- FAM-news - TU FAM Mailing lists

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 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 ------------------------------------------------------------------------

4 years, 8 months

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reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

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

4 years, 8 months

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reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

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

4 years, 9 months

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reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

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

4 years, 9 months

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reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

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

4 years, 9 months

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reminder for upcoming seminars and talks

by Sandra Trenovatz

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

4 years, 9 months

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reminder for upcoming seminars and talks

by Sandra Trenovatz

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/ ------------------------------------------------------------------------

5 years, 1 month

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reminder for upcoming seminars and talks

by Sandra Trenovatz

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/ ------------------------------------------------------------------------

5 years, 1 month

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reminder for upcoming ONLINE seminars and talks

by Sandra Trenovatz

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/

5 years, 1 month

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upcoming online seminars and talks

by Sandra Trenovatz

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>

5 years, 2 months

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upcoming seminars and talks

by Sandra Trenovatz

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

5 years, 2 months

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upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ 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… ------------------------------------------------------------------------

5 years, 2 months

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TODAY's talk of Mete Soner

by Sandra Trenovatz

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

5 years, 2 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ "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/ ------------------------------------------------------------------------ --

5 years, 3 months

2
1

reminder for upcoming seminars and talks

by Sandra Trenovatz

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/ ------------------------------------------------------------------------

5 years, 3 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

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

5 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

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

5 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ --

5 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

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

5 years, 4 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ --

5 years, 5 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

5 years, 5 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

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

5 years, 5 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ --

5 years, 5 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

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/ ------------------------------------------------------------------------ --

5 years, 6 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ --

5 years, 6 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ --

5 years, 6 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

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

5 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

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

5 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

5 years, 7 months

1
0

reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

5 years, 7 months

1
0

reminder for upcoming seminars and talks

by Franziska Wohlmuth

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

5 years, 8 months

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

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

5 years, 8 months

1
1

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------

5 years, 8 months

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ 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/… ------------------------------------------------------------------------

5 years, 10 months

1
0

Vienna Congress on Math. Finance, Sept. 9-11, 2019, and VCMF Educational Workshop, Sept. 12-13, 2019

by Sandra Trenovatz (VCMF 2019)

----------------------------------------------------- Vienna Congress on Mathematical Finance (VCMF 2019) Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- *Deadline approaching:* Standard registration ends on August 25, 2019 (from August 26, 2019, late registration fee applies): https://fam.tuwien.ac.at/vcmf2019/registration.php ----------------------------------------------------- The second Vienna Congress on Mathematical Finance (VCMF 2019) will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization) - Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation) - Robust Finance - Stochastic and Rough Volatility The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. In the framework of a Panel Discussion (September 9, 2019) on the topic "The big data revolution in mathematical finance" we offer the conference participants a platform for discussions with a number of renowned experts. The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. For further information including details on plenary and invited speakers see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ We are looking forward to meeting you in September in Vienna! With kind regards from the VCMF 2019 organisers, Mathias Beiglböck, Rüdiger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinländer, Birgit Rudloff, Walter Schachermayer, Uwe Schmock ----------------------------------------------------- Location: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Vienna - Vienna University of Economics & Business TU Wien - Vienna University of Technology University of Vienna Wolfgang Pauli Institute (WPI) Vienna Gold Sponsor: Raiffeisen Bank International (RBI) BAWAG P.S.K. Silver Sponsor: B&W Deloitte EnergieAllianz Austria (EAA) EY Meyerthole Siems Kohlruss UNIQA Insurance Group Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Fred Espen Benth (University of Oslo) - Bruno Bouchard (Université Paris-Dauphine) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) - Walter Schachermayer (University of Vienna) at the Educational Workshop: - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Huyên Pham (University Paris VII Diderot) - Josef Teichmann (ETH Zurich) - Luitgard A. M. Veraart (London School of Economics) Invited Speakers at the Congress: - Emmanuel Bacry (École Polytechnique and Université Paris-Dauphine) - Peter Bank (TU Berlin) - Zachary Feinstein (Washington University in St. Louis) - Damir Filipovic (EPFL and Swiss Finance Institute) - Kathrin Glau (Queen Mary University of London) - Archil Gulisashvili (Ohio University) - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Nikolaus Hautsch (University of Vienna) - Blanka Horvath (King's College and Imperial College London) - Ying Jiao (Université Claude Bernard Lyon 1) - Sigrid Källblad (KTH Royal Institute of Technology) - Eyal Neuman (Imperial College London) - Marcel Nutz (Columbia University) - Miklos Rasonyi (Alfred Renyi Institute of Mathematics) - Nizar Touzi (École Polytechnique) - Luitgard A. M. Veraart (London School of Economics) https://fam.tuwien.ac.at/vcmf2019/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "The big data revolution in mathematical finance" For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Registration: Standard registration is possible until August 25, 2019. From August 26, 2019, late registration fee applies. https://fam.tuwien.ac.at/vcmf2019/registration.php CPD: The attendance at VCMF 2019 (full week, Sept. 9-13, 2019) may qualify for up to 30 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2019. 18 CPD credits for VCMF Congress (Sep 9-11) and 12 CPD credits for VCMF Educational Workshop (Sep 12-13). VCMF 2019 is accredited by the AVÖ - Actuarial Assoc. of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "Le congrès danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815) -----------------------------------------------------

