- FAM-news - TU FAM Mailing lists

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 8.11.2021, 17:00 (UTC +1:00 = CET), online talk David Proemel (Mannheim) "Model-free portfolio theory: a rough path approach" For further details see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 11.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk Gudmund Pammer (ETH Zürich) "TBA" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 12.11.2021, 15:00-16:30 (UTC +1:00 = CET), online talk Łukasz Delong (Warsaw School of Economics) "Gamma Mixture Density Networks and their application to modelling insurance claim amounts" 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 ------------------------------------------------------------------------

3 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 1.11.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Yvain Bruned (University of Edinburgh) "Locality for singular stochastic PDEs" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 4.11.2021, 19:00-20:00 (UTC +1:00 = CET), online talk Beatrice Acciaio (ETH Zurich) "Adapted Wasserstein distances in mathematical finance" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 4.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk Hansjörg Albrecher (Université de Lausanne) "On the Profitability of Selfish Blockchain Mining under Consideration of Ruin" 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 ------------------------------------------------------------------------

3 years, 8 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 26.10.2021, 19:00 (UTC +2:00 = CEST), online talk Charles-Albert Lehalle (ADIA) "Some Control Problems On Financial Markets And How Their Solutions Can Be Learned" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 28.10.2021, 19:00 (UTC +2:00 = CEST), online talk Hoi Ying Wong (Chinese University of Hong Kong) "Primal return ambiguity and dual risk ambiguity" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 28.10.2021, 17:15-18:15 (UTC +2:00 = CEST), online talk David Prömel (Universität Mannheim) "Model-free Portfolio Theory: A Rough Path Approach" 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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

3 years, 8 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 20.10.2021, 18:00 (UTC +2:00 = CEST), online talk Zbigniew Palmowski (Wrocław University of Science and Technology) "Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions" For further details see https://sites.google.com/view/optimalstopping/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 8 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 14.10.2021 15:45-16:30 (UTC +2:00 = CEST), lecture hall 8 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1nd floor Julia Eisenberg (TU Wien) "Dividend maximisation with negative and positive preference rates: a behaviouristic interpretation" 16:45-17:30 (UTC +2:00 = CEST), lecture hall 5 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor Francesca Primavera (University of Vienna) "Lévy type signature models" For further details see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== ------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 11.10.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Samuel Cohen (University of Oxford) "Arbitrage-free market models via neural SDEs" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 12.10.2021, 19:00 (UTC +2:00 = CEST), online talk Sebastian Jaimungal (University of Toronto) "Risk-Aware Reinforcement Learning for Financial Modeling" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 15.10.2021, 16:00-17:30 (UTC +2:00 = CEST), online talk Steven Vanduffel (Vrije Universiteit Brussel (VUB)) "The optimal payoff for a Yaari investor" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

3 years, 8 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 7.10.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Ibrahim Ekren (Florida State University) "Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 7.10.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Mathieu Rosenbaum (École Polytechnique) "AHEAD : Ad-Hoc Electronic Auction Design" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 8.10.2021, 09:00-10:30 (UTC +2:00 = CEST), online talk Thorsten Schmidt (University of Freiburg) "Abritrage Principles in Insurance" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 8 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Mo., 27.9.2021, 12:00-13:00 (UTC +2:00 = CEST), online talk Andrea Orame (Bank of Italy) "Quantitative Easing, Bank Lending, and Competition" For further details see https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 28.9.2021, 19:00 (UTC +2:00 = CEST), online talk Xin Guo (University of California, Berkeley) "Generative Adversarial Network (GANs): Game and Control Perspectives" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 29.9.2021, 19:00 (UTC +2:00 = CEST), online talk Daniel Bauer (University of Wisconsin–Madison) "The Marginal Cost of Risk and Capital Allocation in a Property and Casualty Insurance Company" For further details see https://owars.info/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 30.9.2021, 19:00 (UTC +2:00 = CEST), online talk Marco Frittelli (University of Milan) "Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 30.9.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Walter Schachermayer (University Vienna) "TBA" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Monte-Carlo Methods - course at TU Wien ------------------------------------------------------------------------ In winter term 2021/2022 Dr. Junjian Yang from FAM offers the online-course "Monte-Carlo Methods" https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105734 The course is a lecture combined with exercises and will bei given via Zoom every Friday 9:30-12:30 (around 14 times, Oct.-Jan). - Students from TU Wien can register through the course page (link above). - Students from Austrian universities other than TU Wien have to co-register / "mitbelegen" at TU Wien (https://www.tuwien.at/en/?id=1486 / https://www.tuwien.at/?id=1486) first. They can get a certificate at the end of the course. In case of interest from universities abroad we might offer access to the course documents and Zoom meetings. Please send your request to the lecturer or to FAM-office and consider that there is no certificate possible without registering as student of TU Wien. Please contact FAM-office (Sandra) fam(a)fam.tuwien.ac.at in case of questions. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 9 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 22.9.2021, 18:00 (UTC +2:00 = CEST), online talk Damien Lamberton, Université Gustave Eiffel "On the American put in the Heston model" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 23.9.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Mathias Beiglböck (University of Vienna) "The Wasserstein space of stochastic processes" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 24.9.2021, 16:00 (UTC +2:00 = CEST), online talk Christian Y. Robert (ENSAE) "Conditional mean risk sharing in the individual model for dependent losses" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 9 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 14.9.2021, 19:00 (UTC +2:00 = CEST), online talk Rama Cont (University of Oxford ) "TBA" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 15.9.2021, 14:00 (UTC +2:00 = CEST), online talk Caroline Hillairet (ENSAE-Paris, FRANCE) "Propagation of cyber incidents in an insurance portfolio" For further details see https://owars.info/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 16.9.2021, 13:00-14:00 (UTC +2:00 = CEST), online talk Konstantinos Spiliopoulos (Boston University) "Normalization effects on neural networks: generalization properties and high dimensions" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 9 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ BFS Summer School ------------------------------------------------------------------------ 1st Summer School of the Bachelier Finance Society Tue-Fri, September 21-24, 2021, online event https://www.bachelierfinance.org/09-2021 Registration deadline: September 15, 2021 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 9 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu, 31.08.2021, 16:30-17:30 (UTC +2:00 = CEST), online talk Wolfgang Herold (FMA - Finanzmarktaufsicht) "Kapitalmarkt - aktuelle Entwicklungen und ihre Bedeutung für den Versicherungsmarkt" Weitere Informationen inkl. Abstract & Anmeldung: https://fam.tuwien.ac.at/vr/20210831.php ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 01.09.2021, 17:00 (UTC +2:00 = CEST), online talk Nora Muler (Universidad Torcuato Di Tella, Argentina) "Optimal dividend payment under constraints" For further details see https://owars.info/ ------------------------------------------------------------------------ ASD 2021, DMV-ÖMG ..., Junior female researchers ..., Risk Day, ... ------------------------------------------------------------------------ Furthermore this time we suggest a nice familiar Austrian event taking place in Styria... 9th Austrian Stochastics Days (ASD 2021) Thu-Fri, September 9-10, 2021, Leoben, Austria http://institute.unileoben.ac.at/amat/asd2021/ ...as well as the Austrian-German event taking place virtually: DMV-ÖMG Jahrestagung 2021 Mon-Fri, September 27 - October 1, 2021, online event https://www.uni-passau.de/dmv-oemg-2021/ Especially for female researchers we recommend the following event: Junior female researchers in probability Mon-Wed, October 4-6, 2021, hybrid, Berlin, DE https://www.wias-berlin.de/workshops/JFRP21/ For all events above registration for participation is still possible. For the yearly Risk Day at ETH Zurich the decision if will take place at ETH or virtually is still open (or just not online yet), so for now we can just propose to save the date: Risk Day 2021 Fri, September 17, 2021, ETH Zurich, CH or virtually https://math.ethz.ch/imsf/events/risk-day.html All events mentioned on the FAM webpage: https://fam.tuwien.ac.at/events/#conferencesevents (https://fam.tuwien.ac.at/events/) ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 10 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 18.8.2021, 10:00 (UTC +2:00 = CEST), online talk Hamza Hanbali (Monash University) "Detection of insurance price cycles using neural networks" For further details see https://owars.info/ ------------------------------------------------------------------------

