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World Online Seminars on Machine Learning in Finance
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Tue., 23.5.2023, 19:00 CEST, online talk
Lukas Gonon (Imperial College London)
"Mathematical understanding of (random) neural networks for option pricing"
For further details see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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Wed., 24.5.2023, 18:00 CEST, online talk
Mike Ludkovski (University of California - Santa Barbara)
"Expressive Mortality Models through Gaussian Process Kernels"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 25.5.2023, 19:00 CEST, online talk
Anna Aksamit (University of Sydney)
"Superhedging duality for multi-action options under model uncertainty with information delay"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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WU Wien, Institute for Statistics and Mathematics
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Fri., 26.5.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Rudolf Debelak (University of Zurich)
"Sample Size Planning for Latent Variable Models: Classical Approaches and Recent Developments"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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International Seminar on SDEs and Related Topics
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Fri., 19.5.2023, 13:30 CEST, online talk
Christoph Reisinger (University of Oxford)
"A posteriori error estimates for fully coupled McKean–Vlasov forward-backward SDEs"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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WPI-Workshop: Stochastics, Statistics, Machine Learning ...
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WPI-Workshop on
Stochastics, Statistics, Machine Learning and
their Applications to Sustainable Finance and Energy Markets
https://wpi.univie.ac.at/
September 12-14, 2023
Wolfgang Pauli Institute / University of Vienna,
Oskar-Morgenstern-Platz 1, 1090 Vienna
Additionally, on Mon., September 11, 2023 there are two distinguished graduate lectures in the areas of green finance, climate modeling, renewables in energy markets and optimal control.
The deadline for the submission of contributed talks is 10.06.2023.
Plenary speakers:
Bregere Margaux (University of Sorbonne; EDF, Paris.)
Callegaro Giorgia (University of Padova)
Eisenberg Paul (University of Economics Vienna)
Grigoryeva Lyudmila (University of St. Gallen)
Harms Phillip (NTU Singapore)
Kiesel Rüdiger (University Duisberg-Essen)
Krabichler Thomas (Ostschweizer Fachhochschule)
Lavagnini Silvia (Norwegian Business school)
Pennanen Teemu (Kings College London)
Possamai Dylan (ETH Zürich)
Schroers Dennis (University of Bonn)
Sgarra Carlo (Politecnico Milan)
Tankov Peter (ENSAE, Institute Polytechnique de Paris)
Vilmarest de Joseph (LPSM, Sorbonne Université & EDF R&D)
Organised by:
Benth Espen Fred (University of Oslo)
Cuchiero Christa (University of Vienna)
Friz Peter (TU Berlin)
Riedle Markus (Kings College London)
Teichmann Josef (ETH Zürich)
Veraart Almut (Imperial College)
Wintenberger Oliver (University of Sorbonne)
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 11.5.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
Haoyang Cao (École Polytechnique)
"Feasibility and Transferability of Transfer Learning: A Mathematical Framework"
Stephan Eckstein (ETH Zürich)
"Numerical aspects of adapted optimal transport"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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WU Wien, Institute for Statistics and Mathematics
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Fri., 12.5.2023, seminar room D4.4.008 and partially online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
8:30-10:00 CEST
Daniel Bartl (University of Vienna)
"Statistical Aspects of High-Dimensional Data"
11:00-12:30 CEST
Tomas Masák (EPFL Lausanne)
"Covariance Estimation for Random Surfaces Beyond Separability"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Wed., 3.5.2023, 18:00-19:15 CEST, online and seminar room D4.0.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
Johanna G. Nešlehová (McGill University; WU Vienna)
"Limiting Behaviour of Maxima under Dependence"
AND
Fri., 5.5.2023, online and seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
8:30-10:00 CEST
Alejandra Avalos Pacheco (TU Wien; Harvard University)
"Integrative Large-Scale Bayesian Learning: From Factor Analysis to Graphical Models"
11:00-12:30 CEST
Lucas Kook (University of Copenhagen)
"Invariance and Causality in Transformation Models: Causal Feature Selection and Robust Prediction"
15:00-16:30 CEST
Dmytro Marushkevych (University of Copenhagen)
"Parametric Statistical Inference for High-Dimensional Diffusions"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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International Seminar on SDEs and Related Topics
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Fri., 5.5.2023, 13:30 CEST, online talk
Máté Gerencsér (TU Wien)
"Integration along stochastic processes"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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SIAG Financial Mathematics and Engineering virtual seminars series
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Fri., 5.5.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
tba
"tba"
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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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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PhD Seminar of QUARIMAFI
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Mon., 24.04.2023, 13:15 CEST, Seminarraum 19 or online via Zoom
University of Vienna, 1090 Wien, Kolingasse 14-16
Sam Cohen (University of Oxford)
"Estimation of Hawkes processes and models of limit order books"
Abstract: Self exciting point processes are the workhorse model for ultra-high frequency financial data. However, these models are not Markov (except under restrictive assumptions), so computing a likelihood comes at superlinear (typically quadratic) cost. When you have a serious amount of data, this makes exact calibration of these models impractical. In this talk we will consider a class of estimation methods for linear Hawkes models (with general excitation kernels and time dependence) which can be calibrated using a stochastic gradient method, for large data sets. We will see that this provides novel insights into the interactions of orders of different types in equity markets, at a high-frequency scale.