5 years, 10 months

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

Sorry for the late announcement: ------------------------------------------------------------------------ IST Austria: Rough Paths ------------------------------------------------------------------------ Th./Fr., 04. & 05.07.2019, 10:15–11:45, Heinzel Seminar Room IST Austria, Office Bldg West (I21.EG.101) Peter Friz (TU Berlin, Germany) http://page.math.tu-berlin.de/~friz/ Mini-course consisting of two sessions: "Rough paths, Rough volatility and Regularity Structures" Day #1 (https://talks-calendar.app.ist.ac.at/generate_invitation/2024): The lecture is loosely based on the book [F-Hairer, Course on Rough Paths, with an Introduction to Regularity Structures, Springer 2014] but I will aim for a balance between introductory/standard material and advanced topics taken from the 2nd edition (in preparation), hopefully making the talk accessible to a diverse audience. Among the new material I will introduce the rough volatility model from quantitative finance as simple (but not too simple) example of a regularity structures that exhibits many features also seen in the analysis of singular stochastic partial differential equations like KPZ. Day#2 (https://talks-calendar.app.ist.ac.at/generate_invitation/2025): There will be some flexibility, and I am happy to cater to interests of the audience. Possible topics include: Rough semimartingales, rough paths with jumps, applications (of rough paths and regularitystructures) to large deviations and Laplace method, applications to Multiscale Systems, Homogenization. With a printout of the invitations (see links above) you can use the shuttle between Heiligenstadt and IST Austria for free. (https://ist.ac.at/de/campus/anreise/) ------------------------------------------------------------------------ VCMF 2019 - Vienna Congress on Mathematical Finance... ------------------------------------------------------------------------ 2nd Vienna Congress on Mathematical Finance 2019 & VCMF Educational Workshop (jointly organised by WU Wien, TU Wien and University of Vienna) WU Vienna, Mon-Fri, September 9-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ *The early registration was prolonged until July 6, 2019.* ------------------------------------------------------------------------

5 years, 11 months

1
0

Vienna Congress on Mathematical Finance - Early Registration ends on 30 June 2019

by Sandra Trenovatz

To Whom it May Concern, the TU Wien (FAM - Financial and Actuarial Mathematics), WU Vienna, University of Vienna as well as the Wolfgang Pauli Institute jointly organise the international event *VCMF 2019*: Vienna Congress on Mathematical Finance Mon-Wed, 9-11 September 2019 VCMF Educational Workshop Thu-Fri, 12-13 September 2019 https://fam.tuwien.ac.at/vcmf2019/ *End of Early Registration:* Reduced registration fee applies until 30 June 2019: https://fam.tuwien.ac.at/vcmf2019/registration.php *Abstracts:* For the VCMF Educational Workshop all abstracts are online, for the VCMF Conference the first abstracts are available. See: https://fam.tuwien.ac.at/vcmf2019/program.php *"START-Preis":* Christa Cuchiero - plenary speaker of the VCMF Conferende as well as (former) employee of TU Wien, University of Vienna and WU Vienna - received the "START-Preis" of the Austrian Science Fund (FWF). This is the highest Austrian award for young scientists of any discipline - the recipients are selected by an international jury of experts. See: https://fam.tuwien.ac.at/vcmf2019/news.php *Vienna City Hall:* The Conference Dinner takes place in the Vienna City Hall - same a the Vienna Ball of Sciences or the worldwide renowned Life Ball. After the delicious dinner participants can dance - true to the motto of the VCMF event: "Mu and Sigma waltzing the Congress": https://fam.tuwien.ac.at/vcmf2019/mu_sigma.php With best regards, Sandra VCMF 2019 Conference & Workshop Secretariat Katrin Artner and Sandra Trenovatz +--------------------- | | VCMF 2019 - Vienna, Austria | | Vienna Congress on Mathematical Finance | Mon-Wed, September 9-11, 2019 | | VCMF Educational Workshop | Thu-Fri, September 12-13, 2019 | | https://fam.tuwien.ac.at/vcmf2019/ | +-------------------------------------------------

