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Vienna Seminar in Mathematical Finance and Probability
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Th., 14.10.2021
15:45-16:30 (UTC +2:00 = CEST), lecture hall 8
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1nd floor
Julia Eisenberg (TU Wien)
"Dividend maximisation with negative and positive preference rates: a
behaviouristic interpretation"
16:45-17:30 (UTC +2:00 = CEST), lecture hall 5
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor
Francesca Primavera (University of Vienna)
"Lévy type signature models"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 11.10.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Samuel Cohen (University of Oxford)
"Arbitrage-free market models via neural SDEs"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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World Online Seminars on Machine Learning in Finance
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Tu., 12.10.2021, 19:00 (UTC +2:00 = CEST), online talk
Sebastian Jaimungal (University of Toronto)
"Risk-Aware Reinforcement Learning for Financial Modeling"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 15.10.2021, 16:00-17:30 (UTC +2:00 = CEST), online talk
Steven Vanduffel (Vrije Universiteit Brussel (VUB))
"The optimal payoff for a Yaari investor"
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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 7.10.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk
Ibrahim Ekren (Florida State University)
"Optimal Transport and Risk Aversion in Kyle's Model of Informed
Trading"
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., 7.10.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Mathieu Rosenbaum (École Polytechnique)
"AHEAD : Ad-Hoc Electronic Auction Design"
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., 8.10.2021, 09:00-10:30 (UTC +2:00 = CEST), online talk
Thorsten Schmidt (University of Freiburg)
"Abritrage Principles in Insurance"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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LTI@UniTO Webinar Series in Finance
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Mo., 27.9.2021, 12:00-13:00 (UTC +2:00 = CEST), online talk
Andrea Orame (Bank of Italy)
"Quantitative Easing, Bank Lending, and Competition"
For further details see
https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l…
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World Online Seminars on Machine Learning in Finance
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Tu., 28.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Xin Guo (University of California, Berkeley)
"Generative Adversarial Network (GANs): Game and Control Perspectives"
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., 29.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Daniel Bauer (University of Wisconsin–Madison)
"The Marginal Cost of Risk and Capital Allocation in a Property and
Casualty Insurance Company"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Th., 30.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Marco Frittelli (University of Milan)
"Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging
Duality"
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., 30.9.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Walter Schachermayer (University Vienna)
"TBA"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Monte-Carlo Methods - course at TU Wien
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In winter term 2021/2022 Dr. Junjian Yang from FAM offers the
online-course
"Monte-Carlo Methods"
https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105734
The course is a lecture combined with exercises and will bei given via
Zoom every Friday 9:30-12:30 (around 14 times, Oct.-Jan).
- Students from TU Wien
can register through the course page (link above).
- Students from Austrian universities other than TU Wien
have to co-register / "mitbelegen" at TU Wien
(https://www.tuwien.at/en/?id=1486 / https://www.tuwien.at/?id=1486)
first. They can get a certificate at the end of the course.
In case of interest from universities abroad we might offer access to
the course documents and Zoom meetings. Please send your request to the
lecturer or to FAM-office and consider that there is no certificate
possible without registering as student of TU Wien.
Please contact FAM-office (Sandra) fam(a)fam.tuwien.ac.at in case of
questions.
