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SIAG/FME virtual seminars series
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Thu., 10.11.2022, 13:00-14:00 EST, online talk
Johannes Ruf (LSE)
"Estimation of Growth in Fund Models"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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One World Probability Seminar
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Thu., 10.11.2022, 15:00-17:00 UTC, online talks
Lucio Galeati (EPFL)
"Advances on regularisation of singular SDEs by fractional noise"
Franco Flandoli (Scuola Normale Superiore)
"The problem of regularization by noise of fluid dynamic equations"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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WU Wien, Finance Brown Bag Seminar
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Tue., 8.11.2022, 12:00-13:00 CET, online talk
David Skeie (Warwick Business School)
"Digital Currency Runs"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-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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Vienna Seminar in Mathematical Finance and Probability
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Th., 3.11.2022, time between 15:00 and 18:00 CET t.b.a.
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor, seminar room DB gelb 07
Andreas Celary (WU Vienna)
"t.b.a."
Larry Goldstein (University of Southern California, US)
"Zero Biased Enhanced Stein Couplings"
Further speaker(s) t.b.a.
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Wed., 2.11.2022, 17:30-18:45 CET, online talk
Sara Svaluto-Ferro (University of Verona)
"Signature-Based Models: Theory and Calibration"
(Research seminar - Statistics and Mathematics)
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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Vienna Probability Seminar
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Wed., 2.11.2022, 16:45-18:45 CET, HS 21
University of Vienna, 1010 Wien, Universitätsring 1
Kari Astala (University of Helsinki)
"Limit shapes of random dimer coverings: Geometry and Universality via Beltrami complex structure."
Anne Schreuder (University of Cambridge)
"On Lévy-driven Loewner Evolutions"
For further details see
https://mathematik.univie.ac.at/forschung/biomathematik-dynamische-systeme-…
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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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BFS One World Seminars
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Do., 27.10.2022, 19:00 (UTC +2:00 = CEST) , online
Hao Ni (UCL)
"PCF-GAN: generating sequential data via the characteristic function of measures on the path space"
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 +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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The registration for the 10th Austrian Stochastics Days in Vienna ends
today - maybe registrations during this weekend will still be accepted.
See last event below.
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Finance Brown Bag Seminar
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Mo., 5.9.2022, 11:00 (UTC +2:00 = CEST), hybrid talk,
MS-Teams or room D4.4.008,
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor
Andreas Neuhierl (Washington University in St. Louis)
"Structural Deep Learning in Conditional Asset Pricing"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
& http://gis.wu.ac.at/?roomShow=D4.4.008
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th, 8.4.2022, 17:00 (UTC +2:00 = CEST), online talk
Agostino Capponi (Columbia University)
"The Adoption of Blockchain-Based Decentralized Exchanges"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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10th Austrian Stochastics Days
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10th Austrian Stochastics Days
Vienna, Friday, September 8-9, 2022
https://stochastics-days.at
Registration is mandatory, but free.
Registration deadline: Fr., September 2, 2022
https://stochastics-days.at/registration.php
The 10th Austrian Stochastics Days (ASD) will be held in physical
presence at the University of Vienna, Austria.
The ASD are intended to provide scientists and young researchers working
in the field of Stochastics with an opportunity to network, to present
their latest research, and to initiate collaborations, as well as
bringing researchers working on theory and applications together.
This year's keynote speakers will be
- Juhan Aru (École Polytechnique Fédérale de Lausanne),
- Christa Cuchiero (Universität Wien) and
- Alexander Steinicke (Montanuniversität Leoben).