6 years

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Announcement of a Habilitation Talk at TU Wien ------------------------------------------------------------------------ Tu., 18.06.2019, 09:30, seminar room DA gelb 05a TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 5th floor Julia Eisenberg (TU Wien, Univ. Liverpool) https://fam.tuwien.ac.at/~jeisenbe/ "A new approach for satisfactory pensions with no guarantees" (Public Habilitation Talk / Habilitationskolloquium) For further details (including abstracts) see http://fam.tuwien.ac.at/contact/temp/Habilkolloquium_Eisenberg.pdf ------------------------------------------------------------------------ Universität Wien - Fachvortrag und Fallbeispiel aus der Beratungspraxis ------------------------------------------------------------------------ Tu., 18.06.2019, 17:30 c.t., Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Ferdinand Graf (d-fine) "Künstliche Intelligenz in der Praxis" David Haberfellner (d-fine) "Kapitalmarkt und Ordermanagement" (Mathematik in derUnternehmensberatung - Fachvortrag und Fallbeispiel aus der Beratungspraxis) Ausklang des Abends mit Snacks und Getränken. For further details (including abstracts) see http://fam.tuwien.ac.at/contact/temp/20190618_dfine.pdf ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Mo., 24.06.2019, 17:00, lecture hall 6 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area Frank Schiller (Munich Re, DE) "Moderne Life-Style Produkte in der Lebensversicherung mit Big Data und Machine Learning" (Actuarial Modelling Club) For further details (including abstracts) and *registration* see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------

6 years

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ We., 12.06.2019, 17:00, lecture hall 5 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area Jan-Philip Gamp, Ehsan Ayatollahi (Milliman, DE) "IFRS17 - unterschiedliche Bewertungsansätze in der Lebensversicherung" (Actuarial Modelling Club) For further details (including abstracts) and *registration* see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Th., 13.6.2019, 11:00-12:30, room D3.0.233 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Dimitri Vayanos (London School of Economics) http://www.lse.ac.uk/Finance/People/Faculty/Vayanos "Asset Management Contracts and Equilibrium Prices" (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 "D3.0.233" on: http://gis.wu.ac.at/?roomShow=D3.0.233 ------------------------------------------------------------------------ Announcement of a Habilitation Talk at TU Wien ------------------------------------------------------------------------ Tu., 18.06.2019, 09:30, seminar room DA gelb 05a TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 5th floor Julia Eisenberg (TU Wien, Univ. Liverpool) https://fam.tuwien.ac.at/~jeisenbe/ "A new approach for satisfactory pensions with no guarantees" (Public Habilitation Talk / Habilitationskolloquium) For further details (including abstracts) see http://fam.tuwien.ac.at/contact/temp/Habilkolloquium_Eisenberg.pdf ------------------------------------------------------------------------

6 years

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Workshop 2 of the Thematic Program "Optimal Transport" ------------------------------------------------------------------------ Mo.-Fr, 03.- 07.05.2109, Boltzmann Lecture Hall, 2nd floor Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2 Workshop 2: Optimal Transport in Analysis and Probability For further details (including abstracts) see https://www.esi.ac.at/activities/events/2019/optimal-transport - - - - - - - - - - - - - - - To mention one of the talks: - - - - - - - - - - - - - - - Mo., 03.05.2109, 15:00-15:45: Sigrid Källblad (KTH Stockholm) "Stochastic control of measure-valued martingales with applications to robust finance" ------------------------------------------------------------------------ Vienna Graduate School of Finance (VGSF) ------------------------------------------------------------------------ Fr., 07.06.2019, 11:00, room D3.0.225 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor Robert Korajczyk (Northwestern University) https://www.kellogg.northwestern.edu/faculty/directory/korajczyk_robert.aspx "Arbitrage Portfolios" (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 ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ We., 12.06.2019, 17:00, lecture hall 5 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area Jan-Philip Gamp, Ehsan Ayatollahi (Milliman, DE) "IFRS17 - unterschiedliche Bewertungsansätze in der Lebensversicherung" (Actuarial Modelling Club) For further details (including abstracts) and *registration* see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 24.06.2019, 17:00, lecture hall 6 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, green area Frank Schiller (Munich Re, DE) "Moderne Life-Style Produkte in der Lebensversicherung mit Big Data und Machine Learning" (Actuarial Modelling Club) For further details (including abstracts) and *registration* see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------

