------------------------------------------------------------------------
World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
Tue., 7.11.2023, 19:00 CET, online talk
Michael Ludkovski (University of California Santa Barbara)
"Machine Learning Surrogates for Parametric and Adaptive Optimal Execution"
For further details see
https://sites.google.com/view/mlfinance/
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 9.11.2023, 15:30-17:45 CET, SR13 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Andreas Søjmark (LSE London)
"Endogneous distress contagion in a dynamic interbank model"
Gregoire Loeper (BNP Paribas, previously Monash Univ.)
"Black and Scholes, Legendre and Sinkhorn"
Sascha Desmettre (JKU Linz)
"Equilibrium Investment with Random and State-Dependent Risk Aversion"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 9.11.2023, 19:00-20:00 CET, online talk
Silvana Pesenti (University of Toronto)
"Dynamic robust risk measures with applications"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Probability Seminar
------------------------------------------------------------------------
Thu., 2.11.2023, 15:00-17:00 CET, online talk
Karl-Theodore Sturm (University of Bonn)
Eva Kopfer (University of Bonn)
"Conformally Invariant Random Geometry on Manifolds of Even Dimension"
For further details see
https://www.owprobability.org/one-world-probability-seminar
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00, https://time.is/en/CET
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 25.10.2023, 16:00 CEST (15:00 BST), online talk
Sofia Olhede (EPF Lausanne)
"On Graph Limits as Models for Interaction Data"
For further details see
https://www.windsmath.com/event-details-1025.html
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 26.10.2023, 19:00 CEST, online talk
Igor Cialenco (Illinois Institute of Technology)
"SPDEs in finance and their statistical inference"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
Actuarial Modelling Club
------------------------------------------------------------------------
Tue., 17.10.2023, 17:00-18:00 CEST, lecture hall 8
TU Wien, Freihaus building, Wiedner Hauptstraße 8-10, 1040 Wien, 2nd floor, yellow section
Andrea Rauter and Daniel Thompson (B&W Deloitte GmbH)
"IFRS 17 Veröffentlichungen - Q2 2023 Disclosures"
For further details see
https://fam.tuwien.ac.at/events/timetable.php
------------------------------------------------------------------------
One World Probability Seminar
------------------------------------------------------------------------
Thu., 19.10.2023, 16:00-18:00 CEST, online talk
Martin Hairer (EPFL and Imperial College London)
"Stochastic Quantisation of Yang-Mills"
Hao Shen (University of Wisconsin-Madison)
"Invariant measure and universality of the 2D Yang-Mills Langevin dynamic"
For further details see
https://www.owprobability.org/one-world-probability-seminar
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 20.10.2023, 13:30 CEST, online talk
Theodor Sturm (University of Bonn)
"Conformally Invariant Random Geometry on Manifolds of Even Dimension"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 11.10.2023, 11:00 CEST, online talk
Tolulope Fadina (University of Illinois Urbana-Champaign)
"Optimal reinsurance with multivariate risks and dependence uncertainty"
For further details see
https://owars.info/
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 12.10.2023, 15:45-17:15 CEST, SR13 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Jan Kallsen (Kiel University)
"Should I invest in the market portfolio? - A parametric approach"
Hanspeter Schmidli (University of Cologne)
"Stabilizing the surplus process through the control of Drawdowns"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 12.10.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
Mike Ludkovski (University of California Santa Barbara)
"TBA"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
Budapest-Vienna Probability Seminar
------------------------------------------------------------------------
Fri., 6.10.2023, 14:00-17:20 CEST, HS 17 "Friedrich Hartmann"
TU Wien, Karlsplatz 13, 1040 Wien
Bálint Tóth (Rényi Institute and University of Bristol)
"(Towards an) Invariance Principle for the Random Lorentz Gas under Weak Coupling Limit Beyond the Kinetic Time Scale"
Herbert Spohn (TU München)
"Integrable many-particle systems: generalized free energy and scattering shift."
Jan Maas (ISTA)
"TBA"
For further details see
https://sites.google.com/view/budapest-vienna-proba-semi/home
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 27.9.2023, 17:00 CEST, online talk
Ralf Korn (TU Kaiserslautern)
"Optimal portfolios with sustainable assets: aspects for life insurers"
For further details see
https://owars.info/
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 27.9.2023, 17:00 CEST (16:00 BST), online talk
Valerie Livina (National Physical Laboratory (NPL))
"Tipping point analysis for real-world complex systems"
For further details see
https://www.windsmath.com/upcoming_event.html
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Thu., 28.9.2023, 19:00 CEST, online talk
Josef Teichmann (ETH Zurich)
"Robust Optimal Growth from an analytical and learning perspective"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
Wed., 13.9.2023, 17:00 CEST, online talk
Bin Zou (University of Connecticut)
"Reinsurance Games with Multiple Reinsurers"
For further details see
https://owars.info/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 14.9.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
Gökçe Dayanıkli (University of Illinois Urbana-Champaign)
"Single level approach to solve Stackelberg Mean Field Games"
David Itkin (Imperial College London)
"Ergodic robust maximization of asymptotic growth with stochastic factors."
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
Women in Data Science and Mathematics
------------------------------------------------------------------------
Wed., 5.7.2023, 14:00 CEST (13:00 BST), online talk
Yuejie Chi (Carnegie Mellon University)
"Reinforcement Learning meets Federated Learning and Distributional Robustness"
For further details see
https://www.windsmath.com/event-details-0705.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------
------------------------------------------------------------------------
WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Fri., 30.6.2023, 11:30-12:45 CEST, room TC.3.01
WU Wien, 1020 Wien, Welthandelsplatz 1, building TC
Tobias Fissler (ETH Zurich)
"Spotlights on the Theory of Elicitability"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
-----------------------------------------------------------------------