- FAM-news - TU FAM Mailing lists

reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 12 Feb '21

12 Feb '21

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 05 Feb '21

05 Feb '21

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 29 Jan '21

29 Jan '21

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 22 Jan '21

22 Jan '21

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 15 Jan '21

15 Jan '21

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 08 Jan '21

08 Jan '21

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 11 Dec '20

11 Dec '20

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

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Betreff: reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 04 Dec '20

04 Dec '20

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

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 02 Dec '20

02 Dec '20

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

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Betreff: reminder for upcoming seminars and talks
by Franziska Wohlmuth 27 Nov '20

27 Nov '20

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 20 Nov '20

20 Nov '20

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

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 13 Nov '20

13 Nov '20

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 06 Nov '20

06 Nov '20

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

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 30 Oct '20

30 Oct '20

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 23 Oct '20

23 Oct '20

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

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reminder for upcoming seminars and talks
by Franziska Wohlmuth 16 Oct '20

16 Oct '20

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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 09 Oct '20

09 Oct '20

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 12.10.2020, 17:00-18:00 (UTC +2:00 = CEST), online talk Ioannis Karatzas (Columbia University) http://www.math.columbia.edu/~ik/ "A trajectorial approach to the gradient flow properties of conservative diffusions and Markov chains" For further details (including abstracts) see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 15.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online event Panel discussion: "Implications of COVID-19 on financial markets" Michael J. Fleming (Federal Reserve Bank of New York) https://www.newyorkfed.org/research/economists/fleming/index.html Wenqian Huang (BIS-Bank for International Settlements,CH) https://www.wenqianhuang.org/ David Rios (Columbia University and NYU Tandon) http://stat.columbia.edu/department-directory/name/david-rios For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 15.10.2020, 15:30-18:30 (UTC +2:00), hybrid seminar Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor, lecture hall 3. Link for the live stream (Zoom) will be announced shortly before the talks start. Aleksandar Arandjelovic (TU Wien) https://tiss.tuwien.ac.at/person/281991 "Deep portfolio optimization in financial markets with a large trader" Stefan Rigger (University of Vienna) https://homepage.univie.ac.at/stefan.rigger/ "Propagation of minimality in the supercooled Stefan problem" Kevin Kurt (WU Wien) https://www.wu.ac.at/statmath/faculty-staff/faculty/kevin-kurt/ "Markov-modulated Affine Processes" For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 16.10.2020, 10:00 (UTC +2:00 = CEST), online talk Alfred Müller (University of Siegen) https://www.uni-siegen.de/fb6/src/mueller/ "Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference" 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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 02 Oct '20

02 Oct '20

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 6.10.2020, 16:30 (UTC +2:00 = CEST), online talk Dietmar Hareter und Fabian Pribahsnik (Wiener Städtische Versicherung AG Vienna Insurance Group) "Data Science im Live-Betrieb (Ein Online-Vortrag von Praktikern für Praktiker_innen)" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ Details zu Vortrag und Anmeldung siehe: https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 7.10.2020, 17:00 (UTC +2:00 = CEST), online talk Frédéric Godin (Concordia University) "A mixed bond and equity fund model for the valuation of segregated fund policies" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 8.10.2020, 19:00 (UTC +2:00 = CEST), online talk Damir Filipović (Ecole Polytechnique Fédérale de Lausanne) "TBA" For further details (abstract & log-in link will follow soon) see: https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 9.10.2020, 16:00-17:30 (UTC +2:00 = CEST), online talk Nan Zhu (Penn State University) "The efficiency of voluntary risk classification in insurance markets" 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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 25 Sep '20

25 Sep '20

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 01.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk Samuel Drapeau (Shanghai Jiao Tong University) "On Detecting Spoofing Strategies in High Frequency Trading" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ Insurance Seminar at the Department of Mathematics 2020 ------------------------------------------------------------------------ Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event Erik Bølviken (University of Oslo) "Risky risk assessment" Mari Dahl Eggen (University of Oslo) "The LIBOR Forward Rate in a HJM-Lévy Framework" Martin Jullum (Norsk Regnesentral) "Dectecting Money Laundering with Machine Learning" Julia Eisenberg (TU Wien) "On some control problems in pension insurance" Krzysztof Paczka (Gjensidige) "Gjensidige's internal model and capital management" For further details see: https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ -- 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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 18 Sep '20

18 Sep '20

To Whom it May Concern: after stopping FAM-news in spring, we again start to inform about talks and events in the area of Financial and Actuarial Mathematics. As due to the COVID-19 pandemic the number of interesting events which can be visited online increased almost exponentially in spring. We therefore can only send a selection and moreover refer to other webpages, e.g., https://mathseminars.org/ (= https://researchseminars.org/) On the FAM-homepage you can find a collection of links / webpages: https://fam.tuwien.ac.at/events/ Below you can find a selection of upcoming talks & events. Best wishes, Franziska / FAM-office ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 23.9.2020, 14:00 (UTC +2:00 = CEST), online talk Han Li (Macquarie University) "Joint Extremes in Temperature and Mortality: Bivariate POT Approach" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 24.9.2020, 19:00 (UTC +2:00 = CEST), online talk Ludovic Tangpi (Princeton University) "Backward propagation of chaos and large population games asymptotics" For further details (including abstract & log-in link) see: https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Sandra Trenovatz) 11 Sep '20

11 Sep '20

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 17.09.2020, 19:00 (UTC +2:00 = CEST), online talk Rene Carmona (Princeton University) "Contract theory and mean field games to inform epidemic models" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ Insurance Seminar at the Department of Mathematics 2020 ------------------------------------------------------------------------ Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event Erik Bølviken (University of Oslo) "Risky risk assessment" Mari Dahl Eggen (University of Oslo) "The LIBOR Forward Rate in a HJM-Lévy Framework" Martin Jullum (Norsk Regnesentral) "Dectecting Money Laundering with Machine Learning" Julia Eisenberg (TU Wien) "On some control problems in pension insurance" Krzysztof Paczka (Gjensidige) "Gjensidige's internal model and capital management" Online Registration until Mo., 21.09.2020! For further details see: https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/… ======================================================================== UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Sep '20