6 years

1
0

reminder for upcoming seminars and talks (THIS & NEXT week)

by Sandra Trenovatz

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at University of Vienna ------------------------------------------------------------------------ Friday, 17.05.2019, Besprechungszimmer / meeting room 9th floor Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1 12:30: Annemarie Grass (Univ. Vienna) "Multimarginal Solutions to the Skorokhod Embedding Problem and the Information Paradox in Robust Mathematical Finance" (Public PhD Thesis Defense) 13:00: Manuel Eder (Univ. Vienna) "A synthetic view on stochastic processes" (Public PhD Thesis Defense) ------------------------------------------------------------------------ VCMF 2019 - Submissions possible until Saturday, May 18, 2019 ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance & VCMF Educational Workshop Vienna, September 9-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ The submission deadline for contributed talks & posters is Saturday, May 18, 2019. https://fam.tuwien.ac.at/vcmf2019/registration.php ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 24.05.2019, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Katia Colaneri (University of Leeds, UK) https://physicalsciences.leeds.ac.uk/staff/1491/dr-katia-colaneri "A class of recursive optimal stopping problems with an application to stock trading" (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 ------------------------------------------------------------------------

6 years, 1 month

1
1

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ Mo., 13.5.2019, 12:00, room D4.0.019 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Steven Baker (University of Virginia) https://www.commerce.virginia.edu/faculty/baker "Asset Prices and Portfolios with Externalities" (Finance Brown Bag Seminar) For further details (including abstracts) see https://www.wu.ac.at/en/finance/research/brown-bag-seminar/ To find the room on the WU Campus search for "D4.0.019" on: http://gis.wu.ac.at/?roomShow=D4.0.019 ------------------------------------------------------------------------

6 years, 1 month

1
0

reminder for upcoming talk & VCMF 2019

by Sandra Trenovatz

------------------------------------------------------------------------ WU Wien, Institute for Finance, Banking and Insurance ------------------------------------------------------------------------ We., 08.05.2019, 11:00, room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Leopold Sögner (IHS) https://www.ihs.ac.at/de/personen/leopold-soegner/ "Optimal High-Risk Investment" (Finance Brown Bag Seminar) For further details (including abstracts) see https://www.wu.ac.at/en/finance/research/brown-bag-seminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------ VCMF 2019 - Extended Submission Deadline ------------------------------------------------------------------------ 2nd Vienna Congress on Mathematical Finance 2019 & VCMF Educational Workshop (jointly organised by WU Wien, TU Wien, University of Vienna and WPI) WU Vienna, Mon-Fri, September 9-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ***UPDATE:*** The submission deadline for contributed talks & posters is extended until Saturday, May 18, 2019. https://fam.tuwien.ac.at/vcmf2019/registration.php ------------------------------------------------------------------------

6 years, 1 month

1
0

reminder for todays & upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 18.04.2019, 15:45, Boltzmann Lecture Hall, 2nd floor Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2 Josef Teichmann (ETH Zurich, CH) https://people.math.ethz.ch/~jteichma/ "Machine Learning in Finance" (Vienna Seminar in Mathematical Finance and Probability) Please note that time & place is different as usual! For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ This talk is also part of the thematic program "Optimal Transport" - see below. ------------------------------------------------------------------------ Thematic Program "Optimal Transport" ------------------------------------------------------------------------ Th., 18.04.2019, 13:45-16:45, Boltzmann Lecture Hall, 2nd floor Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2 Eric Carlen (Rutgers Univ.) "Brascamp Lieb inequalities for fermions and non-commutative mass transport" Yvain Bruned (Univ. of Edinburgh) "Geometric Stochastic Heat Equations" Josef Teichmann (ETH Zürich) "Machine Learning in Finance" Th., 25.04.2019, 15:45-16:45, Boltzmann Lecture Hall, 2nd floor Uni Wien / ESI, 1090 Wien, Boltzmanngasse 9/2 Mathieu Lewin (CNRS & Univ. Paris-Dauphine) "Optimal Transport and Density Functional Theory" May 6-10: Introductory School on Optimal Transport May 13-17: Workshop 1: Optimal Transport: from Geometry to Numerics June 3-7: Workshop 2: Optimal Transport in Analysis and Probability For further details (including abstracts) see https://www.esi.ac.at/activities/events/2019/optimal-transport ------------------------------------------------------------------------