3 years, 10 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ BFS Summer School - September 2021 ------------------------------------------------------------------------ First Summer School of the Bachelier Finance Society 21 to 24 September 2021, Online via Zoom https://www.bachelierfinance.org/09-2021 Vortragende/Vorträge: Gaël Giraud (France CNRS and Georgetown Univ.) "Financial Macroeconomics and Climate Change" Pierre-Olivier Goffard (Univ. Claude Bernard Lyon 1) "BLOCKASTICS – Stochastic models for blockchain analysis" Xin Guo (Univ. of California Berkeley) & Renyuan Xu (Oxford Univ.) "Mean-Field Dynamics and Machine Learning" Alex Lipton (Sila, Hebrew University of Jerusalem and MIT) "Blockchains and distributed ledgers: the underlying mathematics, economics, and technology" Peter Tankov (ENSAE) "Introduction to Climate Finance" Registration is compulsory and free for members of the Bachelier Finance Society. For non-members the cost is 60$. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 11 months

1
0

reminder for upcoming seminars and talks

by FAM-office

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 14.7.2021, 18:00 (UTC +2:00 = CEST), online talk Erhan Bayraktar (University of Michigan) "Equilibrium concepts for time-inconsistent stopping problems in continuous time" For further details see https://sites.google.com/view/optimalstopping/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 11 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ 14th European Summer School in Financial Mathematics ------------------------------------------------------------------------ Mon-Fri, August 30 - September 3, 2021, hybrid event, Univ. of Edinburgh, UK https://www.icms.org.uk/events/workshops/ESSFM14 Submission and Registration (no deadline given, so we suggest to submit very soon) https://www.smartsurvey.co.uk/s/ESS14ED2021/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

3 years, 11 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Th., 1.7.2021, 12:00-13:15 (UTC +2:00 = CEST), online talk Carole Bernard (Grenoble Ecole de Management) "Option-Implied Dependence and Correlation Risk Premium" For further details see https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 21.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Jin Ma (University of Southern California) "Set-valued Backward SDEs and Set-valued Stochastic Analysis" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 21.6.2021, 16:45-17:45 (UTC +2:00 = CEST), online talk Tobias Fissler (Vienna University of Economics and Business) "Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability" For further details see https://isor.univie.ac.at/isor-colloquium/current-talks/ ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 22.6.2021, 19:00 (UTC +2:00 = CEST), online talk Markus Pelger (Stanford University) "Deep Learning Statistical Arbitrage" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 17.6.2021, 19:00 (UTC +2:00 = CEST), online talk Jianfeng Zhang (University of Southern California) "Mean Field Game Master Equations with Monotonicity and Anti-monotonicity Conditions in Displacement Sense" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 8.6.2021, 19:00 (UTC +2:00 = CEST), online talk Giuseppe Nuti (UBS & Cornell University) and Lluís Antoni Jiménez Rugama (UBS) "Applying Explainable Bayesian Decision Trees to Trading" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Finance Research Seminar ------------------------------------------------------------------------ Fr., 11.6.2021, 11:00-12:15 (UTC +2:00 = CEST), online talk Ian Martin (London School of Economics) "Sentiment and speculation in a market with heterogeneous beliefs " 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 2.6.2021, 18:00 (UTC +2:00 = CEST), online talk Natalia Nolde (University of British Columbia) "An extreme value approach to CoVaR estimation " For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 3.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Yan Dolinsky (Hebrew University of Jerusalem) "Stochastic Stability for the Utility Maximization Problem" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ We., 24.5.2021, 12:45 - 13:45 (UTC +2:00 = CEST), webinar Andrea Modena (University of Bonn, Università Ca’ Foscari Venezia) “Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking” For further details see https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 27.5.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Benedict Bauer (TU Wien) "Self-similar Gaussian Markov processes" Aleksandar Arandjelovic (TU Wien) "Deep hedging in continuous time" Verena Köck (WU Vienna) "Solving partial-integro differential equations in finance and insurance: a deep learning approach" Guido Gazzani (University of Vienna) and Sara Svaluto-Ferro (University of Vienna) "Universal signature-based models: theory and calibration" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years, 1 month

