:15
Nurtai Meimanjan (WU Vienna)
Computation of systemic Risk Measures: A Mixed-Integer Programming Approach
16:00
Andreas Celary (WU Vienna)
Regime-switching affine term structures
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
WU Vienna - course "Extreme Value Theory"
------------------------------------------------------------------------
Prof. Johanna Neslehova (McGill University and WU)
"Extreme Value Theory"
(course with continuous assessment)
WU Vienna, Wed., 07.12.2022 - Mon., 19.12.2022
(around 3 hours per day)
For details see
http://vvz.wu.ac.at/cgi-bin/vvz.pl?C=S&LANG=DE&S=22W&I=2394
All interested students are welcome.
Please contact the Doctoral Office at WU (doktoratsreferat(a)wu.ac.at), if
you wish to register for the course formally.
Students of Austrian universities (exept WU Vienna) can make an
concurrent enrollment ("Mitbelegen") to get a certificate:
https://www.wu.ac.at/en/programs/application-and-admission/concurrent-enrol…
------------------------------------------------------------------------
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 1.12.2022, between 15:00 and 18:00 CET, exact times t.b.a., seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Sascha Desmettre (JKU Linz)
"Rough Volatility Modeling and Portfolio Optimization."
Andreas Celary (WU Vienna)
"Regime-switching affine term structures"
Nurtai Meimanjan (WU Vienna)
t.b.a.
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mon., 28.11.2022, 16:30-17:30 CET, livestream access available
Christa Cuchiero (University of Vienna)
"Universal approximation of path space functionals"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 30.11.2022, 17:00 CET, online talk
Brian Hartman (Brigham Young University, USA)
"A Multivariate Spatiotemporal Model for County-Level Mortality Data in the Contiguous United States"
For further details see
https://owars.info/
------------------------------------------------------------------------
WU Wien, Research Seminar - Statistics and Mathematics
------------------------------------------------------------------------
Fri., 2.12.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Marc-Oliver Pohle (Faculty of Economics and Business, Goethe University Frankfurt)
"Generalised Covariances and Correlations"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
16th German Probability and Statistics Days (GPSD 2023)
------------------------------------------------------------------------
Deadline for abstract submission:
November 25th, 2022.
For further details please visit the conference website:
https://www.gpsd-2023.de/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Th., 24.11.2022, 19:00 CET, online talk
Nils Detering (UCSB)
"Pricing options on flow forwards by neural networks in Hilbert space"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tu., 22.11.2022, 19:00 CET, online talks
Xiaofei Shi (University of Toronto)
"Equilibrium with Limited Liquidity"
Yufei Zhang (LSE)
"Convergence of Policy Gradient Methods for Finite-horizon Stochastic Linear-quadratic Control Problems"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Probability Seminar
------------------------------------------------------------------------
Th., 24.11.2022, 16:00-18:00 CET, online talks
Xiaolu Tan (The Chinese University of Hong Kong)
"A mean-field version of Bank-El Karoui's representation of stochastic processes"
Zhenjie Ren (Université Paris-Dauphine)
"Mean-field Optimization regularized by Fisher Information"
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
------------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Research Seminar - Statistics and Mathematics
------------------------------------------------------------------------
Fri., 18.11.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Stefan Thonhauser (Graz University of Technology)
"PDMP Based Risk Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
========================================================================
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/FME virtual seminars series
------------------------------------------------------------------------
Thu., 10.11.2022, 13:00-14:00 EST, online talk
Johannes Ruf (LSE)
"Estimation of Growth in Fund Models"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
One World Probability Seminar
------------------------------------------------------------------------
Thu., 10.11.2022, 15:00-17:00 UTC, online talks
Lucio Galeati (EPFL)
"Advances on regularisation of singular SDEs by fractional noise"
Franco Flandoli (Scuola Normale Superiore)
"The problem of regularization by noise of fluid dynamic equations"
For further details see
https://www.owprobability.org/one-world-probability-seminar
------------------------------------------------------------------------
WU Wien, Finance Brown Bag Seminar
------------------------------------------------------------------------
Tue., 8.11.2022, 12:00-13:00 CET, online talk
David Skeie (Warwick Business School)
"Digital Currency Runs"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-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
------------------------------------------------------------------------
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Th., 3.11.2022, time between 15:00 and 18:00 CET t.b.a.