09 Sep '20

To Whom it May Concern: after stopping FAM-news in spring, we again start to inform about talks and events in the area of Financial and Actuarial Mathematics. As due to the COVID-19 pandemic the number of interesting events which can be visited online increased almost exponentially in spring. We therefore can only send a selection and moreover refer to other webpages, e.g., https://mathseminars.org/ (= https://researchseminars.org/) On the FAM-homepage you can find a collection of links / webpages: https://fam.tuwien.ac.at/events/ Below you can find a selection of upcoming talks & events. Best wishes, Sandra / FAM-office ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 09.09.2020, 14:00 (UTC +2:00 = CEST), online talk Ronald Richman (QED Actuaries & Consultants, South Africa) "Time-Series Forecasting of Mortality Rates using Deep Learning" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 10.9.2020, 19:00 (UTC +2:00 = CEST), online talk Christa Cuchiero (University of Vienna) "Universality of affine and polynomial processes" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0odO-grDwtGNM3thymEG-50Rm_TyyEQ_Kz or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Risk Day 2020 ------------------------------------------------------------------------ Fr., 11.09.2020, 12:15 (UTC +2:00 = CEST), online talk Lara J. Warner (Credit Suisse) "Transformation Risk" For further details (incl. registration) see: https://risklab.ch/news-and-events/risk-day.html ======================================================================== UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 20 May '20

20 May '20

To Whom it May Concern, https://mathseminars.org/ was extended to https://researchseminars.org/ - this seems to get a world wide platform for maths, physics, and many fields more. I wish the organisers a lot of success and I hope you can find a lot of interesting talks and events there. As always, below you can find a small selection of events within the next days. Best wishes, Sandra (FAM-office) https://fam.tuwien.ac.at/events/ ======================================================================== UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 20.05.2020, 14:00 (UTC +2:00 = CEST), online talk Moshe Milevsky (York University, Toronto) "Is Covid-19 a parallel shift of the term structure of mortality? Implications for annuity pricing" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ #StayHome - Actuarial Seminar ------------------------------------------------------------------------ 28 minutes (online since 2020-05-16), online talk Mario Wuethrich (ETH) "Boosting Classical Actuarial GLMs with Telematics" For further details see: https://ethz.zoom.us/rec/share/-O9TDuv1rXFLYaPuyHrYCrB8EarYT6a8h3JMqPoMzRx6… or https://people.math.ethz.ch/~wueth/ ------------------------------------------------------------------------ Les probabilités de demain webinar ------------------------------------------------------------------------ Mo., 25.05.2020, 15:30-16:00 (UTC +2:00 = CEST), online talk Rémi Catellier (Université de Nice Sophia-Antipolis) "Convergence for stochastic differential equation: a rough approach" For further details see https://researchseminars.org/talk/LPDD/10/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 28.05.2020, 19:00-20:00 (UTC +2:00 = CEST), online Panel discussion on Energy Markets Panelists: Rene Aid, Université Paris-Dauphine, France Glen Swindle, Scoville Risk Partners, USA Zef Lokhandwalla, Bloomberg LP, USA Mike Ludkovski, University of California Santa Barbara, USA Moderator: Ronnie Sircar, ORFE, Princeton University For further details see http://wiki.siam.org/siag-fm/index.php/Current_events and https://researchseminars.org/talk/FinMath/4/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 14 May '20

14 May '20

To Whom it May Concern, while waiting for a change back to the good old days (before Covid-19) you can listen & watch to scientfic talks... Some of them you can even follow if you missed them. e.g., on the YouTube channel of the SIAM Activity Group on Financial Mathematics and Engineering (FTE) you can find the following videos: - Inaugural SIAM Activity Group on FME Virtual Talk (Paul Embrechts) - Second SIAM Activity Group on FME Virtual Talk (Blanca Horvath) https://www.youtube.com/user/SIAMConnects/videos [You can also just search for "FME Virtual Talk" on YouTube] You can find already an impressive list of talks & seminars on: - https://mathseminars.org/ (e.g., filter by the topic "probability") and - as always - a list of suggestions at the end of this email. Additionally you can find information on: - https://fam.tuwien.ac.at/events/ If you listen to a talk which was not mentioned on "mathseminars.org" you might suggest organisers to announce future talks (seminars, events) there. Best wishes, Sandra (FAM-office) P.S.: Thank you for following the FAM-news mailing list (= FAM-ily Newsletter): https://fam.tuwien.ac.at/mailman/listinfo/fam-news ======================================================================== UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ ------------------------------------------------------------------------ One World MINDS Seminar ------------------------------------------------------------------------ Th., 14.5.2020, 14:00 (UTC +2:00 = CEST), online talk Ilya Razenshteyn (Microsoft Research, US) https://www.ilyaraz.org/ "Scalable Nearest Neighbor Search for Optimal Transport" For further details (including abstracts) see https://sites.google.com/view/minds-seminar/ ------------------------------------------------------------------------ FME Talk Series ------------------------------------------------------------------------ Th., 14.05.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk Bruno Dupire (Bloomberg) https://en.wikipedia.org/wiki/Bruno_Dupire "The Geometry of Money and the Perils of Parameterization" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ VGSF Finance Research Seminar ------------------------------------------------------------------------ Fr., 15.05.20200, 17:30 -18:30 (UTC +2:00 = CEST), online talk Lukas Schmid (Duke University, North Caronina, US) https://www.fuqua.duke.edu/faculty/lukas-schmid "The Risks of Safe Assets" For further details (including abstracts) see https://www.vgsf.ac.at/events/finance-research-seminars/ ------------------------------------------------------------------------ 3rd #StayHome - Actuarial Seminar ------------------------------------------------------------------------ 85 minutes (online since 2020-05-02) Mario Wuethrich (ETH) https://people.math.ethz.ch/~wueth/ "The Balance Property for Insurance Pricing" 3rd #StayHome - Actuarial Seminar https://ethz.zoom.us/rec/share/w-lvIpfS8jNLbM_j83v7aI0AHoq5X6a80ykb_KULGek5… ------------------------------------------------------------------------ 4th #StayHome - Actuarial Seminar ------------------------------------------------------------------------ 53 minutes (online since 2020-05-09) Mario Wuethrich (ETH) https://people.math.ethz.ch/~wueth/ "Telematics Car Driving Data" 4th #StayHome - Actuarial Seminar https://ethz.zoom.us/rec/share/-cxnHa6hqmJIE4mOyFrbY6g4F6jDT6a81CYbq6AKnUYz… ------------------------------------------------------------------------ One World Seminar Mathematical Methods for Arbitrary Data Sources (MADS) ------------------------------------------------------------------------ Mo., 18.5.2020, 14:00 (UTC +2:00 = CEST), online talk Lars Ruthotto (Emory University, US) https://www.mathcs.emory.edu/~lruthot/ "Machine Learning meets Optimal Transport: Old solutions for new problems and vice versa" For further details (including abstracts) see http://www.nonlocal-methods.eu/oneworld/ ------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 18.5.2020, 17:00 (UTC +2:00 = CEST), online talk Ivan Nourdin https://sites.google.com/site/ivannourdin/ "The functional Breuer-Major theorem" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Online Open Probability School ------------------------------------------------------------------------ Mo./Tu./Th., 18./19./21.5.2020, 18:00-19:00 (UTC +2:00 = CEST), online mini course Jean-Christophe Mourrat (New York University, US) https://cims.nyu.edu/~jcm777/ "Rank-one matrix estimation and Hamilton-Jacobi equations" For further details (including abstracts) see https://www.math.ubc.ca/Links/OOPS/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 20.4.2020, 14:00 (UTC +2:00 = CEST), online talk Moshe Milevsky (York University, Toronto, US) https://moshemilevsky.com/ "Is Covid-19 a parallel shift of the term structure of mortality? Implications for annuity pricing." For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------

