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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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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 16.5.2022, 16:30-17:30 (UTC +2:00 = CEST), online talk
Thaleia Zariphopoulou (University of Texas Austin)
"Mean field games with common noise and arbitrary utilities"
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., 17.5.2022, 19:00 (UTC +2:00 = CEST), online talk
Ariel Neufeld (Nanyang Technological University)
"Deep learning based algorithm for nonlinear PDEs in finance and
gradient descent type algorithm for non-convex stochastic optimization
problems with ReLU neural networks"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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TUForMath
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Th., 19.5.2022, 18:00 – 19:00 Uhr (UTC +2:00 = CEST), Freihaus TU Wien,
Hörsaal 8 (Neubauer Hörsaal) & online talk
Julia Eisenberg (TU Wien)
"Brauchen Versicherungen mehr Mathematik als die Grundrechenarten?"
For further details see
https://tuformath.at/vortraege/
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Research Seminar Series
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Fr., 20.5.2022, 9:00-10:30 (UTC +2:00 = CEST), on-campus talk: room
TC.4.05
Zachary Feinstein (Stevens Institute of Technology)
"Axioms and Properties of Automated Market Makers"
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 Summer Time, https://time.is/en/CEST
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Finance Brown Bag Seminar
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We., 11.5.2022, 12:00-13:00 (UTC +2:00 = CEST), online talk
Maria Kosolapova (Free University of Bozen-Bolzano)
"Estimating Time-Varying Risk Aversion from Option Prices and Realized
Returns"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 12.5.2022, 19:00-20:00 (UTC +2:00 = CEST), online talk
Carole Bernard (Vrije Universiteit Brussel)
"Multivariate Portfolio Choice via Quantiles"
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 Summer Time, https://time.is/en/CEST
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Announcement of Public PhD Thesis Defense at TU Wien
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We., 4.5.2021, 10:15, conference room of the Deanery (limited places),
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor
(8th floor, then staircase in the green area to the 9th floor)
Christoph Gerstenecker (FAM @ TU Wien)
"Large Deviations and Stochastic Volterra Equations"
(Public PhD Thesis Defense)
For further details see
https://fam.tuwien.ac.at/events/timetable.php
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Vienna Seminar in Mathematical Finance and Probability
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Th., 5.5.2022, 16:00-17:30 (UTC +2:00 = CEST), seminar room DB gelb 10
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, yellow area, 10th floor
Kristof Wiedermann (FAM @ TU Wien)
"An SMP-Based Algorithm for Solving the Constrained Utility Maximization
Problem via Deep Learning"
Anke Wiese (Heriott-Watt University Edinburgh, UK)
"Series Expansion and Direct Inversion for the Heston Model"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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Research Seminar Series
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Fr., 6.5.2022, 10:30-12:00 (UTC +2:00 = CEST), room TC.4.05
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor,
Fred Espen Benth (University of Oslo)
"Pricing Options on Flow Forwards by Neural Networks in Hilbert Space"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
========================================================================
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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Vienna City Marathon - Sunday, April 24, 2022
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This Sunday FAM has 3 teams at the Relay marathon in Vienna.
Due to a generous sponsoring by UNIQA we invite FAM students & alumni,
research & cooperation partners as well as other friends of FAM for a
drink and to celebrate & network with us after the marathon:
Sunday, April 24, starting at 13:30,
at Restaurant Hinterholz, Rotenturmstraße 12, 1010 Wien.
As the restaurant opens just for us there should be plenty of place.
See you!
FAM - Financial and Actuarial Mathematics @ TU Wien
https://fam.tuwien.ac.at/http://www.uniqagroup.com/https://www.vienna-marathon.com/
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Vienna City Marathon - Sonntag, 24. April 2022
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FAM @ TU Wien hat heuer 3 Staffeln beim Vienna City Marathon.
Wir bedanken und herzlich für das großzügige Sponsoring der UNIQA
Insurance Group und laden alle FAM-Studierenden, FAM-Absolvent_innen,
Forschungs- und Kooperationspartner_innen sowie andere
Wegbegleiter*innen von FAM, die mit uns mitfeiern, auf ein Getränk ein:
Sonntag, den 24. April 2022, ab 13:30,
Restaurant Hinterholz, Rotenturmstraße 12, 1010 Wien!
Wir hoffen natürlich auf längeres Verweilen & chilliges Netzwerken.
Das Lokal hat extra für uns geöffnet und es ist ausreichend Platz.
Hier unsere Staffeln:
FAM @ TU Wien - speed measure (Nr. 264)
- Gregor, Lavinia, Felix, Santiago
FAM @ TU Wien - random walk (Nr. 265)
- Marlene, Raffaela, Anna, Sabrina
FAM @T U Wien - no free lunch (Nr. 266)
- Lukas, Cetin, Stefan, Kristof
Herzliche Grüße von der FAM-ily,
Financial and Actuarial Mathematics @ TU Wien
https://fam.tuwien.ac.at/http://www.uniqagroup.com/https://www.vienna-marathon.com/
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--
Sandra Trenovatz / FAM-office
phone +43-1-58801-10511, mail <fam(a)fam.tuwien.ac.at>
Financial and Actuarial Mathematics (FAM), https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstr. 8 / E105-01 & -05, 1040 Vienna, Austria