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor, seminar room DB gelb 07
Andreas Celary (WU Vienna)
"t.b.a."
Larry Goldstein (University of Southern California, US)
"Zero Biased Enhanced Stein Couplings"
Further speaker(s) t.b.a.
For further details see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Wed., 2.11.2022, 17:30-18:45 CET, online talk
Sara Svaluto-Ferro (University of Verona)
"Signature-Based Models: Theory and Calibration"
(Research seminar - Statistics and Mathematics)
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
------------------------------------------------------------------------
Vienna Probability Seminar
------------------------------------------------------------------------
Wed., 2.11.2022, 16:45-18:45 CET, HS 21
University of Vienna, 1010 Wien, Universitätsring 1
Kari Astala (University of Helsinki)
"Limit shapes of random dimer coverings: Geometry and Universality via Beltrami complex structure."
Anne Schreuder (University of Cambridge)
"On Lévy-driven Loewner Evolutions"
For further details see
https://mathematik.univie.ac.at/forschung/biomathematik-dynamische-systeme-…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
BFS One World Seminars
------------------------------------------------------------------------
Do., 27.10.2022, 19:00 (UTC +2:00 = CEST) , online
Hao Ni (UCL)
"PCF-GAN: generating sequential data via the characteristic function of measures on the path space"
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/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
The registration for the 10th Austrian Stochastics Days in Vienna ends
today - maybe registrations during this weekend will still be accepted.
See last event below.
------------------------------------------------------------------------
Finance Brown Bag Seminar
------------------------------------------------------------------------
Mo., 5.9.2022, 11:00 (UTC +2:00 = CEST), hybrid talk,
MS-Teams or room D4.4.008,
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor
Andreas Neuhierl (Washington University in St. Louis)
"Structural Deep Learning in Conditional Asset Pricing"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
& http://gis.wu.ac.at/?roomShow=D4.4.008
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th, 8.4.2022, 17:00 (UTC +2:00 = CEST), online talk
Agostino Capponi (Columbia University)
"The Adoption of Blockchain-Based Decentralized Exchanges"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
10th Austrian Stochastics Days
------------------------------------------------------------------------
10th Austrian Stochastics Days
Vienna, Friday, September 8-9, 2022
https://stochastics-days.at
Registration is mandatory, but free.
Registration deadline: Fr., September 2, 2022
https://stochastics-days.at/registration.php
The 10th Austrian Stochastics Days (ASD) will be held in physical
presence at the University of Vienna, Austria.
The ASD are intended to provide scientists and young 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 keynote speakers will be
- Juhan Aru (École Polytechnique Fédérale de Lausanne),
- Christa Cuchiero (Universität Wien) and
- Alexander Steinicke (Montanuniversität Leoben).