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reminder for upcoming ONLINE seminars and talks
by Sandra Trenovatz 04 May '20

04 May '20

To Whom it May Concern, at the end of this email you can find a small selection of online talks. A comprehensive list of online talks can be found on the following webpage FROM mathematicians FOR mathematicians: https://mathseminars.org (See also acknowledgments: https://mathseminars.org/acknowledgment) On this webpage you can browse for talks als well as search for seminars (series). Webpages of different seminars have the same simple layout, and show the correct time of events within the timezone of registered users, see e.g.: Bachelier Finance Society One World seminar series https://mathseminars.org/seminar/BFSOneWorld One World Probability seminar https://mathseminars.org/seminar/OneWorldProb Oxford Stochastic Analysis and Mathematical Finance Seminar https://mathseminars.org/seminar/OxfordStochasticAnalysis MIT probability seminar https://mathseminars.org/seminar/Probability To all organisers of online events, ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ if your online events (seminars, talks, conferences) are - so far - not announced on https://mathseminars.org, we suggest to add them to this webpage. On the FAQ webpage https://mathseminars.org/faq you can find the section: "Creating and organizing seminar series and conferences" Having all seminars/events on a central webpage will help organisers to announce & communicate their events and on the other side it will help researchers to find interesting events. Stay healthy! Best wishes, Sandra (FAM-office) ======================================================================== UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 6.5.2020, 02:00am (UTC +2:00 = CEST), online talk Katja Hanewald (UNSW, AU) https://www.business.unsw.edu.au/our-people/katja-hanewald "Long-term care insurance financing using home equity release: Evidence from an experimental study" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ The Zoom link will also be available on this website 15min prior to a scheduled talk. ------------------------------------------------------------------------ One World Virtual Seminar - Stochastic Numerics and Inverse Problems ------------------------------------------------------------------------ We., 6.5.2020, 14:00 (UTC +2:00 = CEST), online talk Conall Kelly (University College Cork, UK) http://research.ucc.ie/profiles/D019/conall.kelly@ucc.ie "A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model" For further details (including abstracts) see https://www.icms.org.uk/V_SNIPS.php For the online meeting details please register until Wednesday 12:30 (UTC +2:00 = CEST) on the webpage. Late registration via email is possible. ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 7.5.2020, 19:00 (UTC +2:00 = CEST), online talk Paul Embrechts (ETH Zurich, CH) https://people.math.ethz.ch/~embrecht/ "Operational Risk revisited: from Basel to the coronavirus" 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… ------------------------------------------------------------------------ One World FAM-ily: https://fam.tuwien.ac.at/events/

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upcoming online seminars and talks
by Sandra Trenovatz 27 Apr '20

27 Apr '20

https://time.is/en/CEST = Central European Summer Time = UTC +2 ------------------------------------------------------------------------ FME Talk Series ------------------------------------------------------------------------ Th., 30.04.2020, 19:00-20:00 (UTC +2:00 = CEST), online seminar Blanka Horvath (King's College London) https://sites.google.com/site/blankanorahorvath/ "A Data-driven Market Simulator for Small Data Environments" (FME Talk Series) For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ #StayHome - Actuarial Seminar ------------------------------------------------------------------------ 85 minutes (online since April 25, 2020) Mario Wuethrich (ETH) https://people.math.ethz.ch/~wueth/ "From Generalized Linear Models to Neural Networks, and Back" 2nd #StayHome - Actuarial Seminar https://ethz.zoom.us/rec/share/zPJ4Drbb6WpObZHMxEfUWYAPQqv9eaa803Ud_vtYyEb2… Previous and most probably also future videos can be found on Mario Wüthrich's homepage: https://people.math.ethz.ch/~wueth/ ------------------------------------------------------------------------ In case you know online seminars / webinars / online conferences in the area of Financial and Actuarial Mathematics (as well as Stochastics/Statistics) which are not listet yet here One World FAM-ily: https://fam.tuwien.ac.at/events/ please do not hesitate to inform me. Best wishes, Sandra, FAM-office, <fam(a)fam.tuwien.ac.at>

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upcoming seminars and talks
by Sandra Trenovatz 23 Apr '20

23 Apr '20

To Whom it may concern, the number of online seminars increases and it will not be possible to announce all interesting talks of those international seminars through the mailinglist FAM-news. We therefore try to collect interesting seminars in the area of financial and actuarial mathematics as well as probability/stochastics/statistics here: https://fam.tuwien.ac.at/events/ Below you can find the annoucment of two talks today in the afternoon. Stay healthy, Sandra (FAM-office) ------------------------------------------------------------------------ One World Probability Seminar ------------------------------------------------------------------------ Th., 23.4.2020, 15:00-16:00 (CEST = UTC+2), online talk Mathias Beiglböck (Univ. of Vienna) https://www.mat.univie.ac.at/~mathias/ "All adapted topologies are equal" For further details including log-in link see: https://www.wim.uni-mannheim.de/doering/one-world/ The One World Probability Seminar is organised by Leif Döring (Mannheim) and Andreas Kyprianou (Bath) together with a board from various continents. ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 23.4.2020, 19:00 (CEST = UTC+2), online talk Mathieu Rosenbaum (Ecole Polytechnique, Paris) http://www.crest.fr/pagesperso.php?user=3046 "Super-Heston rough volatility, Zumbach effect and the Guyon’s conjecture" 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… The Bachelier Finance Society World Seminar will organise an online talk every second Thursday, alternating with the talks set up by the SIAM activity group on financial mathematics (https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg). ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2 https://time.is/en/CEST

