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Finance Brown Bag Seminar
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Tu., 21.4.2020, 13:30-14:30 (Central European Summer Time), online talk
Daniele D’Arienzo (Bocconi University)
https://sites.google.com/view/daniele-darienzo/
"Increasing Overreaction and Excess Volatility
of Long-Term Interest Rates"
To get the access to the online talk please contact <bbs-finance(a)wu.ac.at>.
For further details (including abstracts) see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
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One World Actuarial Research Seminar
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We., 22.4.2020, 10:00 (Central European Summer Time)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"From Generalized Linear Models to Neural Networks, and Back"
(One World Actuarial Research Seminar)
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
The Zoom link will also be available on this website 15min prior to a
scheduled talk.
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Online International Conference OICA 2020
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Online International Conference in Actuarial Science, Data Science and
Finance (OICA 2020)
Tu.-We. April 28-29, 2020
http://oica.univ-lyon1.fr/
Registration is free but compulsory.
Registration deadline: April 23, 2020
Invited Plenary Speakers:
Beatrice ACCIAIO (LSE, London, UK)
José BLANCHET (Stanford University, CA, USA)
Caroline HILLAIRET (ENSAE, Paris, France)
Nora PANKRATZ (UCLA, CA, USA)
Jae Kyung WOO (UNSW, Sydney, Australia)
Covid19 is going to change the financial markets and the
insurance-reinsurance network. As actuarial science, data science and
finance researchers, we cannot easily help for the current phase as we
are not medical doctors or epidemiologists. But we can help to
mitigate/manage the financial/risk management consequences by carrying
out relevant research in 2020-2021. For this we need to learn NOW from
experts and decision makers what the research challenges are.
Therefore we are organising an online conference on April 28-29, 2020
with two goals:
ACTUARIAL/DATA SCIENCE/FINANCIAL TOPICS:
Enabling researchers and young researchers to present actuarial / data
science / financial research that was done before covid19 (therefore NOT
related to covid19)
COVID 19 RELATED ROUNDTABLES:
Having 1 or 2 roundtables that describe covid19 implications on the
economy, and which help us to know which research topics we could
investigate in the future if we want to help (WACA roundtables : What
Actuaries Could Accomplish Researchwise in 2020-21).
We also planned (classical) plenary talks on topics that could be useful
for post-covid research, as well as a quite different talk by José
Blanchet about a social platform startup that he created in response to
covid19 in US and Mexico and the associated data science future challenges.
Scientific committee : Hansjoerg Albrecher (Lausanne), Katrien Antonio
(Leuven), Benjamin Avanzi (Melbourne), Pauline Barrieu (LSE), Mercè
Claramunt (Barcelona), Nicole El Karoui (Paris), Romuald Elie
(Berkeley), Stéphane Loisel (ISFA, chair), Mogens Steffensen
(Copenhagen), Ruodu Wang (Waterloo), Hailiang Yang (Hong-Kong U.)
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#StayHome - Actuarial Seminar
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53 minutes (online since 2020-04-19)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"Discrimination-Free Insurance Pricing"
1st #StayHome - Actuarial Seminar
https://ethz.zoom.us/rec/share/x_NaC438rVpOWZH9xEvEfqs5DJn9T6a8hHUZ_fcKykfh…
------------------------------------------------------------------------
Dear subscribers of the FAM-news mailinglist,
due to Covid19 more or less all events were cancelled, but alternatively
online events are offered more and more.
Besides the "One World Probability Seminar" which lists also other
online seminars on their webpage
https://www.wim.uni-mannheim.de/doering/one-world/ ,
the SIAM Activity Group on Financial Mathematics and Engineering now
offers a new virtual seminar series, with the inaugural talk of Prof.
Halil Mete Soner *today*, April 16, 19:00-20:00 (GMT +2:00 Vienna) - see
details below.
If you offer online events which might be mentioned in the next fam-news
posting please inform me.
Best wishes,
Sandra
FAM-office, sandra(a)fam.tuwien.ac.at
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SIAM Activity Group on Financial Mathematics and Engineering
------------------------------------------------------------------------
Th., 16.04.2020, 19:00-20:00 (GMT +2:00 Vienna), online seminar
Halil Mete Soner (Princeton University)
https://soner.princeton.edu/
"Trading with impact"
(FME Talk Series)
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
Host of this talk:
Sebastian Jaimungal, University of Toronto
Organiser of the FME Talk Series:
SIAM Activity Group on Financial Mathematics and Engineering
------------------------------------------------------------------------
------------------------------------------------------------------------
"Actuarial Modelling Club"
------------------------------------------------------------------------
Tuesday, 10.03.2020, 15:30 (!) - 17:00, FH 8 Nöbauer Hörsaal
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. OG, yellow area
Olav Jones (Insurance Europe)
"What is the true risk of long-term investment and what
does this mean for insurers' long-term savings products?"