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of Public PhD Thesis Defense at Uni Wien
------------------------------------------------------------------------
Mo., 4.7.2022, 14:00-15:00, SR06
Oskar-Morgenstern-Platz 1, 1090 Wien
Stefan Rigger
"Probabilistic solutions of the supercooled Stefan problem"
(Public PhD Thesis Defense)
For further details see
https://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Events_N…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
ISOR Colloquium
------------------------------------------------------------------------
Mo., 13.06.2022, 16:45 - 17:45 (UTC +1:00 = CET),
lecture hall HS 7 (#1.303) or online via zoom
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Christian Bayer (Weierstraß Institute for Applied Analysis and
Stochastics, Germany)
"Optimal stopping with signatures"
For further details see
https://isor.univie.ac.at/isor-colloquium/
------------------------------------------------------------------------
PDE Afternoon
------------------------------------------------------------------------
We., 16.6.2022, 14:30 - 15:00 (UTC +1:00 = CET),
EI4 Reithoffer HS or online via zoom
TU Wien, 1040 Wien, Gußhausstraße 25-27, 2nd floor
Daniel Toneian (University of Vienna)
"Bicausal Optimal Transport and the Knothe-Rosenblatt coupling"
For further details see
https://npde.tuwien.ac.at/public/pde_afternoon/?semester=SS2022
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Uni Wien & IST Austria: Vienna Probability Seminar
------------------------------------------------------------------------
Th., 8.6.2022, 17:45 - 19:00 (UTC +2:00 = CEST), IST Austria,
Heinzel SR / Ground floor, Office Bldg West (I21.EG.101)
Michaela Szölgyenyi (University of Klagenfurt)
"Stochastic differential equations with irregular coefficients: mind the
gap!"
For further details see
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v…
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Th., 9.6.2022, 15:10-17:45 (UTC +2:00 = CEST), seminar room DB gelb 10
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor
Zachary Feinstein (Stevens Institute of Technology, USA)
"Deep learning the efficient frontier of convex vector optimization
problems with applications to finance"
Sonja Cox (University of Amsterdam, NL)
"Simulation of a diffusion first-passage time via a Fokker-Planck equation"
Asma Kheder (University of Amsterdam, NL)
"Utility maximisation and change of variable formulas for time-changed
dynamics"
Leonie Brinker (University of Cologne, DE)
"Stochastic Optimisation of Drawdowns via Dynamic Reinsurance Controls"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Veranstaltungsreihe "Actuarial Modelling Club" (AMC)
------------------------------------------------------------------------
Tu., 31.5.2022, 17:00, lecture hall 8 (Nöbauer Hörsaal)
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow
area
Carmen Boado-Penas (University of Liverpool, UK)
"Automatic balancing mechanisms
for state pensions: Past, present and future"
(Actuarial Modelling Club)
For further details see
https://fam.tuwien.ac.at/vr/20220531.php
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tu., 31.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Mathieu Lauriere (NYU Shanghai)
"Deep Learning for Mean Field Master Equations"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
Tu., 31.5.2022, 18:00 (UTC +2:00 = CEST), online talk
Ernesto Mordecki (Universidad de la República)
"An algorithm to solve optimal stopping problems for one-dimensional
diffusions"
For further details see
https://sites.google.com/view/optimalstopping/home
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 1.6.2022, 10:00 (UTC +2:00 = CEST), online talk
Benjamin Avanzi (The University of Melbourne, Australia)
"Ensemble distributional forecasting for insurance loss reserving"
For further details see
https://owars.info/
------------------------------------------------------------------------
Finance Research Seminar
------------------------------------------------------------------------
Fr., 3.6.2022, 11:00-12:15 (UTC +2:00 = CEST), Campus WU, room RD3.0.225
Cecilia Parlatore (NYU Stern School of Business)
"Designing Stress Scenarios"
For further (including abstract & log-in link) see
http://www.vgsf.ac.at/events/finance-research-seminar/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Th., 26.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Charles-Albert Lehalle (Abu Dhabi Investment Authority (ADIA) and
Visiting Professor at Imperial College London)
"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/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 16.5.2022, 16:30-17:30 (UTC +2:00 = CEST), online talk
Thaleia Zariphopoulou (University of Texas Austin)
"Mean field games with common noise and arbitrary utilities"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tu., 17.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Ariel Neufeld (Nanyang Technological University)
"Deep learning based algorithm for nonlinear PDEs in finance and
gradient descent type algorithm for non-convex stochastic optimization
problems with ReLU neural networks"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
TUForMath
------------------------------------------------------------------------
Th., 19.5.2022, 18:00 – 19:00 Uhr (UTC +2:00 = CEST), Freihaus TU Wien,
Hörsaal 8 (Neubauer Hörsaal) & online talk
Julia Eisenberg (TU Wien)
"Brauchen Versicherungen mehr Mathematik als die Grundrechenarten?"