Zoom details: https://univienna.zoom.us/j/67590403281?pwd=NU53YUh6SlBXdUFYbm1NRnQzTkN4Zz09
meeting ID: 67590403281, password: 942912
For further information, contact QUARIMAFI: https://quarimafi.univie.ac.at/
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World Online Seminars on Machine Learning in Finance
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Tue., 25.04.2023, 19:00 CEST, online talk
Des Higham (University of Edinburgh)
"Deep Learning: What Could Go Wrong?"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Women in Data Science and Mathematics - Seminar Launch Event
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Wed., 26.04.2023, 14:30 CEST (13:30 BST), online talk
Prof. Dr. Gitta Kutyniok (LMU Munich)
"The Modern Mathematics of Artificial Intelligence: From Reliable AI to Quantum Computing"
For further details (including abstract & log-in link) see
https://windsmath-seminar.github.io/
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One World Actuarial Research Seminar
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Wed., 26.04.2023, 17:00 CEST, online talk
María del Carmen Boado-Penas (Heriot-Watt University)
"Automatic balancing mechanisms for public pension schemes: Past, present and future"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 27.04.2023, 19:00 CEST, online talk
Kostas Kardaras (LSE)
"Portfolio choice under taxation and expected market time constraint"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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WU Wien, Institute for Statistics and Mathematics
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Fri., 28.04.2023, 10:30-12:00 CEST, seminar room D4.0.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
Mathias Drton (Technical University of Munich)
"Consistent Tests of Independence via Rank Statistics"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Fr., 21.04.2023, 10:30-12:00 CEST, seminar room D4.4.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Sam Cohen (University of Oxford)
"Approximating PDEs With Wide Neural Networks"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/https://campus.wu.ac.at/de/?q=D4.4.127
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International Seminar on SDEs and Related Topics
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Fri., 21.4.2023, 13:30 CEST, online talk
René Schilling (TU Dresden)
"On Liouville's Theorem for Nonlocal Operators"
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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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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One World Probability Seminar
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Wed., 12.4.2023, 17:00-19:00 CEST, online talks
Fabio Toninelli (TU Wien)
"Out-of-equilibrium phenomena, stochastic PDEs and Gaussian limits"
Giuseppe Cannizzaro (University of Warwick)
"Weak coupling scaling of critical SPDEs"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 13.4.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
tba
"tba"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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International Seminar on SDEs and Related Topics
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Fri., 14.4.2023, 13:30 CEST, online talk
Konstantinos Dareiotis (University of Leeds)
"Regularisation of differential equations by multiplicative fractional noises"
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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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 30.3.2023, 15:30-17:30 CEST, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Alfred Müller (University of Siegen)
"Decisions under uncertainty: sufficient conditions for almost stochastic dominance"
Birgit Rudloff (WU Vienna)
"Epic Math Battles: Nash vs Pareto - news for convex games"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
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One World Actuarial Research Seminar
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Wed., 29.3.2023, 10:00 CEST, online talk
Salvatore Scognamiglio (University of Naples Parthenope, Italy)
"Accurate and Explainable Mortality Forecasting with the LocalGLMnet"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 30.3.2023, 20:00 CEST, online talk
Stefano de Marco (Ecole Polytechnique)
"Fractional forward variance models – volatility surfaces and other features"
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., 31.3.2023, 13:30 CEST, online talk
Andreas Neuenkirch (University on Mannheim)
"Strong approximation of the CIR process: A never ending story?"
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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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 24.3.2023, 10:30-12:00 CET, D4.0.127
WU Wien, Welthandelsplatz 1, 1020 Vienna, D4 building
Olivier Wintenberger (Sorbonne Université)
"Multivariate Sparse Clustering for Extremes"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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International Seminar on SDEs and Related Topics
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Fri., 24.3.2023, 13:30 CET, online talk
Antoine Lejay (Université de Lorraine)
"Estimation of the parameter of the Skew Brownian motion"
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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One World Probability Seminar
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Wed., 15.3.2023, 16:00-18:00 CET, online talks
Amandine Veber (Université Paris Cité)
"Modelling the evolution of genetic diversity in a population living in a spatial continuum"
Apolline Louvet (University of Bath)
"Constructing a stochastic population genetics process for populations expanding in a spatial continuum"
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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