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Online seminars on Optimal Stopping and Related Topics
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We., 22.9.2021, 18:00 (UTC +2:00 = CEST), online talk
Damien Lamberton, Université Gustave Eiffel
"On the American put in the Heston model"
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., 23.9.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Mathias Beiglböck (University of Vienna)
"The Wasserstein space of stochastic processes"
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., 24.9.2021, 16:00 (UTC +2:00 = CEST), online talk
Christian Y. Robert (ENSAE)
"Conditional mean risk sharing in the individual model for dependent
losses"
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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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World Online Seminars on Machine Learning in Finance
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Tu., 14.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Rama Cont (University of Oxford )
"TBA"
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., 15.9.2021, 14:00 (UTC +2:00 = CEST), online talk
Caroline Hillairet (ENSAE-Paris, FRANCE)
"Propagation of cyber incidents in an insurance portfolio"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 16.9.2021, 13:00-14:00 (UTC +2:00 = CEST), online talk
Konstantinos Spiliopoulos (Boston University)
"Normalization effects on neural networks: generalization properties and
high dimensions"
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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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BFS Summer School
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1st Summer School of the Bachelier Finance Society
Tue-Fri, September 21-24, 2021, online event
https://www.bachelierfinance.org/09-2021
Registration deadline: September 15, 2021
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu, 31.08.2021, 16:30-17:30 (UTC +2:00 = CEST), online talk
Wolfgang Herold (FMA - Finanzmarktaufsicht)
"Kapitalmarkt - aktuelle Entwicklungen und ihre Bedeutung für den
Versicherungsmarkt"
Weitere Informationen inkl. Abstract & Anmeldung:
https://fam.tuwien.ac.at/vr/20210831.php
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One World Actuarial Research Seminar
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We., 01.09.2021, 17:00 (UTC +2:00 = CEST), online talk
Nora Muler (Universidad Torcuato Di Tella, Argentina)
"Optimal dividend payment under constraints"
For further details see
https://owars.info/
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ASD 2021, DMV-ÖMG ..., Junior female researchers ..., Risk Day, ...
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Furthermore this time we suggest a nice familiar Austrian event taking
place in Styria...
9th Austrian Stochastics Days (ASD 2021)
Thu-Fri, September 9-10, 2021, Leoben, Austria
http://institute.unileoben.ac.at/amat/asd2021/
...as well as the Austrian-German event taking place virtually:
DMV-ÖMG Jahrestagung 2021
Mon-Fri, September 27 - October 1, 2021, online event
https://www.uni-passau.de/dmv-oemg-2021/
Especially for female researchers we recommend the following event:
Junior female researchers in probability
Mon-Wed, October 4-6, 2021, hybrid, Berlin, DE
https://www.wias-berlin.de/workshops/JFRP21/
For all events above registration for participation is still possible.
For the yearly Risk Day at ETH Zurich the decision if will take place at
ETH or virtually is still open (or just not online yet), so for now we
can just propose to save the date:
Risk Day 2021
Fri, September 17, 2021, ETH Zurich, CH or virtually
https://math.ethz.ch/imsf/events/risk-day.html
All events mentioned on the FAM webpage:
https://fam.tuwien.ac.at/events/#conferencesevents
(https://fam.tuwien.ac.at/events/)
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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One World Actuarial Research Seminar
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We., 18.8.2021, 10:00 (UTC +2:00 = CEST), online talk
Hamza Hanbali (Monash University)
"Detection of insurance price cycles using neural networks"
For further details see
https://owars.info/
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BFS Summer School - September 2021
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First Summer School of the Bachelier Finance Society
21 to 24 September 2021, Online via Zoom
https://www.bachelierfinance.org/09-2021
Vortragende/Vorträge:
Gaël Giraud (France CNRS and Georgetown Univ.)
"Financial Macroeconomics and Climate Change"
Pierre-Olivier Goffard (Univ. Claude Bernard Lyon 1)
"BLOCKASTICS – Stochastic models for blockchain analysis"
Xin Guo (Univ. of California Berkeley) & Renyuan Xu (Oxford Univ.)
"Mean-Field Dynamics and Machine Learning"
Alex Lipton (Sila, Hebrew University of Jerusalem and MIT)
"Blockchains and distributed ledgers: the underlying mathematics,
economics, and technology"
Peter Tankov (ENSAE)
"Introduction to Climate Finance"
Registration is compulsory and free for members of the Bachelier
Finance Society.
For non-members the cost is 60$.
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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Online seminars on Optimal Stopping and Related Topics
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We., 14.7.2021, 18:00 (UTC +2:00 = CEST), online talk
Erhan Bayraktar (University of Michigan)
"Equilibrium concepts for time-inconsistent stopping problems in
continuous time"
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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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