For further details see
https://tuformath.at/vortraege/
------------------------------------------------------------------------
Research Seminar Series
------------------------------------------------------------------------
Fr., 20.5.2022, 9:00-10:30 (UTC +2:00 = CEST), on-campus talk: room
TC.4.05
Zachary Feinstein (Stevens Institute of Technology)
"Axioms and Properties of Automated Market Makers"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Finance Brown Bag Seminar
------------------------------------------------------------------------
We., 11.5.2022, 12:00-13:00 (UTC +2:00 = CEST), online talk
Maria Kosolapova (Free University of Bozen-Bolzano)
"Estimating Time-Varying Risk Aversion from Option Prices and Realized
Returns"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 12.5.2022, 19:00-20:00 (UTC +2:00 = CEST), online talk
Carole Bernard (Vrije Universiteit Brussel)
"Multivariate Portfolio Choice via Quantiles"
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/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Announcement of Public PhD Thesis Defense at TU Wien
------------------------------------------------------------------------
We., 4.5.2021, 10:15, conference room of the Deanery (limited places),
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor
(8th floor, then staircase in the green area to the 9th floor)
Christoph Gerstenecker (FAM @ TU Wien)
"Large Deviations and Stochastic Volterra Equations"
(Public PhD Thesis Defense)
For further details see
https://fam.tuwien.ac.at/events/timetable.php
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Th., 5.5.2022, 16:00-17:30 (UTC +2:00 = CEST), seminar room DB gelb 10
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor
Kristof Wiedermann (FAM @ TU Wien)
"An SMP-Based Algorithm for Solving the Constrained Utility Maximization
Problem via Deep Learning"
Anke Wiese (Heriott-Watt University Edinburgh, UK)
"Series Expansion and Direct Inversion for the Heston Model"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
Research Seminar Series
------------------------------------------------------------------------
Fr., 6.5.2022, 10:30-12:00 (UTC +2:00 = CEST), room TC.4.05
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor,
Fred Espen Benth (University of Oslo)
"Pricing Options on Flow Forwards by Neural Networks in Hilbert Space"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Vienna City Marathon - Sunday, April 24, 2022
------------------------------------------------------------------------
This Sunday FAM has 3 teams at the Relay marathon in Vienna.
Due to a generous sponsoring by UNIQA we invite FAM students & alumni,
research & cooperation partners as well as other friends of FAM for a
drink and to celebrate & network with us after the marathon:
Sunday, April 24, starting at 13:30,
at Restaurant Hinterholz, Rotenturmstraße 12, 1010 Wien.
As the restaurant opens just for us there should be plenty of place.
See you!
FAM - Financial and Actuarial Mathematics @ TU Wien
https://fam.tuwien.ac.at/http://www.uniqagroup.com/https://www.vienna-marathon.com/
------------------------------------------------------------------------
Vienna City Marathon - Sonntag, 24. April 2022
------------------------------------------------------------------------
FAM @ TU Wien hat heuer 3 Staffeln beim Vienna City Marathon.
Wir bedanken und herzlich für das großzügige Sponsoring der UNIQA
Insurance Group und laden alle FAM-Studierenden, FAM-Absolvent_innen,
Forschungs- und Kooperationspartner_innen sowie andere
Wegbegleiter*innen von FAM, die mit uns mitfeiern, auf ein Getränk ein:
Sonntag, den 24. April 2022, ab 13:30,
Restaurant Hinterholz, Rotenturmstraße 12, 1010 Wien!
Wir hoffen natürlich auf längeres Verweilen & chilliges Netzwerken.
Das Lokal hat extra für uns geöffnet und es ist ausreichend Platz.