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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Announcement of Public PhD Thesis Defense at Uni Wien
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Mo., 4.7.2022, 14:00-15:00, SR06
Oskar-Morgenstern-Platz 1, 1090 Wien
Stefan Rigger
"Probabilistic solutions of the supercooled Stefan problem"
(Public PhD Thesis Defense)
For further details see
https://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Events_N…
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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 Summer Time, https://time.is/en/CEST
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ISOR Colloquium
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Mo., 13.06.2022, 16:45 - 17:45 (UTC +1:00 = CET),
lecture hall HS 7 (#1.303) or online via zoom
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Christian Bayer (Weierstraß Institute for Applied Analysis and
Stochastics, Germany)
"Optimal stopping with signatures"
For further details see
https://isor.univie.ac.at/isor-colloquium/
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PDE Afternoon
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We., 16.6.2022, 14:30 - 15:00 (UTC +1:00 = CET),
EI4 Reithoffer HS or online via zoom
TU Wien, 1040 Wien, Gußhausstraße 25-27, 2nd floor
Daniel Toneian (University of Vienna)
"Bicausal Optimal Transport and the Knothe-Rosenblatt coupling"
For further details see
https://npde.tuwien.ac.at/public/pde_afternoon/?semester=SS2022
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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 Summer Time, https://time.is/en/CEST
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Uni Wien & IST Austria: Vienna Probability Seminar
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Th., 8.6.2022, 17:45 - 19:00 (UTC +2:00 = CEST), IST Austria,
Heinzel SR / Ground floor, Office Bldg West (I21.EG.101)
Michaela Szölgyenyi (University of Klagenfurt)
"Stochastic differential equations with irregular coefficients: mind the
gap!"
For further details see
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v…
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Vienna Seminar in Mathematical Finance and Probability
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Th., 9.6.2022, 15:10-17:45 (UTC +2:00 = CEST), seminar room DB gelb 10
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor
Zachary Feinstein (Stevens Institute of Technology, USA)
"Deep learning the efficient frontier of convex vector optimization
problems with applications to finance"
Sonja Cox (University of Amsterdam, NL)
"Simulation of a diffusion first-passage time via a Fokker-Planck equation"
Asma Kheder (University of Amsterdam, NL)
"Utility maximisation and change of variable formulas for time-changed
dynamics"
Leonie Brinker (University of Cologne, DE)
"Stochastic Optimisation of Drawdowns via Dynamic Reinsurance Controls"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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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 Summer Time, https://time.is/en/CEST
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Veranstaltungsreihe "Actuarial Modelling Club" (AMC)
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Tu., 31.5.2022, 17:00, lecture hall 8 (Nöbauer Hörsaal)
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow
area
Carmen Boado-Penas (University of Liverpool, UK)
"Automatic balancing mechanisms
for state pensions: Past, present and future"
(Actuarial Modelling Club)
For further details see
https://fam.tuwien.ac.at/vr/20220531.php
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World Online Seminars on Machine Learning in Finance
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Tu., 31.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Mathieu Lauriere (NYU Shanghai)
"Deep Learning for Mean Field Master Equations"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Online seminars on Optimal Stopping and Related Topics
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Tu., 31.5.2022, 18:00 (UTC +2:00 = CEST), online talk
Ernesto Mordecki (Universidad de la República)
"An algorithm to solve optimal stopping problems for one-dimensional
diffusions"
For further details see
https://sites.google.com/view/optimalstopping/home
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One World Actuarial Research Seminar
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We., 1.6.2022, 10:00 (UTC +2:00 = CEST), online talk
Benjamin Avanzi (The University of Melbourne, Australia)
"Ensemble distributional forecasting for insurance loss reserving"
For further details see
https://owars.info/
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Finance Research Seminar
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Fr., 3.6.2022, 11:00-12:15 (UTC +2:00 = CEST), Campus WU, room RD3.0.225
Cecilia Parlatore (NYU Stern School of Business)
"Designing Stress Scenarios"
For further (including abstract & log-in link) see
http://www.vgsf.ac.at/events/finance-research-seminar/
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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 Summer Time, https://time.is/en/CEST
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Bachelier Finance Society One World Seminars
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Th., 26.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Charles-Albert Lehalle (Abu Dhabi Investment Authority (ADIA) and
Visiting Professor at Imperial College London)
"TBA"
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 +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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