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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 03 Mar '23

03 Mar '23

------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 10.3.2023, 13:30 CET, online talk Christa Cuchiero (University of Vienna) "From Lévy's stochastic area formula to universality of affine and polynomial processes" For further details see http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Thu., 9.3.2023, 19:00-20:00 CET, online talk Sebastian Jaimungal (University of Toronto) "Risk-Aware Reinforcement Learning for Finance" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mon., 6.3.2023, 16:30-17:30 CET, livestream access available Ellen Powell (Durham) "Brownian excursions, conformal loop ensembles and critical Liouville quantum gravity" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Course at TU Wien: "Introduction to Financial Networks" ------------------------------------------------------------------------ Starting Wed., 8.3.2023, 14:00 CET, seminar room DA grün (green) 06A TU Wien, 1040 Wien, Wiedner Hauptstraße 8-10 Jan Korbel (MedUniv Wien) "Introduction to Financial Networks" Lecture with exercises, 2 semester hours / 3 ECTS On Wednesdays, 14:00-16:00, in summer term 2023. Participation is possible without registration. If students from other Austrian universites than TU Wien want to get a certificate, they have to co-register (please start the procedure as fast as possible): https://www.tuwien.at/en/studies/admission/co-registration See details and all appointments on: https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105762&semest… Seminar room DA grün 06A https://tuw-maps.tuwien.ac.at/?q=DA06E10 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET ------------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 23 Feb '23

23 Feb '23

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mon., 27.2.2023, 16:30-17:30 CET, livestream access available Peter Bank (TU Berlin) "Trading on a noisy signal: explicit solution to an infinite-dimensional stochastic optimal control problem" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 28.2.2023, 17:00 CET, Freihaus building lecture hall 8 TU Wien, 1040 Wien, Wiedner Hauptstraße 8-10 Matthias Widman (d-fine Austria GmbH) "Aktivseitige, risikoneutrale Modellierung in einem Versicherungsunternehmen" For further details see https://fam.tuwien.ac.at/events/vr/20230228.php ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 1.3.2023, 9:00 CET, online talk Peter Hieber (HEC Lausanne, Switzerland) "Designing mutual insurance schemes of heterogeneous risks" For further details see https://owars.info/ ------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------ Wed., 1.3.2023, 15:45-17:45 CET, Sahulka Hörsaal EI 3 TU Wien, 1040 Wien, Gußhausstraße 25-29 Julio Backhoff Veraguas (University of Vienna) "On the existence and structure of Bass martingales" Fabio Toninelli (TU Wien) "An SPDE version of (W)ASEP in dimension d\ge2" For further details see https://backend.univie.ac.at/index.php?id=86310&L=0/vienna-probability-semi… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET ------------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 17 Feb '23

17 Feb '23

------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 23.2.2023, 19:00 CET, online talk Dylan Possamaï (ETH Zurich) "Moral hazard for time-inconsistent agents, BSVIEs and stochastic targets" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 24.2.2023, 13:30 CET, 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET ------------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 10 Feb '23

10 Feb '23

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 15.2.2023, 17:00 CET, online talk Montserrat Guillen (University of Barcelona) "An Efficient Simulation Scheme for the Valuation of Large Heterogeneous Insurance Portfolios" For further details see https://owars.info/ ------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mon., 13.2.2023, 16:30-17:30 CET, livestream access available Nikolas Tapia (Weierstrass Institute Berlin) "Stability of deep residual neural networks via discrete rough paths" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ A glut of courses next semester ------------------------------------------------------------------------ From: Nathanael Berestycki, nberestycki(a)gmail.com Dear all, There will be a good number of very interesting probability courses next semester, which should be of interest to PhD and good master students. I am forwarding this (which is only what I am aware of, there may even be more for instance at IST) as I think this may be of interest, and should be advertised as widely as possible: - Large Deviations, Wednesdays and Thursdays 9am-11am, TU Wien, by Fabio and Marcin - Random Walks on graphs, Mondays 9:00-11:30, TU Wien, by Fabio - SLE, Mondays and Friday 1.15pm - 2.45pm, Uni Wien, by myself. Further details here https://www.tiss.tuwien.ac.at/course/courseDetails.xhtml?dswid=2632&dsrid=3… https://www.tiss.tuwien.ac.at/course/courseDetails.xhtml?dswid=2632&dsrid=5… https://ufind.univie.ac.at/en/course.html?lv=250140&semester=2023S Best wishes, Nathanael ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET ------------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 03 Feb '23

03 Feb '23

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 9.2.2023, 16:00 CET, seminar room 7 University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor Hans Föllmer (HU Berlin) "Optimal Transport, Entropy, and Risk Measures on Wiener space" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 10.2.2023, 13:30 CET, online talk Martin Hairer (EPFL and Imperial College London) "Stochastic quantisation of Yang-Mills" For further details see http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Thu., 9.2.2023, 19:00-20:00 CET, online talk Christoph Reisinger (University of Oxford) "tba" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mon., 6.2.2023, 16:30-17:30 CET, livestream access available Vincent Vargas (University of Geneva) "Liouville conformal field theory: from the probabilistic construction to the bootstrap construction" For further details see https://researchseminars.org/seminar/OxfordStochasticAnalysis ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET ------------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 27 Jan '23

27 Jan '23

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 20 Jan '23

20 Jan '23

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ 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 ======================================================================== Save the date ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET ------------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 13 Jan '23

13 Jan '23

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 07 Jan '23

07 Jan '23

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 06 Jan '23

06 Jan '23

------------------------------------------------------------------------ SIAG/FME virtual seminars series ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ WU Wien, Research Seminar - Statistics and Mathematics ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET ------------------------------------------------------------------------

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