Hier unsere Staffeln:
FAM @ TU Wien - speed measure (Nr. 264)
- Gregor, Lavinia, Felix, Santiago
FAM @ TU Wien - random walk (Nr. 265)
- Marlene, Raffaela, Anna, Sabrina
FAM @T U Wien - no free lunch (Nr. 266)
- Lukas, Cetin, Stefan, Kristof
Herzliche Grüße von der FAM-ily,
Financial and Actuarial Mathematics @ TU Wien
https://fam.tuwien.ac.at/http://www.uniqagroup.com/https://www.vienna-marathon.com/
------------------------------------------------------------------------
--
Sandra Trenovatz / FAM-office
phone +43-1-58801-10511, mail <fam(a)fam.tuwien.ac.at>
Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstr. 8 / E105-01 & -05, 1040 Vienna, Austria
------------------------------------------------------------------------
ISOR Colloquium
------------------------------------------------------------------------
Fr., 25.4.2022, 16:45-17:45 (UTC +2:00 = CEST), online talk
Simon Hochgerner (FMA - Austrian Financial Market Authority)
"Mean-field LIBOR market models and valuation of long term guarantees"
For further (including abstract & log-in link) see
https://isor.univie.ac.at/isor-colloquium/current-talks/
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 29.4.2022, 16:00-17:30 (UTC +2:00 = CEST), online talk
Rudi Zagst (Technical University of Munich)
"Optimal investment strategies for pension funds in the absence of
guarantees"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
------------------------------------------------------------------------
Budapest-Vienna Probability Seminar
------------------------------------------------------------------------
Budapest-Vienna Probability Seminar
IST Austria, April 27, 2022, 14:00 - 17:30
This series of events is jointly organised by the community
of probabilists of Vienna (IST, TUW, UW) and Budapest (BME, ELTE, RI).
The Talks:
14:00-14:50
Herbert Spohn (TU Munich)
"Generalised Gibbs ensembles for the Calogero fluid"
15:00-15:50
Mathias Beiglböck (University of Vienna)
"The Wasserstein space of stochastic processes"
16:30-17:20
Gabor Pete (Renyi Institute; TU Budapest)
"Stake-governed random tug-of-war"
For further details see
https://sites.google.com/view/budapest-vienna-proba-semi/home
------------------------------------------------------------------------
10th Austrian Stochastics Days
------------------------------------------------------------------------
10th Austrian Stochastics Days
Vienna, Friday, September 8-9, 2022
https://stochastics-days.at
The 10th Austrian Stochastics Days will be held in physical presence
(with high probability) at the University of Vienna, Austria, on
Thursday and Friday, September 8-9, 2022.
The ASD are intended to provide scientists and young 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 keynote speakers will be
- Juhan Aru (École Polytechnique Fédérale de Lausanne),
- Christa Cuchiero (Universität Wien) and
- Alexander Steinicke (Montanuniversität Leoben).
Submission is possible until August 14, 2022, nevertheless we ask to
send submissions earlier if possible.
Registration is open and is mandatory, but free.
All details are provided on the conference web page:
https://stochastics-days.at
------------------------------------------------------------------------
IME 2022 - Submission Deadline
------------------------------------------------------------------------
25th International Congress on
Insurance: Mathematics and Economics - IME 2022
July 12-15, 2022, online or Guangzhou, China
https://conf.ichaos.com.cn/ime2022/
The submission is open until April 30, 2022.
