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Research Seminar Series
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We., 19.1.2022, 18:15-19:30 (UTC +1:00 = CET), online talk
Damir Filipovic (EPFL and Swiss Finance Institute)
"Stripping the Discount Curve – a Robust Machine Learning Approach"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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20th Winter Seminar on Mathematical Finance
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Mo., 24.1.2022, 08:30-16:30 (UTC +1:00 = CET), online seminar
For further details (including abstracts & speakers) see
https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/winterschool.html
REGISTRATION
https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/20onlineregistration.ht…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Prosit Neujahr!
Wir wünschen Ihnen Gesundheit, Glück und Erfolg für 2022!
Franziska Wohlmuth und Sandra Trenovatz (FAM-office)
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World Online Seminars on Machine Learning in Finance
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Tu., 11.1.2022, 19:00 (UTC +1:00 = CET), online talk
Thaleia Zariphopoulou (University of Texas)
"Learning in mean-field games under forward performance criteria"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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We., 12.1.2022, 16:00 (UTC +1:00 = CET), online talk
Virginia Young (University of Michigan)
"Stackelberg Differential Game for Insurance under Model Ambiguity"
For further details see
https://owars.info/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Dear subscribers,
Tomorrow's talk in the Vienna Seminar in Mathematical Finance and
Probability
https://fam.tuwien.ac.at/events/vs-mfp/
is cancelled, and so there will be no seminar tomorrow. The intended new
date is Feb 03 2022; details to be announced.
Best regards
Stefan Gerhold
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Vienna Seminar in Mathematical Finance and Probability
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Th., 16.12.2021, 15:30 (UTC +1:00 = CET), online
Xin Zhang (University of Vienna)
"Expert Prediction Problem"
For further details (including abstract & log-in link) see
https://fam.tuwien.ac.at/vs-mfp/
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Online seminars on Optimal Stopping and Related Topics
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We., 15.12.2021, 18:00 (UTC +1:00 = CET), online talk
Peter Carr (NYU)
"Stoptions: Representations and Applications"
For further details see
https://sites.google.com/view/optimalstopping/home
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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One World Actuarial Research Seminar
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We., 8.12.2021, 17:00 (UTC +1:00 = CET), online talk
Shengchao Zhuang (University of Nebraska-Lincoln)
"S-shaped narrow framing, skewness and the demand for insurance"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Th., 9.12.2021, 19:00 (UTC +1:00 = CET), online talk
Michael Kupper (University of Konstanz)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Talks in Financial and Insurance Mathematics
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Th., 9.12.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Christa Cuchiero (University of Vienna)
"Optimal Bailout Strategies Resulting from the Drift Controlled
Supercooled Stefan Problem"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
--
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 2.12.2021, 19:00-20:00 (UTC +1:00 = CET), online talk
Philippe Casgrain, ETH Zürich and Princeton University
"Anytime-valid sequential testing for elicitable functionals via
supermartingales "
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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Talks in Financial and Insurance Mathematics
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Th., 2.12.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Tobias Fissler (WU Vienna)
"Backtesting Systemic Risk Forecasts using Multi-Objective
Elicitability"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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ISOR Colloquium
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Mo., 22.11.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk
Simon Hochgerner (FMA - Austrian Financial Market Authority)
"Mean-field LIBOR market models and valuation of long term guarantees"
For further (including abstract & log-in link) see
https://isor.univie.ac.at/isor-colloquium/current-talks/
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World Online Seminars on Machine Learning in Finance
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Tu., 23.11.2021, 18:00 (UTC +1:00 = CET), online talk
Beatrice Acciaio (ETH Zurich)
"Generative Adversarial Learning with Adapted Distances"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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We., 24.11.2021, 13:00 (UTC +1:00 = CET), online talk
Luitgard Veraart (London School of Economics)
"When does portfolio compression reduce systemic risk?"
For further details see
https://owars.info/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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To whom it may concern,
we would like to draw your attention to TODAY'a talk of Peter Friz,
which was missing at the last FAM-news mailing.
Additonally we suggest to save the date for the 10th Austrian
Stochastics Days!
Best wishes, Sandra
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Informal Probability Seminar
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We., 17.11.2021, 13:30-15:30 (UTC +1:00 = CET)
Oskar-Morgenstern-Platz 1, 2nd floor, Meeting room 2 (BZ 2)
Peter K. Friz (TU Berlin)
"The Liouville Brownian rough path"
For further details see
https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/…
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ASD 2022 - Save the date
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10th Austrian Stochastics Days 2022
Th.-Fr., September 8-9, 2022, Vienna, Austria
https://stochastics-days.at/
Organised by Julio Backhoff (Univ. of Vienna)
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For further events of this week see:
https://fam.tuwien.ac.at/events/#upcoming_talksevents
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Vienna Seminar in Mathematical Finance and Probability
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Th., 18.11.2021
lecture hall 14, Oskar-Morgenstern-Platz 1, 2nd floor
16:45-17:30 (UTC+1 = CET)
Gabriela Kováĉova (WU Vienna)
"Time consistency of mean-risk problem and a set-valued Bellman's
principle"
17:30-18:15 (UTC+1 = CET)
Stefan Rigger (University of Vienna)
"Optimal bailout strategies and the drift-controlled probabilistic
supercooled Stefan problem"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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Online seminars on Optimal Stopping and Related Topics
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We., 17.11.2021, 13:00 (UTC +1:00 = CET), online talk
Anna Aksamit (The University of Sydney)
"Generalized BSDEs with random time horizon in a progressively enlarged
filtration"
For further details see
https://sites.google.com/view/optimalstopping/home
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Talks in Financial and Insurance Mathematics
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Th., 18.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Sergio Pulido (ENSIIE)
"American Options in the Rough Heston Model"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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One World Probability Seminar
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Th., 18.11.2021, 15:00-15:45 (UTC +1:00 = CET), online talk
Ivan Nourdin (University of Luxembourg)
"The Breuer-Major theorem: old and new"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 8.11.2021, 17:00 (UTC +1:00 = CET), online talk
David Proemel (Mannheim)
"Model-free portfolio theory: a rough path approach"
For further details see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
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Talks in Financial and Insurance Mathematics
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Th., 11.11.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Gudmund Pammer (ETH Zürich)
"TBA"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 12.11.2021, 15:00-16:30 (UTC +1:00 = CET), online talk
Łukasz Delong (Warsaw School of Economics)
"Gamma Mixture Density Networks and their application to modelling
insurance claim amounts"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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