6 years, 2 months

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 12.4.2019, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Michaela Szölgyenyi (University of Klagenfurt) https://www.aau.at/en/statistics/team/szoelgyenyi-michaela/ "Convergence order of Euler-type schemes for SDEs in dependence of the Sobolev regularity of the drift" (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 ------------------------------------------------------------------------

6 years, 2 months

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 4.4.2019, 16:15(!), seminar room DC rot 07 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area Hanna Wutte (ETH Zurich) https://www.math.ethz.ch/the-department/people.html?u=hwutte "Randomized shallow neural networks and their use in understanding gradient descent" (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., 5.4.2019, 09:00, seminar room D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Nadja Klein (School of Business and Economics, HU Berlin) http://www.wiwi.hu-berlin.de/de/professuren/vwl/statistik/members/personalp… "Implicit Copulas from Bayesian Regularized Regression Smoothers" (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 ------------------------------------------------------------------------ Vienna City Marathon ------------------------------------------------------------------------ Sunday, 7.4.2019, 9:xx - 13:yy, 42.195 km through Vienna, at the relay category this is: 15.5 + 6.0 + 9.3 + 11.395 km. FAM starts with 4 relay teams: FAM@TU speed measure FAM@TU random walk FAM@TU expected shortfall FAM@TU no free lunch You are welcome to cheer for us :-) For further details - especially the results afterwards - see https://www.vienna-marathon.com/ ------------------------------------------------------------------------

6 years, 2 months

1
0

VCMF 2019 - Vienna Congress on Mathematical Finance, Sept. 2019

by Sandra Trenovatz

----------------------------------------------------- VCMF 2019 - Vienna, Austria Vienna Congress on Mathematical Finance Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- To Whom it May Concern, The second Vienna Congress on Mathematical Finance (VCMF 2019) will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization) - Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation) - Robust Finance - Stochastic and Rough Volatility The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. For further information including details on plenary and invited speakers invited see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ Submission and Registration is open: https://fam.tuwien.ac.at/vcmf2019/registration.php We are looking forward to meeting you in September in Vienna! With kind regards from the VCMF 2019 organisers, Mathias Beiglböck, Rüdiger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinländer, Birgit Rudloff, Walter Schachermayer, Uwe Schmock ----------------------------------------------------- Location: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Vienna - Vienna University of Economics & Business TU Wien - Vienna University of Technology University of Vienna Gold Sponsor: Raiffeisen Bank International (further sponsors are welcome) Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Fred Espen Benth (University of Oslo) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) - Johannes Muhle-Karbe (Imperial College London) at the Educational Workshop: - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Huyên Pham (University Paris VII Diderot) - Josef Teichmann (ETH Zurich) - Luitgard A. M. Veraart (London School of Economics) Invited Speakers at the Congress: - Emmanuel Bacry (Ecole Polytechnique and Université Paris-Dauphine) - Damir Filipovic (L'Ecole Polytechnique Fédérale de Lausanne) - Kathrin Glau (Queen Mary University of London) - Archil Gulisashvili (Ohio University) - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Nikolaus Hautsch (University of Vienna) - Blanka Horvath (King's College and Imperial College London) - Ying Jiao (Université Claude Bernard Lyon 1) - Sigrid Källblad (KTH Royal Institute of Technology) - Marcel Nutz (Columbia University) - Luitgard A. M. Veraart (London School of Economics) - further speakers t.b.a. https://fam.tuwien.ac.at/vcmf2019/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "The big data revolution in mathematical finance" Panellists: - Nikolaus Hautsch Professor of Finance and Statistics of University of Vienna - Jonas Hirz BELTIOS GmbH (Austria) and Head of the Data Science Section of the Actuarial Association of Austria (AVÖ) - further Panellists t.b.a. Moderator: - Josef Teichmann Full Professor of Financial Mathematics, ETH Zürich For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until April 30, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Registration: Early registration is possible until June 30, 2019. Registration is possible until August 15, 2019. Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php CPD: The attendance at VCMF 2019 (full week, Sept. 9-13, 2019) may qualify for up to 30 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2019. 18 CPD credits for VCMF Congress (Sep 9-11) and 12 CPD credits for VCMF Educational Workshop (Sep 12-13). VCMF 2019 is accredited by the AVÖ - Actuarial Association of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "Le congrès danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815) -----------------------------------------------------