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 19.5.2021, 18:00 (UTC +2:00 = CEST), online talk Nicole Bäuerle (Karlsruhe Institute of Technology) "Partially observable risk-sensitive stopping problems in discrete time" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ PDE Afternoon ------------------------------------------------------------------------ We., 19.5.2021, 15:30 - 16:00 (UTC +2:00 = CEST), online talk Daniel Toneian (University of Vienna) "Optimal Transport between Stochastic Processes" For further details see https://www.univie.ac.at/sfb65/#!/public/events/pde_afternoon/2021-03-01/20… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 20.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Christoph Czichowsky (London School of Economics) "Rough Volatility and Portfolio Optimisation under Transaction Costs" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 20.5.2021, 19:00 (UTC +2:00 = CEST), online talk Peter Bank (TU Berlin) "The value of not being predictable" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 21.5.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk Matthias Scherer (Department of Mathematics, Technical University of Munich) "A Comprehensive Model for Cyber Risk Based on Marked Point Processes and Its Application to Insurance" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years, 1 month

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Finance Brown Bag Seminar ------------------------------------------------------------------------ We., 2.4.2021, 12:15-13:15 (UTC +2:00 = CEST), online talk Alessandro Melone (VGSF Universität Wien) "Consumption and Stock Returns: Levels vs. Growth for Conditional Asset Pricing" For further details see https://finance.univie.ac.at/en/research/brown-bag-seminar/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years, 1 month

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 5.5.2021, 14:00 (UTC +2:00 = CEST), online talk George Tzougas (London School of Economics) "Neural Network Embedding of the Negative Binomial Regression Model for Claim Frequencies Joint work with Ziyi Li" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 5.5.2021, 18:00 (UTC +2:00 = CEST), online talk Jean-Francois Chassagneux (Université de Paris) "IMulti-dimensional reflected BSDEs and applications to randomized switching problem" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 6.5.2021, 19:00 (UTC +2:00 = CEST), online talk Matheus Grasselli (McMaster University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 6.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Prof. Dr. Stéphane Villeneuve (Toulouse School of Economics) "Linear Optimal Contracts in a Gaussian World" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 7.5.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Erick Delage (HEC Montreal) "Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years, 1 month

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 26.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Thaleia Zariphopoulou (University of Texas) "Human-machine interaction models and robo-advising" For further details see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 27.4.2021, 19:00 (UTC +2:00 = CEST), online talk Iuliia Manziuk (Ecole Polytechnique) "Adaptive Trading Strategies Across Liquidity Pools" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ We., 28.4.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk Ronnie Sircar (Princeton University) "Cryptocurrencies, Mining & Mean Field Games" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 29.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Sara Svaluto-Ferro (Universität Wien) "From Signature-Based Models to Affine and Polynomial Processes and back" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 29.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Huyen Pham (Université de Paris) "DeepSet and their derivative networks for solving symmetric problems" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 29.4.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Friedrich Hubalek (TU Wien) "Comparing binomial and Gaussian tails with an application to utility maximization" Benjamin Robinson (University of Vienna) "Optimal control of martingales in a radially symmetric environment" Zach Feinstein (Stevens Institute of Technology) "Equilibrium Inverse Demand Functions" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 30.4.2021, 17:00 (UTC +2:00 = CEST), online talk Mike Ludkovski (University of California) "Multi-population longevity modeling with Gaussian Processes" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ Online Conference Beyond the Boundaries ------------------------------------------------------------------------ Beyond the Boundaries: New Directions in Financial and Actuarial Mathematics Tue-Fri, May 4-7, 2021, online conference by University of Leeds https://www.miryanagrigorova.com/conference-beyond-the-boundaries Registration is free! - Registration Deadline: April 29, 2021 Have a look at the impressive list of the invited speakers: https://www.miryanagrigorova.com/speakers ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

4 years, 2 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 21.4.2021, 11:00 (UTC +2:00 = CEST), online talk Rui Zhou (University of Melbourne) "The Role of Longevity Annuities in Different Socioeconomic Classes: A Canadian Case Study" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 22.4.2021, 19:00 (UTC +2:00 = CEST), online talk Darrell Duffie (Stanford University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 22.2.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Julio Backhoff (Universität Wien) "The Mean Field Schrödinger Problem" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 23.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Etienne Marceau (Laval University) "Lundberg–Aumann–Serrano index of riskiness and ruin-based risk measures" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

4 years, 2 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 13.4.2021, 19:00 (UTC +2:00 = CEST), online talk Josef Teichmann (ETH Zurich) "Consistent Recalibration Models, Deep Calibration and Learning of Constraint Dynamics" For further (including abstract & log-in link) see: https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 16.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Patrick Cheridito (ETH Zurich) "Assessing asset-liability risk and the numerical approximation of conditional expectations" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ AMaMeF 2021 ------------------------------------------------------------------------ 10th General AMaMeF Conference June 22-25, 2021, Padova, Italy hybrid or online event (depending on Covid19 situation) https://events.math.unipd.it/AMAMEF2021/ AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. The AMaMeF Conferences are organized in a roughly two-yearly schedule. The 10th General AMaMeF conference is organized by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova (Italy). The program consists of 8 plenary lectures, 9 invited and several contributed sessions addressing a full range of topics in mathematical finance and its applications. Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A). Submission Deadline: Monday, May 3, 2021. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