(Actuarial Modelling Club)
Plese find details to talk, speaker and registration here:
https://fam.tuwien.ac.at/vr/20200310.php
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WU Wien, Institute for Statistics and Mathematics
------------------------------------------------------------------------
Wednesday, 11.03.2020, 12:15-13:25, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Paul Eisenberg (Department of Mathematical Sciences, University of
Liverpool)
https://www.liverpool.ac.uk/mathematical-sciences/staff/paul-eisenberg/
"A roller coaster: Energy markets, Suboptimal control and Pensions"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Thursday, 12.3.2020, 16:15(!), seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Matti Kiiski (University of Mannheim, DE)
https://www.wim.uni-mannheim.de/proemel/team/dr-matti-kiiski/
"Remarks on the S-topology"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Internationaler Tag der Mathematik / International Day of Mathematics
------------------------------------------------------------------------
Samstag, 14.03.2020 ( = Pi day: 3/14 ),
10-18 Uhr, Prechtl-Saal der TU Wien,
Karlsplatz 13 (Resselpark), 1040 Wien
Internationaler Tag
der Mathematik 2020
https://www.idm2020.at/
Stationen und Vorträge organisiert von IST Austria, ÖAW, Uni Wien und TU
Wien. Auch FAM ist auf einem Stand vertreten.
Find also events in other cities/countries:
International Day
of Mathematics
https://www.idm314.org/
------------------------------------------------------------------------
--
To Whom it May Concern:
as next week we could not find seminars/conferences in Vienna in the
(core) Financial and Actuarial Mathematics area, here some further
information:
- Machine Learning course in June,
- public mailing lists,
- talk of a representant of Insurance Europe,
- TUforMath (german)
- International Day of Mathematics (Pi day: 3/14)
Kind regards,
Sandra (FAM-office)
------------------------------------------------------------------------
Machine Learning Methods and Data Analytics in Finance and Insurance
------------------------------------------------------------------------
FAM @ TU Wien will offer the course/lecture:
"Machine Learning Methods and Data Analytics in Finance and Insurance"
given by Prof. Pavel Shevchenko (Macquarie University, Australia)
https://tiss.tuwien.ac.at/course/courseDetails.xhtml?courseNr=105712&semest…
It will blocked in June (up to July 3), 2020 - appointments will be
announced soon.
Students of other universities than TU Wien need to co-register at TU
Wien: https://www.tuwien.at/studium/zulassung/mitbelegung/ (you can
switch to English, but the necessary form is only on the German webpage :-/)
------------------------------------------------------------------------
Public Mailing Lists
------------------------------------------------------------------------
Please find an expanded collection of Public Mailing Lists here:
https://fam.tuwien.ac.at/events/lists.php
For corrections and additions please write
FAM-office <fam(a)fam.tuwien.ac.at>.
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"Actuarial Modelling Club"
------------------------------------------------------------------------
Tuesday, 10.03.2020, 15:30 - 17:00, FH 8 Nöbauer Hörsaal
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. OG, yellow area
Olav Jones (Insurance Europe)
"What is the true risk of long-term investment and what
does this mean for insurers' long-term savings products?"
(Actuarial Modelling Club)
Plese find details to talk, speaker and REGISTRATION here:
https://fam.tuwien.ac.at/vr/20200310.php
------------------------------------------------------------------------
TUforMath im Sommersemester 2020
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TUForMath-Vorträge - https://tuformath.at/vortraege/
12.03.2020: Michael Drmota (TU Wien)
"Die Magie der Zahl pi"
02.04.2020: Robert Tichy (TU Graz)
"Primzahlen und was man von ihnen lernen kann"
23.04.2020: Philipp Grohs (Universität Wien)
"Die Mathematik hinter Künstlicher Intelligenz"
07.05.2020: Franz Embacher (Universität Wien)
"Einstein und wie sich Raum und Zeit krümmen"
15.05.2020: Martin Aigner (Freie Universität Berlin)
"Vom 4-Farbenproblem zum Mobiltelefon- eine mathematische
Entdeckungsreise" [TUForMath Lecture]
28.05.2020: Hannelore De Silva (WU Wien)
"Eine Reise durch die Spieltheorie"
18.06.2020: Alexia Fürnkranz-Prskawetz (TU Wien)
"Mathematik der Altersvorsorge"
------------------------
TUForMath-Vorlesung:
Manfred Kronfellner: "Geschichte der Mathematik"
https://www.TUForMath.at/vorlesung/
------------------------
TUForMath-Schulprogramm:
11. und 12. Schulstufe: "TUForMath im mumok"
https://www.TUForMath.at/mumok/.
