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World Online Seminars on Machine Learning in Finance
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Tu., 8.2.2022, 19:00 (UTC +1:00 = CET), online talk
Damir Filipović (EPFL and Swiss Finance Insitute)
"Stripping the Discount Curve -- a Robust Machine Learning Approach"
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., 9.2.2022, 13:00 (UTC +1:00 = CET), online talk
Christian Furrer (University of Copenhagen)
"Change of measure techniques for scaled insurance cash flows"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 10.2.2022, 19:00-20:00 (UTC +1:00 = CET), online talk
Stephane Crepey (Université de Paris / LPSM)
"Darwinian model risk and reverse stress testing"
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 +1:00 = CET = Central European Time, https://time.is/en/CET
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The talk of Mr. Zhang starts at 16:30. Please find the correct
information below.
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Vienna Seminar in Mathematical Finance and Probability
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Th., 3.02.2022, 16:30 (UTC+1 = CET), online talk
Xin Zhang (University of Vienna)
"Expert Prediction Problem"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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Online seminars on Optimal Stopping and Related Topics
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Tu., 1.2.2022, 18:00 (UTC +1:00 = CET), online talk
Bruno Bouchard (Paris Dauphine University)
"Itô-Dupire formula for $C^1$-functionnals and approximate viscosity
solutions of PPDE"
For further details see
https://sites.google.com/view/optimalstopping/home
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Vienna Seminar in Mathematical Finance and Probability
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Th., 3.02.2022, 16:45-17:30 (UTC+1 = CET), online talk
Xin Zhang (University of Vienna)
"Expert Prediction Problem"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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Online seminars on Optimal Stopping and Related Topics
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Tu., 1.2.2022, 18:00 (UTC +1:00 = CET), online talk
Bruno Bouchard (Paris Dauphine University)
"Itô-Dupire formula for $C^1$-functionnals and approximate viscosity
solutions of PPDE "
For further details see
https://sites.google.com/view/optimalstopping/home
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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--
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World Online Seminars on Machine Learning in Finance
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Tu., 25.1.2022, 19:00 (UTC +1:00 = CET), online talk
Lin Will Cong (Cornell University)
"Designing AI Models for Finance with An Illustration Using Panel Trees"
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., 26.1.2022, 16:00 (UTC +1:00 = CET), online talk
Emanuela Rosazza Gianin (University of Milano-Bicocca)
"Generalized PELVE and applications to risk measures "
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Th., 27.1.2022, 19:00 (UTC +1:00 = CET), online talk
Johannes Muhle-Karbe (Imperial College London)
"Liquidity Risk and Asset Prices"
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 +1:00 = CET = Central European Time, https://time.is/en/CET
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Research Seminar Series
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We., 19.1.2022, 18:15-19:30 (UTC +1:00 = CET), online talk
Damir Filipovic (EPFL and Swiss Finance Institute)
"Stripping the Discount Curve – a Robust Machine Learning Approach"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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20th Winter Seminar on Mathematical Finance
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Mo., 24.1.2022, 08:30-16:30 (UTC +1:00 = CET), online seminar
For further details (including abstracts & speakers) see
https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/winterschool.html
REGISTRATION
https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/20onlineregistration.ht…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Prosit Neujahr!
Wir wünschen Ihnen Gesundheit, Glück und Erfolg für 2022!
Franziska Wohlmuth und Sandra Trenovatz (FAM-office)
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World Online Seminars on Machine Learning in Finance
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Tu., 11.1.2022, 19:00 (UTC +1:00 = CET), online talk
Thaleia Zariphopoulou (University of Texas)
"Learning in mean-field games under forward performance criteria"
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., 12.1.2022, 16:00 (UTC +1:00 = CET), online talk
Virginia Young (University of Michigan)
"Stackelberg Differential Game for Insurance under Model Ambiguity"
For further details see
https://owars.info/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Dear subscribers,
Tomorrow's talk in the Vienna Seminar in Mathematical Finance and
Probability
https://fam.tuwien.ac.at/events/vs-mfp/
is cancelled, and so there will be no seminar tomorrow. The intended new
date is Feb 03 2022; details to be announced.
Best regards
Stefan Gerhold
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Vienna Seminar in Mathematical Finance and Probability
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Th., 16.12.2021, 15:30 (UTC +1:00 = CET), online
Xin Zhang (University of Vienna)
"Expert Prediction Problem"
For further details (including abstract & log-in link) see
https://fam.tuwien.ac.at/vs-mfp/
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Online seminars on Optimal Stopping and Related Topics
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We., 15.12.2021, 18:00 (UTC +1:00 = CET), online talk
Peter Carr (NYU)
"Stoptions: Representations and Applications"
For further details see
https://sites.google.com/view/optimalstopping/home
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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One World Actuarial Research Seminar
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We., 8.12.2021, 17:00 (UTC +1:00 = CET), online talk
Shengchao Zhuang (University of Nebraska-Lincoln)
"S-shaped narrow framing, skewness and the demand for insurance"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Th., 9.12.2021, 19:00 (UTC +1:00 = CET), online talk
Michael Kupper (University of Konstanz)
"TBA"
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., 9.12.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Christa Cuchiero (University of Vienna)
"Optimal Bailout Strategies Resulting from the Drift Controlled
Supercooled Stefan Problem"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 2.12.2021, 19:00-20:00 (UTC +1:00 = CET), online talk
Philippe Casgrain, ETH Zürich and Princeton University
"Anytime-valid sequential testing for elicitable functionals via
supermartingales "
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., 2.12.2021, 17:15-18:15 (UTC +1:00 = CET), online talk
Tobias Fissler (WU Vienna)
"Backtesting Systemic Risk Forecasts using Multi-Objective
Elicitability"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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