4 years, 2 months

1
0

reminder for upcoming seminars and talks

by Franziska Wohlmuth

------------------------------------------------------------------------ WU Wien research seminar series ------------------------------------------------------------------------ Fr., 7.4.2021, 09:00 (UTC +2:00 = CEST), online talk Luitgard A. M. Veraart (London School of Economics and Political Science) "When Does Portfolio Compression Reduce Systemic Risk?" For further details (including abstract & log-in link) see: https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 7.4.2021, 17:00 (UTC +2:00 = CEST), online talk Kazutoshi Yamazaki (Kansai University) "Double continuation regions for American options under Poisson exercise opportunities" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 8.4.2021, 19:00 (UTC +2:00 = CEST), online talk Tomoyuki Ichiba (University of California Santa Barbara) "Relative arbitrage among investors" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

4 years, 2 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 1.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Xiaofei Shi (Columbia University) "Equilibrium Asset Pricing with Liquidity Risk" Mathieu Laurière (Princeton University) "Deep learning for Mean Field Games, and applications to finance" 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

4 years, 3 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 22.3.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk Gilles Stupfler (ENSAI France) "Asymmetric least squares techniques for extreme risk estimation" For further details (including abstract & log-in link) see: https://univienna.zoom.us/j/95698652741?pwd=MnZaZVpLa2ZsQkpLdXdtTy9WQUsrdz0… or https://isor.univie.ac.at/isor-colloquium/current-talks/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 24.3.2021, 18:00 (UTC +1:00 = CET), online talk Erik Ekstrom (Uppsala University) "Stochastic games with unknown competition" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ We., 24.3.2021, 12:00 - 13:15 (UTC +1:00 = CET), webinar Fabio Trojani (University of Geneva) "Smart Stochastic Discount Factors" For further details (including abstract & log-in link) see: https://us02web.zoom.us/j/84414842010?pwd=WFFudm1ITDU1aWQ2Y0ttRFRXOGFVQT09 or https://www.carloalberto.org/events/category/ltiunito-webinar-series-in-fin… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Thibaut Mastrolia (École Polytechnique) "Some Recent Developments of Auction Design in Financial Markets" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 25.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Filip Lindskog (Stockholm University) "Market-Consistent Multiple-Priors Valuation of Cash Flows Subject to Capital Requirements" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJEpcOqqrjIuHNegJ9NINRKM53Z7DwjBYlYt or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 25.3.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Birgit Rudloff (WU Vienna) "Multivariate dynamic programming- from dynamic Nash games to the Mean-Risk problem" Stefan Gerhold (TU Wien) "Asymptotic pricing of VIX options under rough volatility" Walter Schachermayer (University of Vienna) "Faking Brownian Motion with continuous Markov martingales" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ We are pleased to announce the World Online Seminars on Machine Learning in Finance which will start on March 30th. The seminars will be held on a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks, we will invite a speaker to cover a topic at the interface of machine learning and finance. Our opening speaker is Manuela Veloso from JP Morgan AI Research and CMU. More detailed information, in particular on the subsequent speakers can be found on our webpage https://sites.google.com/view/mlfinance/home. We also have a mailing list which can be subscribed through https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr…. The seminar announcements and the Zoom links will be sent via this mailing list, but you can also register for the zoom link on our webpage. Please bring the announcement to the attention of other researchers who may be interested. We are looking forward to seeing you at the seminars. Best regards, The organizers Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria

4 years, 3 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 15.3.2021, 17:00 (UTC +1:00 = CET), online talk Bruno Bouchard (Paris Dauphine) "Ito formula for C1 functionals and path-dependent applications in mathematical finance" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 18.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Dr. Andreas Søjmark (Imperial College London) "Dynamic Default Contagion and Contagious McKean-Vlasov Systems" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria

4 years, 3 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 8.3.2021, 17:00 (UTC +1:00 = CET), online talk Pierre Del Moral (INRIA (France)) "A backward Ito-Ventzell formula with an application to stochastic interpolation" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 10.3.2021, 18:00 (UTC +1:00 = CET), online talk Mike Ludkovski (UC Santa-Barbara) "mlOSP: Towards a Unified Implementation of Regression Monte Carlo Algorithms" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 11.3.2021, 19:00 (UTC +1:00 = CET), online talk Tom Hurd (McMaster University) "COVID-19: Modelling Another Global Systemic Phenomenon" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJUqdOqsrTkuHNF3wgjlUz4_lsaxUqvfAzrN or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 11.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Christian Robert (ISFA Lyon) "Conditional Mean Risk Sharing in the Individual Model with Graphical Dependencies" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 12.3.2021, 16:00-17:30 (UTC +1:00 = CET), online talk Michel Denuit (Université catholique de Louvain) "Risk reduction by conditional mean risk sharing" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== ------------------------------------------------------------------------ IME 2021 - Call for abstracts ------------------------------------------------------------------------ 24th International Congress on Insurance: Mathematics and Economics Mon-Fri, July 5-9, 2021, online event SUBMISSION is open until April 30, 2021, at 11:59 p.m. (UTC-5) https://publish.illinois.edu/ime-conf-2021/call-for-abstracts/ ------------------------------------------------------------------------ EAJ 2021 - Call for papers ------------------------------------------------------------------------ 5th European Actuarial Journal Conference Wed-Thu, September 8-9, 2021, Lisbon, Portugal SUBMISSION is open until April 10, 2021 (WEST, UTC +1) http://eaj2020lisbon.org/index.php/program/call-for-papers ------------------------------------------------------------------------ ASD 2021 - Abstract Submssion ------------------------------------------------------------------------ 9th Austrian Stochastics Days Thu-Fri, September 9-10, 2021, Leoben, Austria http://institute.unileoben.ac.at/amat/asd2021/ SUBMISSION preferably before August 20, 2021 Send abstract in LaTeX to austrian.stochasticdays(a)gmail.com ------------------------------------------------------------------------ BFS 2021 - Abstract Submission ------------------------------------------------------------------------ 11th World Congress of the Bachelier Finance Society (BFS 2020) Mon-Fri, December 13-17, 2021, Hong Kong, China SUBMISSION is open until June 30, 2021 (11:59pm HKT, UTC +8). http://www1.se.cuhk.edu.hk/~bfs2020/cfp/cfp.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 ------------------------------------------------------------------------ --