6 years, 3 months

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reminder for upcoming talks, workshops and conferences

by Sandra Trenovatz

To Whom it May Concern, additionally to a talk this week we announce a few events of research and cooperation partners as well as the "Vienna Congress on Mathematical Finance (VCMF 2019)" co-organised by FAM @ TU Wien. Best wishes, Sandra (Trenovatz) ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Th., 21.3.2019, 17:00, Freihaus Hörsaal 5 TU Wien, 1040, Wiedner Hauptstraße 8-10 , 2. Stock, grüner Bereich Dr. Gerold Petritsch (EVN) "Über den aktuariellen Tellerrand hinaus: Data Science als Erfolgsfaktor in der Energiewirtschaft" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ ------------------------------------------------------------------------ MathFinance - Frankfurt, April 2019 ------------------------------------------------------------------------ MathFinance Conference Frankfurt, April 8-9, 2019 MathFinance hosts the annual Conference in Frankfurt which is tailored to the European finance community. Providing cutting-edge research and brand new practical applications, the conference is intended for practitioners in the areas of trading, quantitative or derivative research, risk and asset management, insurance as well as for academics studying or researching in the field of financial mathematics. https://www.mathfinance.com/events/mathfinance-conference/ ------------------------------------------------------------------------ Optimal Transport - Vienna, May/June 2019 ------------------------------------------------------------------------ Thematic Programme "Optimal Transport" The program brings together researchers working on Optimal Transport in diverse areas, such as stochastic analysis, mathematical finance, analysis in singular spaces, geometric inequalities, gradient flows, optimal random matching, optimal transport for density matrices, numerical methods, computer vision, and machine learning. The aim of the proposed ESI programme is to establish interactions, encourage new collaborations, and identify synergies between these different disciplines. May 6-10: Introductory School on Optimal Transport May 13-17: Workshop 1: Optimal Transport: from Geometry to Numerics June 3-7: Workshop 2: Opt. Transport in Analysis and Probability http://pub.ist.ac.at/~jmaas/ESI_OT2019/ ------------------------------------------------------------------------ AMaMeF - Paris, June 2019 ------------------------------------------------------------------------ 9th General AMaMeF Conference Paris, June 11-14, 2019 in Paris AMaMeF, acronym for Advanced Mathematical Methods in Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. Under the auspices of AMaMeF numerous conferences, workshops and other scientific activities have been organized. Among these the General AMaMeF Conferences have been the biggest, and they are currently organized in a roughly two-yearly schedule. https://9amamef.sciencesconf.org ------------------------------------------------------------------------ VCMF 2019 - Vienna, September 2019 ------------------------------------------------------------------------ 2nd Vienna Congress on Mathematical Finance 2019 & VCMF Educational Workshop WU Vienna, Mon-Fri, September 9-13, 2019, jointly organised by WU Wien, TU Wien and University of Vienna Submission of abstracts as well as registration is already possible: https://fam.tuwien.ac.at/vcmf2019/ The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. ------------------------------------------------------------------------

6 years, 3 months

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

-------------------------------------------------------------------- Announcement of Public PhD Thesis Defense at TU Wien -------------------------------------------------------------------- We., 13.3.2019, 14:00, conference room of the Deanery, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor (8th floor, then staircase in the green area) Christiane Elgert (FAM @ TU Wien) "Theory of Distribution-Constrained Optimization Problems" (Public PhD Thesis Defense) For further details (including abstracts) see https://fam.tuwien.ac.at/events/ --------------------------------------------------------------------

6 years, 3 months

1
0

reminder for upcoming seminars and talks

by Sandra Trenovatz

------------------------------------------------------------------------ PDE Afternoon at TU Wien ------------------------------------------------------------------------ We., 06.03.2019, 15:30 bis 16:00, HS 17 Friedrich, TU Wien, 1040, Karlsplatz 13, main building, staircase VII, 3rd floor Gudmund Pammer (TU Wien) "Stability of the weak transport / continuity of super-hedging in finance" (PDE Afternoon) For further details see https://www.univie.ac.at/sfb65/#!/public/events/details/?type=1&id=380 ------------------------------------------------------------------------ TU ForMath — Forum Mathematik ------------------------------------------------------------------------ Th., 7.3.2019, 18:00 - 19:00, Freihaus Hörsaal 3 TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow area Johannes Morgenbesser (Österreichische Nationalbank) "Mathematics undercover: Die Mathematik hinter Blockchain und Bitcoin" For further information see: https://www.tuformath.at/vortraege/ ------------------------------------------------------------------------

6 years, 3 months

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