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upcoming seminars and talks
by Sandra Trenovatz 21 Apr '20

21 Apr '20

------------------------------------------------------------------------ Finance Brown Bag Seminar ------------------------------------------------------------------------ Tu., 21.4.2020, 13:30-14:30 (Central European Summer Time), online talk Daniele D’Arienzo (Bocconi University) https://sites.google.com/view/daniele-darienzo/ "Increasing Overreaction and Excess Volatility of Long-Term Interest Rates" To get the access to the online talk please contact <bbs-finance(a)wu.ac.at>. For further details (including abstracts) see https://www.wu.ac.at/en/finance/research/brown-bag-seminar/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 22.4.2020, 10:00 (Central European Summer Time) Mario Wuethrich (ETH) https://people.math.ethz.ch/~wueth/ "From Generalized Linear Models to Neural Networks, and Back" (One World Actuarial Research Seminar) For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ The Zoom link will also be available on this website 15min prior to a scheduled talk. ------------------------------------------------------------------------ Online International Conference OICA 2020 ------------------------------------------------------------------------ Online International Conference in Actuarial Science, Data Science and Finance (OICA 2020) Tu.-We. April 28-29, 2020 http://oica.univ-lyon1.fr/ Registration is free but compulsory. Registration deadline: April 23, 2020 Invited Plenary Speakers: Beatrice ACCIAIO (LSE, London, UK) José BLANCHET (Stanford University, CA, USA) Caroline HILLAIRET (ENSAE, Paris, France) Nora PANKRATZ (UCLA, CA, USA) Jae Kyung WOO (UNSW, Sydney, Australia) Covid19 is going to change the financial markets and the insurance-reinsurance network. As actuarial science, data science and finance researchers, we cannot easily help for the current phase as we are not medical doctors or epidemiologists. But we can help to mitigate/manage the financial/risk management consequences by carrying out relevant research in 2020-2021. For this we need to learn NOW from experts and decision makers what the research challenges are. Therefore we are organising an online conference on April 28-29, 2020 with two goals: ACTUARIAL/DATA SCIENCE/FINANCIAL TOPICS: Enabling researchers and young researchers to present actuarial / data science / financial research that was done before covid19 (therefore NOT related to covid19) COVID 19 RELATED ROUNDTABLES: Having 1 or 2 roundtables that describe covid19 implications on the economy, and which help us to know which research topics we could investigate in the future if we want to help (WACA roundtables : What Actuaries Could Accomplish Researchwise in 2020-21). We also planned (classical) plenary talks on topics that could be useful for post-covid research, as well as a quite different talk by José Blanchet about a social platform startup that he created in response to covid19 in US and Mexico and the associated data science future challenges. Scientific committee : Hansjoerg Albrecher (Lausanne), Katrien Antonio (Leuven), Benjamin Avanzi (Melbourne), Pauline Barrieu (LSE), Mercè Claramunt (Barcelona), Nicole El Karoui (Paris), Romuald Elie (Berkeley), Stéphane Loisel (ISFA, chair), Mogens Steffensen (Copenhagen), Ruodu Wang (Waterloo), Hailiang Yang (Hong-Kong U.) ------------------------------------------------------------------------ #StayHome - Actuarial Seminar ------------------------------------------------------------------------ 53 minutes (online since 2020-04-19) Mario Wuethrich (ETH) https://people.math.ethz.ch/~wueth/ "Discrimination-Free Insurance Pricing" 1st #StayHome - Actuarial Seminar https://ethz.zoom.us/rec/share/x_NaC438rVpOWZH9xEvEfqs5DJn9T6a8hHUZ_fcKykfh… ------------------------------------------------------------------------

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TODAY's talk of Mete Soner
by Sandra Trenovatz 16 Apr '20

16 Apr '20

Dear subscribers of the FAM-news mailinglist, due to Covid19 more or less all events were cancelled, but alternatively online events are offered more and more. Besides the "One World Probability Seminar" which lists also other online seminars on their webpage https://www.wim.uni-mannheim.de/doering/one-world/ , the SIAM Activity Group on Financial Mathematics and Engineering now offers a new virtual seminar series, with the inaugural talk of Prof. Halil Mete Soner *today*, April 16, 19:00-20:00 (GMT +2:00 Vienna) - see details below. If you offer online events which might be mentioned in the next fam-news posting please inform me. Best wishes, Sandra FAM-office, sandra(a)fam.tuwien.ac.at ------------------------------------------------------------------------ SIAM Activity Group on Financial Mathematics and Engineering ------------------------------------------------------------------------ Th., 16.04.2020, 19:00-20:00 (GMT +2:00 Vienna), online seminar Halil Mete Soner (Princeton University) https://soner.princeton.edu/ "Trading with impact" (FME Talk Series) For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg Host of this talk: Sebastian Jaimungal, University of Toronto Organiser of the FME Talk Series: SIAM Activity Group on Financial Mathematics and Engineering ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 10 Mar '20

10 Mar '20

------------------------------------------------------------------------ "Actuarial Modelling Club" ------------------------------------------------------------------------ Tuesday, 10.03.2020, 15:30 (!) - 17:00, FH 8 Nöbauer Hörsaal TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. OG, yellow area Olav Jones (Insurance Europe) "What is the true risk of long-term investment and what does this mean for insurers' long-term savings products?" (Actuarial Modelling Club) Plese find details to talk, speaker and registration here: https://fam.tuwien.ac.at/vr/20200310.php ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wednesday, 11.03.2020, 12:15-13:25, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Paul Eisenberg (Department of Mathematical Sciences, University of Liverpool) https://www.liverpool.ac.uk/mathematical-sciences/staff/paul-eisenberg/ "A roller coaster: Energy markets, Suboptimal control and Pensions" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Thursday, 12.3.2020, 16:15(!), seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area Matti Kiiski (University of Mannheim, DE) https://www.wim.uni-mannheim.de/proemel/team/dr-matti-kiiski/ "Remarks on the S-topology" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Internationaler Tag der Mathematik / International Day of Mathematics ------------------------------------------------------------------------ Samstag, 14.03.2020 ( = Pi day: 3/14 ), 10-18 Uhr, Prechtl-Saal der TU Wien, Karlsplatz 13 (Resselpark), 1040 Wien Internationaler Tag der Mathematik 2020 https://www.idm2020.at/ Stationen und Vorträge organisiert von IST Austria, ÖAW, Uni Wien und TU Wien. Auch FAM ist auf einem Stand vertreten. Find also events in other cities/countries: International Day of Mathematics https://www.idm314.org/ ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by Sandra Trenovatz 28 Feb '20