4 years, 3 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Mo., 1.3.2021, 17:00-18:00 (UTC +1:00 = CET), webinar Massimiliano Caporin (University of Padova) "Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model" For further details (registration and abstract) see https://www.carloalberto.org/event/massimiliano-caporin-university-of-padov… or https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Tu., 2.3.2021, 12:00-13:15 (UTC +1:00 = CET), online talk Roberto Renò (University of Verona) “V-shapes” For further details (registration and abstract) see https://www.carloalberto.org/event/roberto-reno-university-of-verona-webina… or https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 4.3.2021, 19:00 (UTC +1:00 = CET), online talk Marcel Nutz (Columbia University) "Entropic Optimal Transport " For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or 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 ------------------------------------------------------------------------ --

4 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 24.2.2021, 18:00 (UTC +1:00 = CET), online talk Renyuan Xu (University of Oxford) "Interbank lending with benchmark rates: a singular control game" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 24.2.2021, 10:00 (UTC +1:00 = CET), online talk An Chen (Ulm University, Germany) "Linking risk management under expected shortfall to loss-averse behavior" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Thibaut Mastrolia (École Polytechnique) "Some Recent Developments of Auction Design in Financial Markets" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 25.2.2021, 13:00 (UTC +1:00 = CET), online talk Shige Peng (Shandong University) "TBA" For further details (including abstract & log-in link) see: ??https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 26.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk Ludger Ruschendorf (University of Freiburg) "Evaluation of risks under dependence uncertainty" For further details (including abstracts) 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 ------------------------------------------------------------------------

4 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Distinguished Guest Lecture Series ------------------------------------------------------------------------ We., 17.2.2021, 12:30 (UTC +1:00 = CET), online talk Jennifer Gillespie (Society of Actuaries) "TBA" For further details (including abstracts) see https://emails.illinois.edu/newsletter/497593452.html ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 19.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk Steven Vanduffel (Vrije Universiteit Brussel) "Optimal collective financial decision making" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ IME 2021 - SAVE THE DATE ------------------------------------------------------------------------ 24th International Congress on Insurance: Mathematics and Economics Mon-Fri, July 5-9, 2021, online event In the spirit of coming together as one, this event is jointly hosted by the University of Illinois Urbana-Champaign and the Pennsylvania State University in the United States; Ulm University in Germany; and the University of New South Wales (UNSW Sydney) in Australia. All researchers, practitioners, and students are cordially invited to join us to recognize the past, celebrate the present, and envision a united future. To ensure maximum accessibility for participants from all time zones around the globe, the conference will be five days, July 5-9, 2021 (UTC-05:00). All researchers in related areas are invited to submit their latest work and exchange research ideas with peers from around the world. There will be five high caliber keynote speeches representing the full span of interdisciplinary research in insurance mathematics and economics presented by: Patrick Brockett (University of Texas at Austin) Michel Denuit (Université catholique de Louvain) Christian Robert (ENSAE Paris) Robert Jarrow (Cornell University) Olivia Mitchell (University of Pennsylvania) Ruodu Wang (University of Waterloo) This virtual conference also commemorates the 40th year of publications of Insurance: Mathematics and Economics, which has become one of the top-ranked international academic journals in insurance research. Be on the lookout for more information in the coming months, including how to register, schedule updates, a call for abstracts, and more. Be sure to follow the conference website to stay up-to-date on the latest plans: https://publish.illinois.edu/ime-conf-2021/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

4 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 8.2.2021, 17:00 (UTC +1:00 = CET), online talk Martin Larsson (Carnegie Mellon) "Finance and Statistics: Trading Analogies for Sequential Learning" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 10.2.2021, 18:00 (UTC +1:00 = CET), online talk Peter Bank (TU Berlin) "Irreversible investment and optimal stopping with Meyer σ-fields" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 10.2.2021, 17:00 (UTC +1:00 = CET), online talk Melina Mailhot (Concordia University, Canada) "Geometric risk measures for risk management and semi-parametric estimation of multivariate extreme expectiles" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 11.2.2021, 19:00 (UTC +1:00 = CET), online talk Alexander Schied (University of Waterloo) "TBA" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0ud-qqqD0rGtRmSNP85dOv59Xzs7sxJ_S8 or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 12.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk Virgina Young (University of Michigan) "Optimal dividend problem: asymptotic analysis" For further details (including abstracts) 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 ------------------------------------------------------------------------

4 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 4.2.2021, 19:00-20:00 (UTC +1:00 = CET), online talk Carol Alexander (University of Sussex) "Trading and Hedging Bitcoin Volatility" For abstract and further details (registration necessary due to security reasons) see: ??https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or 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 ------------------------------------------------------------------------ --

4 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 25.1.2021, 17:00 (UTC +1:00 = CET), online talk Donghan Kim (Columbia University) "Open Markets" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------ Tu., 26.1.2021, 17:30 (UTC +1:00 = CET), online talk Lorenzo Zambotti (Paris) "Geometric Stochastic Heat Equations" For further details (including abstract & log-in link) see: https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 27.1.2021, 17:00 (UTC +1:00 = CET), online talk Carole Bernard (Grenoble Ecole of Management, France) "Optimal collective financial decision making" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 28.1.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Thorsten Schmidt (University of Freiburg) "No Arbitrage in Insurance and equity-linked life insurance" Martin Larsson (Carnegie Mellon University) "Finance and Statistics: Trading Analogies for Sequential Learning" Deborah Dormah Kanubala (Academic City University College, Accra, Ghana) "t.b.a." For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 28.1.2021, 19:00 (UTC +1:00 = CET), online talk Yuri Saporito (Fundação Getúlio Vargas) "PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0ud-qqqD0rGtRmSNP85dOv59Xzs7sxJ_S8 or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ SOA - Student Research Case Study Challenge ------------------------------------------------------------------------ The Society of Actuaries (SOA) is dedicated to advancing education and research for the actuarial profession. As part of its mission, the SOA recognizes the importance of partnering with colleges and universities to help develop future actuaries. With this in mind, the SOA’s Research Department is holding a Student Research Case Study Challenge, which provides an opportunity for teams of students to apply their actuarial skills on a real-world problem. *The Student Research Case Study Challenge* https://www.soa.org/research/opportunities/2021-student-case-study/ Over the course of eight weeks, teams of up to five students will research a case study situation, conduct actuarial analysis, formulate solutions, and present recommendations. The work will require a team approach to identify issues and organize priorities. The team will need to understand and select from potential data sources, develop models with appropriate accuracy metrics, summarize relevant results, and then present recommendations in a written format. Teams are encouraged to seek guidance from a faculty advisor to assist them in their overall approach. Teams can look forward to showcasing their creativity while building synergies within an actuarial setting. Submissions will be graded by the judges, and the teams with the top submissions will be invited to present their submissions to the judges via audio and/or video conference, with the target being to have these presentations April 5–9, 2021. All teams meeting a minimum standard will be recognized in official SOA publications and team members will be awarded a certificate of participation. The deadline for intention form is Sunday, February 28, 2021. Final submissions are due by 11:59 PM Central Standard Time on Friday, March 12, 2021. Any questions or clarifications on these rules should be directed to the SOA via email to research(a)soa.org. Please find all details (rules, intention form, details of case study, data file) on the webpage given above. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

