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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 10.3.2022, 19:00-20:00 (UTC +1:00 = CET), online talk
Mesias Alfeus (Stellenbosch University)
"Quantitative Finance: Toward A General Framework for Modelling
Roll-Over Risk"
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., 10.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Umut Çetin (London School of Economics)
"Power Laws in Market Microstructure"
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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Online seminars on Optimal Stopping and Related Topics
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We., 1.3.2022, 12:00 (UTC +1:00 = CET), online talk
Anna Aksamit (University of Sydney)
"Information modelling: new type of filtration enlargement and applications"
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., 3.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Thorsten Schmidt (University of Freiburg)
"Term Structure Modelling with Overnight Rates Beyond Stochastic Continuity"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Research Seminar Series
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Fr., 4.3.2022, 11:00-12:30 (UTC +1:00 = CET), on-campus talk: room
TC.4.05 & stream
Paul Eisenberg (WU Wien)
"Affine Models for Energy Markets"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 4.3.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Mitja Stadje (Ulm University)
"Optimal portfolio choice under endogenous permanent market impacts"
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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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 21.2.2022, 16:30-18:30 (UTC +1:00 = CET), online talk
Gudmund Pammer (ETH Zurich)
"The Wasserstein space of stochastic processes & computational aspects"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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Bachelier Finance Society One World Seminars
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Th., 24.2.2022, 19:00 (UTC +1:00 = CET), online talk
Matteo Burzoni (University of Milan)
"A unifying approach to viability and arbitrage"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Data Science Challenge
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UNIQA Data Science Challenge 2022
Anybody can join - students can win!
Show your skills and accept the challenge:
https://uniqa4ward.com/en/challenge.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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World Online Seminars on Machine Learning in Finance
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Tu., 8.2.2022, 19:00 (UTC +1:00 = CET), online talk
Damir Filipović (EPFL and Swiss Finance Insitute)
"Stripping the Discount Curve -- a Robust Machine Learning Approach"
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., 9.2.2022, 13:00 (UTC +1:00 = CET), online talk
Christian Furrer (University of Copenhagen)
"Change of measure techniques for scaled insurance cash flows"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 10.2.2022, 19:00-20:00 (UTC +1:00 = CET), online talk
Stephane Crepey (Université de Paris / LPSM)
"Darwinian model risk and reverse stress testing"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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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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The talk of Mr. Zhang starts at 16:30. Please find the correct
information below.
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Vienna Seminar in Mathematical Finance and Probability
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Th., 3.02.2022, 16:30 (UTC+1 = CET), online talk
Xin Zhang (University of Vienna)
"Expert Prediction 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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Tu., 1.2.2022, 18:00 (UTC +1:00 = CET), online talk
Bruno Bouchard (Paris Dauphine University)
"Itô-Dupire formula for $C^1$-functionnals and approximate viscosity
solutions of PPDE"
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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Vienna Seminar in Mathematical Finance and Probability
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Th., 3.02.2022, 16:45-17:30 (UTC+1 = CET), online talk
Xin Zhang (University of Vienna)
"Expert Prediction 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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Tu., 1.2.2022, 18:00 (UTC +1:00 = CET), online talk
Bruno Bouchard (Paris Dauphine University)
"Itô-Dupire formula for $C^1$-functionnals and approximate viscosity
solutions of PPDE "
For further details see
https://sites.google.com/view/optimalstopping/home
========================================================================
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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--
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World Online Seminars on Machine Learning in Finance
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Tu., 25.1.2022, 19:00 (UTC +1:00 = CET), online talk
Lin Will Cong (Cornell University)
"Designing AI Models for Finance with An Illustration Using Panel Trees"
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., 26.1.2022, 16:00 (UTC +1:00 = CET), online talk
Emanuela Rosazza Gianin (University of Milano-Bicocca)
"Generalized PELVE and applications to risk measures "
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Th., 27.1.2022, 19:00 (UTC +1:00 = CET), online talk
Johannes Muhle-Karbe (Imperial College London)
"Liquidity Risk and Asset Prices"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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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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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