28 Feb '20

To Whom it May Concern: as next week we could not find seminars/conferences in Vienna in the (core) Financial and Actuarial Mathematics area, here some further information: - Machine Learning course in June, - public mailing lists, - talk of a representant of Insurance Europe, - TUforMath (german) - International Day of Mathematics (Pi day: 3/14) Kind regards, Sandra (FAM-office) ------------------------------------------------------------------------ Machine Learning Methods and Data Analytics in Finance and Insurance ------------------------------------------------------------------------ FAM @ TU Wien will offer the course/lecture: "Machine Learning Methods and Data Analytics in Finance and Insurance" given by Prof. Pavel Shevchenko (Macquarie University, Australia) https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105712&semest… It will blocked in June (up to July 3), 2020 - appointments will be announced soon. Students of other universities than TU Wien need to co-register at TU Wien: https://www.tuwien.at/studium/zulassung/mitbelegung/ (you can switch to English, but the necessary form is only on the German webpage :-/) ------------------------------------------------------------------------ Public Mailing Lists ------------------------------------------------------------------------ Please find an expanded collection of Public Mailing Lists here: https://fam.tuwien.ac.at/events/lists.php For corrections and additions please write FAM-office <fam(a)fam.tuwien.ac.at>. ------------------------------------------------------------------------ "Actuarial Modelling Club" ------------------------------------------------------------------------ Tuesday, 10.03.2020, 15:30 - 17:00, FH 8 Nöbauer Hörsaal TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. OG, yellow area Olav Jones (Insurance Europe) "What is the true risk of long-term investment and what does this mean for insurers' long-term savings products?" (Actuarial Modelling Club) Plese find details to talk, speaker and REGISTRATION here: https://fam.tuwien.ac.at/vr/20200310.php ------------------------------------------------------------------------ TUforMath im Sommersemester 2020 ------------------------------------------------------------------------ TUForMath-Vorträge - https://tuformath.at/vortraege/ 12.03.2020: Michael Drmota (TU Wien) "Die Magie der Zahl pi" 02.04.2020: Robert Tichy (TU Graz) "Primzahlen und was man von ihnen lernen kann" 23.04.2020: Philipp Grohs (Universität Wien) "Die Mathematik hinter Künstlicher Intelligenz" 07.05.2020: Franz Embacher (Universität Wien) "Einstein und wie sich Raum und Zeit krümmen" 15.05.2020: Martin Aigner (Freie Universität Berlin) "Vom 4-Farbenproblem zum Mobiltelefon- eine mathematische Entdeckungsreise" [TUForMath Lecture] 28.05.2020: Hannelore De Silva (WU Wien) "Eine Reise durch die Spieltheorie" 18.06.2020: Alexia Fürnkranz-Prskawetz (TU Wien) "Mathematik der Altersvorsorge" ------------------------ TUForMath-Vorlesung: Manfred Kronfellner: "Geschichte der Mathematik" https://www.TUForMath.at/vorlesung/ ------------------------ TUForMath-Schulprogramm: 11. und 12. Schulstufe: "TUForMath im mumok" https://www.TUForMath.at/mumok/. Ab der 9. Schulstufe "Reden wir über Mathematik!" https://www.TUForMath.at/reden/ 9. und 10. Schulstufe: "Mathemagie" (ausgebucht!!!) https://www.TUForMath.at/mathemagie/ 5. bis 8. Schulstufe https://www.TUForMath.at/sekundarstufe1/ ------------------------ Anmeldung Newsletter: https://tuformath.at/newsletter/ ------------------------------------------------------------------------ Joint cooperation: IST Austria, ÖAW, Uni Wien, TU Wien ------------------------------------------------------------------------ Samstag, 14.03.2020 ( = Pi day: 3/14 ), 10-18 Uhr, Prechtl-Saal der TU Wien, Karlsplatz 13 (Resselpark), 1040 Wien Internationaler Tag der Mathematik 2020 https://www.idm2020.at/ Stationen und Vorträge organisiert von IST Austria, ÖAW, Uni Wien und TU Wien. Auch FAM ist auf einem Stand vertreten. Find also events in other cities/countries: International Day of Mathematics https://www.idm314.org/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 14 Feb '20

14 Feb '20

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Dienstag, 18.2.2020, 16:30-18:00, FH 8 Nöbauer Hörsaal TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. OG, gelber Bereich Sebastian Helbig und Marius Reitz (ROKOCO GmbH und ROKOCO Predictive Analytics GmbH) "Marktkonsistenz und Solvabilitätsbewertung: Ausgewählte Aspekte" (Actuarial Modelling Club) Details zu Vortrag und Anmeldung siehe: https://fam.tuwien.ac.at/vr/20200218.php ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 10 Feb '20

10 Feb '20

To Whom it May Concern, enclosed the corrected announcement of Elisa Alos' presenation tomorrow/Tuesday. Additionally we already announce a talk next week where we ask for registration. With best regards, Franziska Wohlmuth - FAM-office ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Tuesday(!), 11.2.2020, 16:15, seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area Elisa Alòs (Universitat Pompeu Fabra, Barcelona, ES) https://www.upf.edu/web/elisa-alos "Discretization errors in variance swaps" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Dienstag, 18.2.2020, 16:30-18:00, FH 8 Nöbauer Hörsaal TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. OG, gelber Bereich Sebastian Helbig und Marius Reitz (ROKOCO GmbH und ROKOCO Predictive Analytics GmbH) "Marktkonsistenz und Solvabilitätsbewertung: Ausgewählte Aspekte" (Actuarial Modelling Club) Details zu Vortrag und Anmeldung siehe: https://fam.tuwien.ac.at/vr/20200218.php ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 07 Feb '20