------------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 20.4.2022, 14:00 (UTC +2:00 = CEST), online talk
Christian Furrer (University of Copenhagen)
"Change of measure techniques for scaled insurance cash flows"
For further details see
https://owars.info/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Talks in Financial and Insurance Mathematics
------------------------------------------------------------------------
Th., 7.4.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Paolo Guasoni (Dublin City University)
"Incomplete-Market Equilibrium with Unhedgeable Fundamentals and
Heterogenous Agents"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 8.4.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Jennifer Alonso Garcia (Université Libre de Bruxelles)
"A hybrid variable annuity contract embedded with living and death
benefit riders"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
Tu., 29.3.2022, 18:00 (UTC +1:00 = CET), online talk
Patrick Cheridito, ETH Zurich
"TBA"
For further details see
https://sites.google.com/view/optimalstopping/home
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 1.4.2022, 15:00-17:30 (UTC +1:00 = CET), online talk
Damir Filipović (EPFL) and Swiss Finance Institute
"Stripping the Discount Curve - a Robust Machine Learning Approach"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tu., 22.3.2022, 19:00 (UTC +1:00 = CET), online talk
Nelson Vadori (JP Morgan AI Research)
"Towards Multi-Agent Reinforcement Learning driven Over-The-Counter
Market Simulations"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 2.4.2022, 16:00 (UTC +1:00 = CET), online talk
Alfred Müller (University of Siegen)
"Decisions under uncertainty: sufficient conditions for almost
stochastic dominance"
For further details see
https://owars.info/
------------------------------------------------------------------------
Research Seminar Series
------------------------------------------------------------------------
We., 25.3.2022, 10:30-12:00 (UTC +1:00 = CET), online talk
Katia Colaneri (University of Rome)
"Discrete-Time Optimization Problems in Insurance With a Final
Distribution Constraint"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
Talks in Financial and Insurance Mathematics
------------------------------------------------------------------------
Th., 17.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Martin Keller-Ressel (Technische Universität Dresden)
"The Shape of the Term Structure in Affine Two-Factor Models"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 18.3.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Caroline Hillairet (École Nationale de la Statistique et de
L'Administration Économique (ENSAE))
"Valuation of cyber-insurance derivatives indexed by Hawkes processes"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 10.3.2022, 19:00-20:00 (UTC +1:00 = CET), online talk
Mesias Alfeus (Stellenbosch University)
"Quantitative Finance: Toward A General Framework for Modelling
Roll-Over Risk"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
Talks in Financial and Insurance Mathematics
------------------------------------------------------------------------
Th., 10.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Umut Çetin (London School of Economics)
"Power Laws in Market Microstructure"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
We., 1.3.2022, 12:00 (UTC +1:00 = CET), online talk
Anna Aksamit (University of Sydney)
"Information modelling: new type of filtration enlargement and applications"
For further details see
https://sites.google.com/view/optimalstopping/home
------------------------------------------------------------------------
Talks in Financial and Insurance Mathematics
------------------------------------------------------------------------
Th., 3.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Thorsten Schmidt (University of Freiburg)
"Term Structure Modelling with Overnight Rates Beyond Stochastic Continuity"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
------------------------------------------------------------------------
Research Seminar Series
------------------------------------------------------------------------
Fr., 4.3.2022, 11:00-12:30 (UTC +1:00 = CET), on-campus talk: room
TC.4.05 & stream
Paul Eisenberg (WU Wien)
"Affine Models for Energy Markets"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 4.3.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Mitja Stadje (Ulm University)
"Optimal portfolio choice under endogenous permanent market impacts"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 21.2.2022, 16:30-18:30 (UTC +1:00 = CET), online talk
Gudmund Pammer (ETH Zurich)
"The Wasserstein space of stochastic processes & computational aspects"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Th., 24.2.2022, 19:00 (UTC +1:00 = CET), online talk
Matteo Burzoni (University of Milan)
"A unifying approach to viability and arbitrage"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Data Science Challenge
------------------------------------------------------------------------
UNIQA Data Science Challenge 2022
Anybody can join - students can win!
Show your skills and accept the challenge:
https://uniqa4ward.com/en/challenge.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tu., 8.2.2022, 19:00 (UTC +1:00 = CET), online talk
Damir Filipović (EPFL and Swiss Finance Insitute)
"Stripping the Discount Curve -- a Robust Machine Learning Approach"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 9.2.2022, 13:00 (UTC +1:00 = CET), online talk
Christian Furrer (University of Copenhagen)
"Change of measure techniques for scaled insurance cash flows"
For further details see
https://owars.info/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 10.2.2022, 19:00-20:00 (UTC +1:00 = CET), online talk
Stephane Crepey (Université de Paris / LPSM)
"Darwinian model risk and reverse stress testing"
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/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
The talk of Mr. Zhang starts at 16:30. Please find the correct
information below.