4 years, 5 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 18.1.2021, 17:00 (UTC +1:00 = CET), online talk Mathieu Lauriere (Princeton) "Machine Learning for Mean Field Games" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Tu., 19.1.2021, 14:50 - 15:35 (UTC +1:00 = CET), online talk Lukas Gonon (LMU München) "Dynamic learning for stochastic processes: neural networks, reservoir computing systems and applications to mathematical finance" For further details (including abstract & log-in link) see https://mathematik.univie.ac.at/newsevents/nachrichtenvolldarstellung/news/… or https://zoom.us/j/92444681556?pwd=ZWNETnA0OGVTRUdjMUVya1UxS25lUT09#success ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 21.1.2021, 19:00-20:00 (UTC +1:00 = CET), online talk Alvaro Cartea (University of Oxford) "Optimal Execution with Stochastic and Deterministic Delay" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Research seminar - Statistics and Mathematics ------------------------------------------------------------------------ Fr., 22.1.2021, 09:00, (UTC +1:00 = CET), online talk Christa Cuchiero (Department of Statistics and Operations Research, University of Vienna) "From signature SDEs to affine and polynomial processes and back" For further details (including abstracts & registration link) see: https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ SIAM Financial Mathematics & Engineering Student Programming Competition ------------------------------------------------------------------------ The organisers of the FM21 conference − incl. researchers in or from Vienna (Prof. Birgit Rudloff, Prof. Josef Teichmann, Assoc.Prof. Stephan Sturm) − are pleased to announce the first... SIAM Financial Mathematics & Engineering Student Programming Competition ...sponsored by MathWorks. The main focus of quantitative and data science roles in the finance industry today is to implement research in a real-world context. As such, student teams, composed of undergraduate and/or graduate students, are invited to partake in a two-month programming challenge to solve a mathematical programming problem arising in financial modeling. Teams will have the option to use a complimentary license of MATLAB provided by Mathworks. Winning teams will be awarded cash prizes during an award ceremony at the SIAM Conference on Financial Mathematics and Engineering (FM21), which will take place either virtually or in hybrid mode June 1-4, 2021. The top four (4) teams will be invited to present. The teams will consist of 2-3 members each. There will be one (1) prize at each amount of $400, $300, $200, and $100. Registration for the challenge will close at 11:59 p.m. EST on January 31 and all participants are strongly encouraged to attend a Q&A webinar at 11 a.m. EST on January 25. Please see the official programming challenge webpage for further details and to register: https://de.mathworks.com/academia/student-competitions/siam-financial-mathe… Questions regarding the programming competition should be sent to Matthew Dixon (matthew.dixon(a)iit.edu) or Stuart Kozola (skozola(a)mathworks.com). ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

4 years, 5 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

Dear friends of FAM & subscribers of FAM-news, we wish you a healthy and prosperous new year 2021! Franziska & Sandra (FAM office) ------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------ Tu., 12.1.2021, 16:30 (UTC +1:00 = CET), online talk Lorenzo Dello Schiavo (University of Bonn) "A Discovery Tour in Random Riemannian Geometry (2012.06796)" For further details (including abstract & log-in link) see: https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 13.1.2021, 17:00 (UTC +1:00 = CET), online talk Marius Hofert (University of Waterloo, Canada) "Quasi-random sampling for multivariate distributions via generative neural networks" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 14.1.2021, 19:00 (UTC +1:00 = CET), online talk Agnes Sulem (Centre Inria de Paris) "Optional pricing in a non-linear incomplete market model with default: the European and American cases" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJYrde6ppjIrE91n3daKPDHlN_skZSdFJa5K or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ 10th Western Conference on Mathematical Finance (WCMF) ------------------------------------------------------------------------ 10th Western Conference on Mathematical Finance (WCMF) Fri-Mon., January 15 - 18, 2021 Schedule and abstracts of the event: https://sites.google.com/g.ucla.edu/10thwcmf/schedule For further details and registrations see: https://sites.google.com/g.ucla.edu/10thwcmf/home or https://ucsb.zoom.us/webinar/register/WN_kZP9hVF0S6G_GQeuSoGgRg ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