07 Feb '20

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Thu., 11.2.2020, 16:15(!), seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area Elisa Alòs (Universitat Pompeu Fabra, Barcelona, ES) https://www.upf.edu/web/elisa-alos "Discretization errors in variance swaps" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Sandra Trenovatz) 31 Jan '20

31 Jan '20

To Whom it May Concern: This time we inform about future events in Austria or events co-organised by researchers from Austria, as well as about changes at the BFS Congress in Hong Kong. Best regards, Sandra (FAM-office) ------------------------------------------------------------------------ Advances in Mathematical Finance and Optimal Transport ------------------------------------------------------------------------ Advances in Mathematical Finance and Optimal Transport Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy Mon-Fri, June 20-26, 2020 http://www.crm.sns.it/event/448/ Invited speakers: Luigi Ambrosio (SNS Pisa), Julio Backhoff (U Vienna), Pauline Barrieu (LSE), Christian Bayer (WIAS Berlin), Sara Biagini (LUISS Rome), Luciano Campi (LSE), Rama Cont (U Oxford), Jaksa Cvitanic (Caltech), Christoph Czichowsky (LSE), Albina Danilova (LSE), Freddy Delbaen (ETH Zürich), Giulia di Nunno (Oslo U), Darrell Duffie (Stanford U), Peter Friz (TU Berlin), Stefan Gerhold (TU Wien), Nassif Ghoussoub (UBC), Sigrid Kaellblad (KTH Stockholm), Constantinos Kardaras (LSE), Dimitri Kramkov (Carnegie Mellon U), David Kreps (Standford U), Daniel Lacker (Columbia U), Robert McCann (U Toronto), Johannes Muhle-Karbe (Imperial College), Jan Obloj (Oxford U), Soumik Pal (U Washington, Seattle), David Proemel (Oxford U), Catherine Rainer (Brest U), Kavita Ramanan (Brown U), Luigia Ripani (U Lyon 1, Irvine), Mathieu Rosenbaum (École Polytechnique), Birgit Rudloff (WU Vienna), Misha Skolnikov (Princeton U), Mete Soner (ETH Zürich), Sara Svaluto-Ferro (U Vienna), Ludovic Tangpi (Princeton U), Nizar Touzi (École Polytechnique), Kim Weston (Rutgers U) Organised by: Beatrice Acciaio (LSE London) Mathias Beiglböck (Uni Vienna) Christa Cuchiero (Uni Vienna) Irene Klein (Uni Vienna) Josef Teichmann (ETH Zürich) ------------------------------------------------------------------------ 13th European Summer School in Financial Mathematics ------------------------------------------------------------------------ 13th European Summer School in Financial Mathematics University of Vienna, Vienna, Austria Mon-Fri, August 31 - September 4, 2020 https://www.univie.ac.at/summer_school_MathFinance/ Lectures by: Lyudmila Grigoryeva (University of Konstanz) Xin Guo (University of California, Berkeley) Lukasz Szpruch (University of Edinburgh) Josef Teichmann (ETH Zurich) Special invited lecture by: Yuri Kabanov (Lomonosov Moscow State University) Organising committee: Daniel Bartl (Uni Vienna) Mathias Beiglboeck (Uni Vienna) Christa Cuchiero (Uni Vienna) Zehra Eksi (WU Vienna) Ruediger Frey (WU Vienna) Irene Klein (Uni Vienna) Mathias Pohl (Uni Vienna) Sara Svaluto-Ferro (Uni Vienna) Junjian Yang (TU Wien) ------------------------------------------------------------------------ Conference on High-Dimensional Stochastics ------------------------------------------------------------------------ Conference on High-Dimensional Stochastics Wolfgang Pauli Institute, Vienna, Austria Mon-Wed, September 7-9, 2020 https://www.mn.uio.no/math/english/research/groups/store/events/conferences… Plenary speakers confirmed: Jochen Blath (TU Berlin) Sonja Cox (University of Amsterdam) Victor Panaretos (EPFL Lausanne) Markus Riedle (King's College London) Organised by: Fred Espen Benth (U. Oslo) Almut Veraart (Imperial College London) Christa Cuchiero (WPI c/o U. Vienna) ------------------------------------------------------------------------ ASD 2020 ------------------------------------------------------------------------ 8th Austrian Stochastics Days (ASD 2020) MU Leoben (Montanuniversität Leoben), Leoben, Austria Thu-Fri, September 10-11, 2020 http://institute.unileoben.ac.at/amat/asd2020/ Keynote speakers: Michaela Szölgyenyi (Alpe-Adria-University Klagenfurt) Jonas Tölle (University of Helsinki) Organised by: Alexander Steinicke (MU Leoben) Erika Hausenblas (MU Leoben) Debopriya Mukherjee (MU Leoben) ------------------------------------------------------------------------ BFS 2020 - NEW DATE! ------------------------------------------------------------------------ 11th World Congress of the Bachelier Finance Society (BFS 2020) Hong Kong, China Mon-Fri, December 14-18, 2020 <-- NEW DATE! http://www1.se.cuhk.edu.hk/~bfs2020/ Abstract submission deadline extended to June 30, 2020 (11:59pm HKT). ------------------------------------------------------------------------ -- Sandra Trenovatz / FAM-office phone +43-1-58801-10511, mail <sandra(a)fam.tuwien.ac.at> Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstr. 8 / E105-01 & -05, 1040 Vienna, Austria

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 24 Jan '20

24 Jan '20

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 30.10.2020, 16:30, lecture hall HS11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Eduardo Abi Jaber (Université Paris 1 Panthéon-Sorbonne, FR) https://sites.google.com/view/abijabereduardo/ "Linear-Quadratic control of stochastic Volterra equations" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Sandra Trenovatz) 17 Jan '20

17 Jan '20

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 20.01.2020, 16:45, lecture hall HS 7 (#1.303) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Michael Kupper (Univ. Konstanz, DE) https://www.mathematik.uni-konstanz.de/kupper/ "Max-stable risk measures and large deviations" (ISOR Colloquium) The seminar is preceded by tea and coffee with the speaker in the ISOR meeting room (#6.511, 6th floor) at 16.15. For further details (including abstracts) see https://isor.univie.ac.at/isor-colloquium/ ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 21.01.2020, 17:00, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Götz Cypra (UNIQA Versicherung Wien), Dr. Mario Hörig (Oliver Wyman Actuarial, DE) "Deep Learning Techniken im Einsatz: Anwendungen im Kontext von Economic Capital und Cash Flow Projektionsmodellen" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ Details zu Vortrag und Anmeldung siehe: https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 10 Jan '20