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Th., 3.02.2022, 16:30 (UTC+1 = CET), online talk
Xin Zhang (University of Vienna)
"Expert Prediction Problem"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
========================================================================
------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
Tu., 1.2.2022, 18:00 (UTC +1:00 = CET), online talk
Bruno Bouchard (Paris Dauphine University)
"Itô-Dupire formula for $C^1$-functionnals and approximate viscosity
solutions of PPDE"
For further details see
https://sites.google.com/view/optimalstopping/home
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Th., 3.02.2022, 16:45-17:30 (UTC+1 = CET), online talk
Xin Zhang (University of Vienna)
"Expert Prediction Problem"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
========================================================================
------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
Tu., 1.2.2022, 18:00 (UTC +1:00 = CET), online talk
Bruno Bouchard (Paris Dauphine University)
"Itô-Dupire formula for $C^1$-functionnals and approximate viscosity
solutions of PPDE "
For further details see
https://sites.google.com/view/optimalstopping/home
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
--
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tu., 25.1.2022, 19:00 (UTC +1:00 = CET), online talk
Lin Will Cong (Cornell University)
"Designing AI Models for Finance with An Illustration Using Panel Trees"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 26.1.2022, 16:00 (UTC +1:00 = CET), online talk
Emanuela Rosazza Gianin (University of Milano-Bicocca)
"Generalized PELVE and applications to risk measures "
For further details see
https://owars.info/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Th., 27.1.2022, 19:00 (UTC +1:00 = CET), online talk
Johannes Muhle-Karbe (Imperial College London)
"Liquidity Risk and Asset Prices"
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/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
Research Seminar Series
------------------------------------------------------------------------
We., 19.1.2022, 18:15-19:30 (UTC +1:00 = CET), online talk
Damir Filipovic (EPFL and Swiss Finance Institute)
"Stripping the Discount Curve – a Robust Machine Learning Approach"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
------------------------------------------------------------------------
20th Winter Seminar on Mathematical Finance
------------------------------------------------------------------------
Mo., 24.1.2022, 08:30-16:30 (UTC +1:00 = CET), online seminar
For further details (including abstracts & speakers) see
https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/winterschool.html
REGISTRATION
https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/20onlineregistration.ht…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
Prosit Neujahr!
Wir wünschen Ihnen Gesundheit, Glück und Erfolg für 2022!
Franziska Wohlmuth und Sandra Trenovatz (FAM-office)
------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tu., 11.1.2022, 19:00 (UTC +1:00 = CET), online talk
Thaleia Zariphopoulou (University of Texas)
"Learning in mean-field games under forward performance criteria"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 12.1.2022, 16:00 (UTC +1:00 = CET), online talk
Virginia Young (University of Michigan)
"Stackelberg Differential Game for Insurance under Model Ambiguity"
For further details see
https://owars.info/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
Dear subscribers,
Tomorrow's talk in the Vienna Seminar in Mathematical Finance and
Probability
https://fam.tuwien.ac.at/events/vs-mfp/
is cancelled, and so there will be no seminar tomorrow. The intended new
date is Feb 03 2022; details to be announced.