4 years, 5 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Mo., 14.12.2020, 12:45 - 13:45 (UTC +1:00 = CET), webinar Andrea Berardi (University Ca’ Foscari, Venice) “Bond risk premia: the information in really long-maturity forward rates” For further details see https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… For registration see https://www.carloalberto.org/event/andrea-berardi-university-ca-foscari-ven… ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 15.12.2020, 16:30 (UTC +1:00), online talk Michael Kinzer (Michael Kinzer Consulting) u. Bernd Weber (Zürich Versicherungs-Aktiengesellschaft) "Liability-2-Step - Ein Ansatz zur stochastischen Bewertung von Lebensversicherungs-Portfolios ohne Verdichtung" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/events/vr/20201215.php ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 16.12.2020, 16:00 (UTC +1:00 = CET), online talk Michalis Anthropelos (University of Piraeus, Greece) "On Risk-Sharing Games: Strategies, Gains and Winners" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 17.12.2020, 15:30-18:30 (UTC +1:00), online talk Link for the live stream (Zoom) will be announced after registration for the event. Julio Backhoff (University of Twente) "On the small noise behaviour for convex BSDE" Jana Hlavinova (WU Vienna) "Elicitability and Identifiability of Systemic Risk Measures" Junjian Yang (TU Wien) "On the planning problem in mean-field games" 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 +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

4 years, 6 months

1
0

Betreff: reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ An Afternoon for Stochastic Analysis and Applications ------------------------------------------------------------------------ Tu., 8.12.2020, 14:00 (UTC +1:00 = CET), online talk Thorsten Rheinländer (TU Wien) "Concepts of stochastic integration with applications to mathematical finance" Friedrich Hubalek (TU Wien) "Comparing binomial and Gaussian tails with an application to utility maximization" For further details and registration see http://users.jyu.fi/~geiss/workshops/stochana-2020/stochana.html ------------------------------------------------------------------------ Finance Brown Bag Seminar ------------------------------------------------------------------------ We., 9.12.2020, 13:00-14:00 (UTC +1:00 = CET), online talk Florian Pauer (WU Wien) "Sell or Hold? On the Value of Non-Performing Loans and Mandatory Write-Off Rules" For further details (including abstracts and log-in link) see https://www.wu.ac.at/en/finance/research/brown-bag-seminar/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 10.12.2020, 19:00-20:00 (UTC +1:00 = CET), online talk Dena Firoozi (University of Montreal) "Belief Estimation by Agents in Major-Minor LQG Mean Field Games" Sveinn Olafsson (Columbia University) " Personalized Robo-Advising: Enhancing Investment through Client Interaction" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or 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 ------------------------------------------------------------------------

4 years, 6 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

To Whom it May Concern: on short notice a talk from Prof. Jaksa Cvitanic was announced within the BFS One World Seminars. Please find details below. Additionally we corrected the starting time of the talk of Prof. Xunyu Zhou on Thursday. Best wishes, Franziska / FAM-office ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 3.12.2020, 19:00 (UTC +1:00 = CET), online talk Jakša Cvitanić (Caltech) "Optimal Fund Menus" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJElcO2prT4uGtFiUaLlkCMlDicQjNRpkbce or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 4.12.2020, 16:30 (UTC +1:00 = CET), online talk Xunyu Zhou (Columbia University) "Temperature Control for Langevin Diffusions" For further details (including abstracts) 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 ------------------------------------------------------------------------ -- -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria

4 years, 6 months

1
0

Betreff: reminder for upcoming seminars and talks

by Franziska Wohlmuth

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 30.11.2020, 17:00 (UTC +2:00 = CEST), online talk Beatrice Acciaio (ETH Zurich) http://beatrice-acciaio.net/ "Model-independence in a fixed-income market and weak optimal transport" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 02.12.2020, 09:00 (UTC +2:00 = CEST), online talk Christian Y. Robert (ENSAE Paris Tech, CREST, France) http://www.crest.fr/pagesperso.php?user=2915 "Actuarial modeling for P2P insurance " For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 04.12.2020, 17:30-19:00 (UTC +2:00 = CEST), online talk Xunyu Zhou (Columbia University) "Temperature Control for Langevin Diffusions" For further details (including abstracts) 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 ------------------------------------------------------------------------

4 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 23.11.2020, 17:00 (UTC +2:00 = CEST), online talk RenYuan Xu (University of Oxford) https://www.maths.ox.ac.uk/people/renyuan.xu "Excursion risk" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Research seminar - Statistics and Mathematics ------------------------------------------------------------------------ Fr., 27.11.2020, 09:00 - 10:30 (UTC +2:00 = CEST), online talk Konstantin Posch (Department of Statistics, University of Klagenfurt) https://www.aau.at/en/team/posch-konstantin/ "Correlated Parameters to Accurately Measure Uncertainty in Deep Neural Networks" For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 27.11.2020, 17:30-19:00 (UTC +2:00 = CEST), online talk Alfred Chong (University of Illinois Urbana-Champaign) https://math.illinois.edu/directory/profile/wfchong "Risk Sharing with Multiple Indemnity Environments" For further details (including abstracts) 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 ------------------------------------------------------------------------

4 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 16.11.2020, 17:00 (UTC +2:00 = CEST), online talk Massimiliano Gubinelli (Universität Bonn) https://www.iam.uni-bonn.de/abteilung-gubinelli/home/ "Elliptic stochastic quantisation and supersymmetry" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 16.11.2020, 16:45 - 17:45 (UTC +2:00 = CEST), online talk Andreas Sojmark (Imperial College London) https://www.imperial.ac.uk/people/a.sojmark "Dynamic Default Contagion in interbank systems" For further details (including abstracts) see https://isor.univie.ac.at/isor-colloquium/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 18.11.2020, 16:00 (UTC +2:00 = CEST), online talk Julia Eisenberg (TU Wien) https://fam.tuwien.ac.at/~jeisenbe/ "Reform proposals for occupational plans and state pension schemes" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 19.11.2020, 15:30-18:30 (UTC +2:00), online talk Link for the live stream (Zoom) will be announced after registration for the event. Paul Eisenberg (WU Vienna) https://www.wu.ac.at/statmath/faculty-staff/faculty/paul-eisenberg "Integer constraint trading" Christoph Gerstenecker (TU Wien) https://tiss.tuwien.ac.at/person/241038 "Stochastic Volterra equations and rough volatility" Gudmund Pammer (University of Vienna) https://homepage.univie.ac.at/gudmund.pammer/ "The Wasserstein space of Filtered Processes" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 19.11.2020, 19:00 (UTC +2:00 = CEST), online talk Xunyu Zhou (Columbia University) https://www.engineering.columbia.edu/faculty/xunyu-zhou "Entropy Regularization, Boltzmann Exploration, and Langevin Diffusions" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 20.11.2020, 17:30-19:00 (UTC +2:00 = CEST), online talk Anne MacKay (Université du Québec à Montréal) https://professeurs.uqam.ca/professeur/mackay.anne/ "Fee structure and optimal investment mix in variable annuities" For further details (including abstracts) 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 ------------------------------------------------------------------------ --