10 Jan '20

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 16.01.2020, 16:30, lecture hall HS11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Thorsten Rheinländer (TU Wien) https://fam.tuwien.ac.at/~rheinlan/ "On pathwise stochastic integration" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 17.01.2020, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Natalie Packham (Berlin School of Economics and Law) http://www.packham.net/ "Correlation stress testing of stock and credit portfolios" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 07 Jan '20

07 Jan '20

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 9.01.2020, 16:30, lecture hall HS11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Wei Xu (HU Berlin, DE) https://www.applied-financial-mathematics.de/wei-xu "The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 13 Dec '19

13 Dec '19

Dear friends of FAM & subscribers of FAM-news, As the next week(s) there will be (most probably) no talks we already now wish you a Merry Christmas and a prosperous New Year 2020! Franziska & Sandra (FAM office) ------------------------------------------------------------------------ 8. Weihnachtskolloquium: TU Wien ------------------------------------------------------------------------ Fr., 20.12.2019, 14:00-18:30, Infineon HUB, TU Wien, 1040, Paniglgasse 1-3, Erdgeschoss Liste der Vortragenden: * Florian Besau (TU Wien) * Esther Daus (TU Wien) * Lukas Fabrykowski (Triangular IT Solutions) * Dominik Forkert (IST Austria) * Philip Plank (UNIQA) * Stefanie Pichler (A1 Digital International GmbH) * Rafael Reisenhofer (Uni Wien) * Florian Karl Richter (Northwestern) Das Weihnachtskolloquium (WK) findet seit 2012 jährlich statt und hat sich aus einem anfänglichen Treffen einer Gruppe von Studienkolleg_innen zu einem festen Termin entwickelt, mit Teilnehmer_innen aus den unterschiedlichsten Fachrichtungen der Mathematik. In den Fachvorträgen berichten ehemalige Studierende der TU von ihren aktuellen Arbeits- und Forschungsgebieten und geben somit auch einen Einblick, wohin der berufliche Weg — von Promotion bis Industrie — nach dem Mathematikstudium führen kann. https://www.math.uni-hamburg.de/home/schwenninger/hp/kolloquium.html ------------------------------------------------------------------------ Save the date: ASD 2020 ------------------------------------------------------------------------ 8th Austrian Stochastics Days Th.-Fr., September 10-11, 2020 University of Leoben (German: Montanuniversität Leoben), Austria ------------------------------------------------------------------------ Save the date! ------------------------------------------------------------------------ Advances in Mathematical Finance and Optimal Transport June, 20-26, 2020, Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy Organised by Beatrice Acciaio (LSE), Mathias Beiglböck (Uni Vienna), Christa Cuchiero (WU Vienna), Irene Klein (Uni Vienna), Astrid Kollros (Uni Vienna), Maria Elvira Mancino (Uni Florence), Josef Teichmann (ETH) More detailed information is available on the webpage of the CRM: http://www.crm.sns.it/event/448/ ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 06 Dec '19

06 Dec '19

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 12.12.2019, 16:30, lecture hall HS11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Kaitong Hu (Ecole Polytechnique, FR) https://www.researchgate.net/profile/Kaitong_Hu "Mean-field Langevin dynamics and its Applications in Deep Learning" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ University of Vienna, Deptartment of Finance ------------------------------------------------------------------------ We., 11.12.2019, 11:45-12:45, seminar room 6 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor Matan Tsur (Uni Wien) https://homepage.univie.ac.at/matan.tsur/ "Efficient Investment and Search in Matching Markets" (Brown Bag Seminar) For further details (including abstracts) see http://finance.univie.ac.at/en/research/brown-bag-seminar/ ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 29 Nov '19

29 Nov '19

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 03.12.2019, 16:30, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Dr. Florian Gach, Österreichische Finanzmarktaufsicht (FMA) "Analytische Validierungsformeln für die Berechnung des besten Schätzwerts in der klassischen Lebensversicherung" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/events/vr/20191203.php ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 5.12.2019, 16:30, lecture hall HS11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Stefan Gerhold (TU Wien) https://fam.tuwien.ac.at/~sgerhold/ "Dynamic trading under integer constraints" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ We., 4.12.2019, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor 15:45 coffee & cake 16:15 Jérôme Bolte (Toulouse School of Economics, FRA) https://www.tse-fr.eu/people/jerome-bolte "Convergence of gradient curves:Lojasiewicz nequalities, functional inequalities and optimal transport" (Mathematisches Kolloquium) afterwards vinum cum pane For further details (including abstracts) see http://mathematik.univie.ac.at/newsevents/mathematisches-kolloquium/ ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Sandra Trenovatz) 25 Nov '19

25 Nov '19

------------------------------------------------------------------------ ViZuS 2019 - Vienna-Zurich Symposium for young researchers ------------------------------------------------------------------------ *ViZuS 2019* Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields Wed - Fri, Nov. 27 - 29, 2019 Freihaus building of TU Wien, Vienna, Austria *Special Guest / Keynote Speaker:* - Walter Schachermayer (University of Vienna) *Schedule:* https://fam.tuwien.ac.at/vizus2019/#schedule For more details please see: https://fam.tuwien.ac.at/vizus2019/ ------------------------------------------------------------------------ Oesterreichische Nationalbank ------------------------------------------------------------------------ Fr., 29.11.2019, 11:00, Veranstaltungssaal Oesterreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna Anna A. Obizhaeva (New Economic School, RU) http://pages.nes.ru/aobizhaeva/ "Market Microstructure Invariance and Transaction Costs" For registration (until 26.11.2019!) and abstract see: https://www.oenb.at/en/Calendar/2019/2019-11-29-fridayseminar-obizhaeva.html ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 15 Nov '19