Best regards
Stefan Gerhold
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Th., 16.12.2021, 15:30 (UTC +1:00 = CET), online
Xin Zhang (University of Vienna)
"Expert Prediction Problem"
For further details (including abstract & log-in link) see
https://fam.tuwien.ac.at/vs-mfp/
========================================================================
------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
We., 15.12.2021, 18:00 (UTC +1:00 = CET), online talk
Peter Carr (NYU)
"Stoptions: Representations and Applications"
For further details see
https://sites.google.com/view/optimalstopping/home
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 8.12.2021, 17:00 (UTC +1:00 = CET), online talk
Shengchao Zhuang (University of Nebraska-Lincoln)
"S-shaped narrow framing, skewness and the demand for insurance"
For further details see
https://owars.info/
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Th., 9.12.2021, 19:00 (UTC +1:00 = CET), online talk
Michael Kupper (University of Konstanz)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Talks in Financial and Insurance Mathematics
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Th., 9.12.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Christa Cuchiero (University of Vienna)
"Optimal Bailout Strategies Resulting from the Drift Controlled
Supercooled Stefan Problem"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 2.12.2021, 19:00-20:00 (UTC +1:00 = CET), online talk
Philippe Casgrain, ETH Zürich and Princeton University
"Anytime-valid sequential testing for elicitable functionals via
supermartingales "
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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Talks in Financial and Insurance Mathematics
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Th., 2.12.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Tobias Fissler (WU Vienna)
"Backtesting Systemic Risk Forecasts using Multi-Objective
Elicitability"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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ISOR Colloquium
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Mo., 22.11.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk
Simon Hochgerner (FMA - Austrian Financial Market Authority)
"Mean-field LIBOR market models and valuation of long term guarantees"
For further (including abstract & log-in link) see
https://isor.univie.ac.at/isor-colloquium/current-talks/
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World Online Seminars on Machine Learning in Finance
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Tu., 23.11.2021, 18:00 (UTC +1:00 = CET), online talk
Beatrice Acciaio (ETH Zurich)
"Generative Adversarial Learning with Adapted Distances"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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We., 24.11.2021, 13:00 (UTC +1:00 = CET), online talk
Luitgard Veraart (London School of Economics)
"When does portfolio compression reduce systemic risk?"
For further details see
https://owars.info/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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To whom it may concern,
we would like to draw your attention to TODAY'a talk of Peter Friz,
which was missing at the last FAM-news mailing.
Additonally we suggest to save the date for the 10th Austrian
Stochastics Days!
Best wishes, Sandra
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Informal Probability Seminar
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We., 17.11.2021, 13:30-15:30 (UTC +1:00 = CET)
Oskar-Morgenstern-Platz 1, 2nd floor, Meeting room 2 (BZ 2)
Peter K. Friz (TU Berlin)
"The Liouville Brownian rough path"
For further details see
https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/…
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ASD 2022 - Save the date
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10th Austrian Stochastics Days 2022
Th.-Fr., September 8-9, 2022, Vienna, Austria
https://stochastics-days.at/
Organised by Julio Backhoff (Univ. of Vienna)
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For further events of this week see:
https://fam.tuwien.ac.at/events/#upcoming_talksevents
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Vienna Seminar in Mathematical Finance and Probability
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Th., 18.11.2021
lecture hall 14, Oskar-Morgenstern-Platz 1, 2nd floor
16:45-17:30 (UTC+1 = CET)
Gabriela Kováĉova (WU Vienna)
"Time consistency of mean-risk problem and a set-valued Bellman's
principle"
17:30-18:15 (UTC+1 = CET)
Stefan Rigger (University of Vienna)
"Optimal bailout strategies and the drift-controlled probabilistic
supercooled Stefan problem"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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Online seminars on Optimal Stopping and Related Topics
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We., 17.11.2021, 13:00 (UTC +1:00 = CET), online talk
Anna Aksamit (The University of Sydney)
"Generalized BSDEs with random time horizon in a progressively enlarged
filtration"
For further details see
https://sites.google.com/view/optimalstopping/home
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Talks in Financial and Insurance Mathematics
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Th., 18.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Sergio Pulido (ENSIIE)
"American Options in the Rough Heston Model"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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One World Probability Seminar
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Th., 18.11.2021, 15:00-15:45 (UTC +1:00 = CET), online talk
Ivan Nourdin (University of Luxembourg)
"The Breuer-Major theorem: old and new"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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