4 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------ Tue., 10.11.2020, 16:30-18:15 (UTC +2:00 = CEST), online talk 16:30 Benedikt Stufler (TU Wien) https://www.dmg.tuwien.ac.at/stufler/contact.html "Random planar graphs - results and conjectures" 17:30 Christa Cuchiero (Uni Wien) https://homepage.univie.ac.at/christa.cuchiero/ "Universality of affine and polynomial processes" For further details (including abstracts) see https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v… ------------------------------------------------------------------------ Research Seminar - Statistics and Mathematics ------------------------------------------------------------------------ We., 11.11.2020, 17:30-19:00 (UTC +2:00 = CEST), online talk Igor Cialenco (Department of Applied Mathematics, Illinois Institute of Technology, USA) https://www.iit.edu/directory/people/igor-cialenco "Adaptive Robust Stochastic Control with Applications to Finance" For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 12.11.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk Damir Filipovic (EPFL and Swiss Finance Institute) https://www.epfl.ch/labs/csf/ "A Machine Learning Approach to Portfolio Pricing and Risk Management for High-Dimensional Problems " For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 13.11.2020, 16:30-18:00 (UTC +2:00 = CEST), online talk Peng Shi (University of Wisconsin-Madison) https://wsb.wisc.edu/directory/faculty/peng-shi "Assessing Hail Risk for Property Insurers" For further details (including abstracts) 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 ------------------------------------------------------------------------

4 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 4.11.2020, 10:00 (UTC +2:00 = CEST), online talk Bent Nielsen (Oxford University) http://users.ox.ac.uk/~nuff0078/ "Generalized Log-Normal Chain-Ladder" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 5.11.2020, 19:00 (UTC +2:00 = CEST), online talk Martin Larsson (Carnegie Mellon University) https://www.cmu.edu/math//people/faculty/larsson.html "Finance and Statistics: Trading Analogies for Sequential Learning" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 6.11.2020, 14:00 (UTC +2:00 = CEST), online talk K.C. Cheung (Hong Kong University) https://saasweb.hku.hk/staff/kccheung/ "Asymptotic sub/super-additivity of Value-at-Risk under extreme-value copulas and Archimedean copulas" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ CIRM - Research School "Quasi Monte Carlo Methods and Applications" ------------------------------------------------------------------------ Mon-Fri, 2.11.-6.11.2020, virtual & hybrid event Main Guest Speakers: Hansjoerg Albrecher (Université de Lausanne) Florin Avram (Université de Pau et des Pays de l'Adour) Giray Ökten (Florida State University) Gerhard Larcher (JKU Linz) Gunther Leobacher (University of Graz) Véronique Maume-Deschamps (Université de Lyon 1) Stefan Thonhauser (TU Graz) This event is part of the program CIRM - Jean-Morlet Chair, Diophantine Problems: Determinism, Randomness, Applications. For further details (including abstract & registration) see: https://www.chairejeanmorlet.com/2255.html ======================================================================== 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 ------------------------------------------------------------------------ -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria

4 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 26.10.2020, 17:00 (UTC +2:00 = CEST), online talk Steve Shreve (Carnegie Mellon University) https://www.cmu.edu/math/people/faculty/shreve.html "Diffusion Limit of Poisson Limit-Order Book Models" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 29.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk Francesca Biagini (University of Munich) https://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_bia… "Reduced-form setting under model uncertainty with non-linear affine intensities" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ CIRM - Research School "Quasi Monte Carlo Methods and Applications" ------------------------------------------------------------------------ Mon-Fri, 2.11.-6.11.2020, virtual & hybrid event Main Guest Speakers: Hansjoerg Albrecher (Université de Lausanne) Florin Avram (Université de Pau et des Pays de l'Adour) Giray Ökten (Florida State University) Gerhard Larcher (JKU Linz) Gunther Leobacher (University of Graz) Véronique Maume-Deschamps (Université de Lyon 1) Stefan Thonhauser (TU Graz) This event is part of the program CIRM - Jean-Morlet Chair, Diophantine Problems: Determinism, Randomness, Applications. For further details (including abstract & registration) see: https://www.chairejeanmorlet.com/2255.html ======================================================================== 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 ------------------------------------------------------------------------

4 years, 8 months

1
0

reminder for upcoming seminars and talks

by Franziska Wohlmuth

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 19.10.2020, 17:00-18:00 (UTC +2:00 = CEST), online talk Christa Cuchiero (University of Vienna) https://homepage.univie.ac.at/christa.cuchiero/ "Deep neural networks, generic universal interpolation and controlled ODEs" For further details (including abstracts) see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Uni Wien: Vienna Probability Seminar ------------------------------------------------------------------------ Tu., 20.10.2020, 16:30-17:15 (UTC +2:00 = CEST), online talk Hendrik Weber (University of Bath) https://researchportal.bath.ac.uk/en/persons/hendrik-weber "A priori bounds for Singular Stochastic PDEs" For further details (including abstracts) of the Vienna Probability Seminar see https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 21.10.2020, 10:00 (UTC +2:00 = CEST), online talk Hazel Bateman (University of New South Wales) https://www.business.unsw.edu.au/our-people/hazelbateman "Learning to value annuities: the role of information and engagement " For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 22.10.2020, 19:00 (UTC +2:00 = CEST), online talk Elisa Alos (Barcelona Graduate School of Economics) https://www.barcelonagse.eu/people/alos-elisa "On the difference between volatility swaps and the ATM implied volatility" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or 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 ------------------------------------------------------------------------

4 years, 8 months

1
0

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

FAM-news