15 Nov '19

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Tu., 19.11.2019, lecture hall SR 14 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor 16:30 Christian Schmeiser (Uni Wien) "Can entropy dissipation for Markov processes by time reversal be generalized to nonlinear evolution problems?" (Vienna Seminar in Mathematical Finance and Probability) 17:30 Paul Eisenberg (University of Liverpool, UK) "t.b.a." (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 19.11.2019, 16:30, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Martin Hahn (International Association of Insurance Supervisors) "Insurance Capital Standard" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/events/vr/20191119.php ------------------------------------------------------------------------ PDE Afternoon ------------------------------------------------------------------------ We., 20.11.2019, 14:00-14:45, lecture hall HS 11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Carlo Orrieri (University of Trento, Italy) "A variational approach to the planning problem" (PDE Afternoon) For further details see https://npde.tuwien.ac.at/public/pde_afternoon/?semester=WS2019-20 ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Sandra Trenovatz) 11 Nov '19

11 Nov '19

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 15.11.2019, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Patrick Cheridito (ETH Zurich) https://people.math.ethz.ch/~patrickc/ "Deep optimal stopping" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ ------------------------------------------------------------------------ ViZuS 2019 ... NEWS! ------------------------------------------------------------------------ *Special Guest / Keynote Speaker:* - Walter Schachermayer (University of Vienna) Talk: "Stochastic Portfolio Theory" *ViZuS 2019* Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields Wed, November 27, 2019 (afternoon) - Fri, November 29, 2019 (evening) Freihaus building of TU Wien, Vienna, Austria For submission & registration see https://fam.tuwien.ac.at/vizus2019/ ------------------------------------------------------------------------ Save the date! ------------------------------------------------------------------------ Advances in Mathematical Finance and Optimal Transport June, 20-26, 2020, Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy Organised by Beatrice Acciaio (LSE), Mathias Beiglböck (Uni Vienna), Christa Cuchiero (WU Vienna), Irene Klein (Uni Vienna), Josef Teichmann (ETH Zurich) More detailed information is available on the webpage of the CRM: http://www.crm.sns.it/event/448/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Sandra Trenovatz) 04 Nov '19

04 Nov '19

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 05.11.2019, 17:00, lecture hall: GM 3 Vortmann Hörsaal TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock Reinhold Kainhofer (Generali Versicherung und AVÖ/ÖFdV) "Überprüfung der Angemessenheit der Rententafel AVÖ 2005-R" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 08.11.2019, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Christoph Belak (TU Berlin, DE) http://belak.ch/ "Stochastic Impulse Control: Recent Progress and Applications" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ FAM @ TU Wien: ViZuS 2019 ------------------------------------------------------------------------ Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields (ViZuS 2019) Wed, November 27, 2019 (afternoon) - Fri, November 29, 2019 (evening) Freihaus building of TU Wien, Vienna, Austria For submission & registration see https://fam.tuwien.ac.at/vizus2019/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Franziska Wohlmuth 11 Oct '19

11 Oct '19

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 17.10.2019, 16:30, lecture hall HS 11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Mathias Beiglböck (Univ. Vienna) https://www.mat.univie.ac.at/~mathias/ "An introduction to weak adapted topologies" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Workshop Oesterreichische Nationalbank ------------------------------------------------------------------------ Fr., 25.10.2019, 9:00-17:00, Auditorium, ground floor Oesterreichische Nationalbank, Otto-Wagner-Platz 3, 1090 Vienna Workshop on "Digital currencies, Central Banks and the blockchain: policy implications" Registration under event-management(a)oenb.at by October 17, 2019, at the latest. There are only a few places available. For further details see https://fam.tuwien.ac.at/contact/temp/Workshop_20191025.pdf ------------------------------------------------------------------------ SAVE THE DATE: ASD 2020 ------------------------------------------------------------------------ 8th Austrian Stochastics Days Th.-Fr., September 10-11, 2020 University of Leoben (German: Montanuniversität Leoben), Austria ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Oct '19

09 Oct '19

------------------------------------------------------------------------ PDE Afternoon at TU Wien ------------------------------------------------------------------------ We., 9.10.2019, 15:00 - 15:30, lecture hall HS 11, Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Gudmund Pammer (TU Wien) "From Optimal Weak Transport to the Schrödinger problem" (PDE Afternoon) For further details see https://npde.tuwien.ac.at/public/pde_afternoon/?semester=WS2019-20 ------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 10.10.2019, 16:30, lecture hall HS 11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor Mathias Beiglböck (Univ. Vienna) https://www.mat.univie.ac.at/~mathias/ "An introduction to weak adapted topologies" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 11.10.2019, 11:00, room D3.0.225 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Joël Peres (INSEAD) https://www.insead.edu/faculty-research/faculty/joel-peress "Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain" (Finance Research Seminar) For further details (including abstracts) see http://www.vgsf.ac.at/events/finance-research-seminar/ To find the room on the WU Campus search for "D3.0.225" on: http://gis.wu.ac.at/?roomShow=D3.0.225 ------------------------------------------------------------------------

1 1

reminder for upcoming seminars and talks
by Sandra Trenovatz 30 Sep '19

30 Sep '19

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 01.10.2019, 17:00, Freihaus Hörsaal 6 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area Gerd Müller und Bernd Müller (SCOR) »Biological Age Model«: Eine erweiterte Form der Risikobewertung in der Lebensversicherung (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 30 Aug '19

30 Aug '19

------------------------------------------------------------------------ FAM @ TU Wien: Rough Workshop 2019 ------------------------------------------------------------------------ Wed-Fri, 04-06.09.2019, Zeichensaal 3 (Freihaus, 7th fl., green section) FAM @ TU Wien, Wiedner Hauptstraße 8-10, 1040 Wien *Workshop "Rough volatility: regularity structures and deep learning"* Wed, 15:00-16:30 & Thu, 9:15-10:45 Peter Friz (TU Berlin) "Rough paths, rough volatility, regularity structures" Thu, 11:00-12:30 & Fri, 10:00-11:30 Christian Bayer (WIAS Berlin) "Calibration of rough volatility models by deep learning" For further details (including abstracts) see https://fam.tuwien.ac.at/rough2019/ ------------------------------------------------------------------------ Wolfgang Pauli Institute: High-Dimensional Stochastics ------------------------------------------------------------------------ Th., 05.09.2019, 14:00-17:00, Seminar Room 08.135, WPI, 1090 Wien, Oscar-Morgenstern Platz 1, 8th floor *"An afternoon of high-dimensional stochastics"* Speakers: - Sara Svaluto-Ferro (Wien) - Christa Cuchiero (Wien) - Nils Detering (Santa Barbara, California) - Paul Eisenberg (Liverpool) - Asma Khedher (Amsterdam) For further details see: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/… ------------------------------------------------------------------------

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