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Vienna Seminar in Mathematical Finance and Probability
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Thu., 26.1.2023, between 15:30 and 17:45 CET, seminar room D4.0.039
WU Vienna, Welthandelsplatz 1, 1020 Wien, ground floor
Sascha Desmettre (JKU Linz)
"Rough Volatility Modeling and Portfolio Optimization."
Florian Huber (University of Vienna)
"Interacting particles and market capitalization curves"
Thomas Simon (University of Lille, FR)
"On the log-concavity of the Mittag-Leffler distribution"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
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Bachelier Finance Society One World Seminars
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Thu., 26.1.2023, 19:00 CET, online talk
Antoine Jacquier (Imperial College London)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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International Seminar on SDEs and Related Topics
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Fri., 27.1.2023, 13:30 CET, online talk
Jean-François Chassagneux (Université Paris Cité)
"A dual approach to partial hedging"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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Save the date
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11th General AMAMEF conference
(AMaMeF = Advanced Mathematical Methods for Finance)
Mon-Fri, June 26-30, 2023,
Bielefeld, Germany
https://sites.google.com/view/amamef-2023/
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IME Congress 2023
26th International Congress on
Insurance: Mathematics and Economics
Tue-Fri, July 4-7, 2023,
Heriot-Watt University, Edinburgh, UK
https://www.icms.org.uk/events/2023/ime2023
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34th Int. Summer School of the Swiss Association of Actuaries (2023)
"Modelling and Quantifying Climate and Cyber Risks"
Mon-Fri, September 11-15, 2023
University of Lausanne, CH
https://saa-iss.ch/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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One World Actuarial Research Seminar
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Wed., 18.1.2023, 17:00 CET, online talk
Mogens Steffensen (University of Copenhagen)
"Optimal consumption, investment, and insurance under state-dependent risk aversion"
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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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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International Seminar on SDEs and Related Topics
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Fri., 13.1.2023, 13:30 CET, online talk
Terry Lyons (University of Oxford)
"Rough paths, controlled differential equations, and more scalable data science"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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SIAG/FME virtual seminars series
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Thu., 12.1.2023, 19:00-20:00 CET, online talk
Sigrid Källblad (KTH Royal Institute of Technology)
"Adapted Wasserstein distance between the laws of SDEs"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 13.1.2023, 10:30-12:00 CET, TC.3.01 and online via Zoom
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Delia Coculescu (University of Zurich)
"A Non-Markov Approach for the Evolution of Contagious Phenomena"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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One World Actuarial Research Seminar
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Wed., 14.12.2022, 10:00 CET, online talk
Valeria Bignozzi (University of Milano-Bicocca)
"Inter-order relations between moments of a Student t distribution, with an application to L_p-quantiles"
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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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 8.12.2022, 19:00-20:00 CET, online talks
Gabriela Kovacova (WU Vienna)
"Set-valued Bellman's principle: evidence from the mean-risk problem"
Johannes Wiesel (Columbia University)
An optimal transport based toolbox for mathematical finance
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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WU Vienna - course "Extreme Value Theory"
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Prof. Johanna Neslehova (McGill University and WU)
"Extreme Value Theory"
(course with continuous assessment)
WU Vienna, Wed., 07.12.2022 - Mon., 19.12.2022
(around 3 hours per day)
For details see
http://vvz.wu.ac.at/cgi-bin/vvz.pl?C=S&LANG=DE&S=22W&I=2394
All interested students are welcome.
Please contact the Doctoral Office at WU (doktoratsreferat(a)wu.ac.at), if you wish to register for the course formally.
Students of Austrian universities (exept WU Vienna) can make an concurrent enrollment ("Mitbelegen") to get a certificate:
https://www.wu.ac.at/en/programs/application-and-admission/concurrent-enrol…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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The schedule of the VS-MFP was changed.
Additionally we are happy to announce a new lecture of Prof. Neslehova
at WU Vienna.
Please have a look below.
Best, Sandra / FAM-office
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 1.12.2022, 15:15-16:45 CET, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow
section, 7th floor
15:15
Nurtai Meimanjan (WU Vienna)
Computation of systemic Risk Measures: A Mixed-Integer Programming Approach
16:00
Andreas Celary (WU Vienna)
Regime-switching affine term structures
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Vienna - course "Extreme Value Theory"
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Prof. Johanna Neslehova (McGill University and WU)
"Extreme Value Theory"
(course with continuous assessment)
WU Vienna, Wed., 07.12.2022 - Mon., 19.12.2022
(around 3 hours per day)
For details see
http://vvz.wu.ac.at/cgi-bin/vvz.pl?C=S&LANG=DE&S=22W&I=2394
All interested students are welcome.
Please contact the Doctoral Office at WU (doktoratsreferat(a)wu.ac.at), if
you wish to register for the course formally.
Students of Austrian universities (exept WU Vienna) can make an
concurrent enrollment ("Mitbelegen") to get a certificate:
https://www.wu.ac.at/en/programs/application-and-admission/concurrent-enrol…
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 1.12.2022, between 15:00 and 18:00 CET, exact times t.b.a., seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Sascha Desmettre (JKU Linz)
"Rough Volatility Modeling and Portfolio Optimization."
Andreas Celary (WU Vienna)
"Regime-switching affine term structures"
Nurtai Meimanjan (WU Vienna)
t.b.a.
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mon., 28.11.2022, 16:30-17:30 CET, livestream access available
Christa Cuchiero (University of Vienna)
"Universal approximation of path space functionals"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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One World Actuarial Research Seminar
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Wed., 30.11.2022, 17:00 CET, online talk
Brian Hartman (Brigham Young University, USA)
"A Multivariate Spatiotemporal Model for County-Level Mortality Data in the Contiguous United States"
For further details see
https://owars.info/
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 2.12.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Marc-Oliver Pohle (Faculty of Economics and Business, Goethe University Frankfurt)
"Generalised Covariances and Correlations"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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16th German Probability and Statistics Days (GPSD 2023)
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Deadline for abstract submission:
November 25th, 2022.
For further details please visit the conference website:
https://www.gpsd-2023.de/
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Bachelier Finance Society One World Seminars
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Th., 24.11.2022, 19:00 CET, online talk
Nils Detering (UCSB)
"Pricing options on flow forwards by neural networks in Hilbert space"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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World Online Seminars on Machine Learning in Finance
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Tu., 22.11.2022, 19:00 CET, online talks
Xiaofei Shi (University of Toronto)
"Equilibrium with Limited Liquidity"
Yufei Zhang (LSE)
"Convergence of Policy Gradient Methods for Finite-horizon Stochastic Linear-quadratic Control Problems"
For further details see
https://sites.google.com/view/mlfinance/
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One World Probability Seminar
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Th., 24.11.2022, 16:00-18:00 CET, online talks
Xiaolu Tan (The Chinese University of Hong Kong)
"A mean-field version of Bank-El Karoui's representation of stochastic processes"
Zhenjie Ren (Université Paris-Dauphine)
"Mean-field Optimization regularized by Fisher Information"
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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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 18.11.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Stefan Thonhauser (Graz University of Technology)
"PDMP Based Risk Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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