Ab der 9. Schulstufe
"Reden wir über Mathematik!"
https://www.TUForMath.at/reden/
9. und 10. Schulstufe: "Mathemagie" (ausgebucht!!!)
https://www.TUForMath.at/mathemagie/
5. bis 8. Schulstufe
https://www.TUForMath.at/sekundarstufe1/
------------------------
Anmeldung Newsletter:
https://tuformath.at/newsletter/
------------------------------------------------------------------------
Joint cooperation: IST Austria, ÖAW, Uni Wien, TU Wien
------------------------------------------------------------------------
Samstag, 14.03.2020 ( = Pi day: 3/14 ),
10-18 Uhr, Prechtl-Saal der TU Wien,
Karlsplatz 13 (Resselpark), 1040 Wien
Internationaler Tag
der Mathematik 2020
https://www.idm2020.at/
Stationen und Vorträge organisiert von IST Austria, ÖAW, Uni Wien und TU
Wien. Auch FAM ist auf einem Stand vertreten.
Find also events in other cities/countries:
International Day
of Mathematics
https://www.idm314.org/
------------------------------------------------------------------------
To Whom it May Concern,
enclosed the corrected announcement of Elisa Alos' presenation
tomorrow/Tuesday. Additionally we already announce a talk next week
where we ask for registration.
With best regards,
Franziska Wohlmuth - FAM-office
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Tuesday(!), 11.2.2020, 16:15, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Elisa Alòs (Universitat Pompeu Fabra, Barcelona, ES)
https://www.upf.edu/web/elisa-alos
"Discretization errors in variance swaps"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
Dienstag, 18.2.2020, 16:30-18:00, FH 8 Nöbauer Hörsaal
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. OG, gelber Bereich
Sebastian Helbig und Marius Reitz
(ROKOCO GmbH und ROKOCO Predictive Analytics GmbH)
"Marktkonsistenz und Solvabilitätsbewertung: Ausgewählte Aspekte"
(Actuarial Modelling Club)
Details zu Vortrag und Anmeldung siehe:
https://fam.tuwien.ac.at/vr/20200218.php
------------------------------------------------------------------------
--
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Thu., 11.2.2020, 16:15(!), seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Elisa Alòs (Universitat Pompeu Fabra, Barcelona, ES)
https://www.upf.edu/web/elisa-alos
"Discretization errors in variance swaps"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
--
To Whom it May Concern:
This time we inform about future events in Austria or events
co-organised by researchers from Austria, as well as about changes at
the BFS Congress in Hong Kong.
Best regards, Sandra (FAM-office)
------------------------------------------------------------------------
Advances in Mathematical Finance and Optimal Transport
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Advances in Mathematical Finance and Optimal Transport
Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy
Mon-Fri, June 20-26, 2020
http://www.crm.sns.it/event/448/
Invited speakers:
Luigi Ambrosio (SNS Pisa), Julio Backhoff (U Vienna), Pauline Barrieu
(LSE), Christian Bayer (WIAS Berlin), Sara Biagini (LUISS Rome), Luciano
Campi (LSE), Rama Cont (U Oxford), Jaksa Cvitanic (Caltech), Christoph
Czichowsky (LSE), Albina Danilova (LSE), Freddy Delbaen (ETH Zürich),
Giulia di Nunno (Oslo U), Darrell Duffie (Stanford U), Peter Friz (TU
Berlin), Stefan Gerhold (TU Wien), Nassif Ghoussoub (UBC), Sigrid
Kaellblad (KTH Stockholm), Constantinos Kardaras (LSE), Dimitri Kramkov
(Carnegie Mellon U), David Kreps (Standford U), Daniel Lacker (Columbia
U), Robert McCann (U Toronto), Johannes Muhle-Karbe (Imperial College),
Jan Obloj (Oxford U), Soumik Pal (U Washington, Seattle), David Proemel
(Oxford U), Catherine Rainer (Brest U), Kavita Ramanan (Brown U), Luigia
Ripani (U Lyon 1, Irvine), Mathieu Rosenbaum (École Polytechnique),
Birgit Rudloff (WU Vienna), Misha Skolnikov (Princeton U), Mete Soner
(ETH Zürich), Sara Svaluto-Ferro (U Vienna), Ludovic Tangpi (Princeton
U), Nizar Touzi (École Polytechnique), Kim Weston (Rutgers U)
Organised by:
Beatrice Acciaio (LSE London)
Mathias Beiglböck (Uni Vienna)
Christa Cuchiero (Uni Vienna)
Irene Klein (Uni Vienna)
Josef Teichmann (ETH Zürich)
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13th European Summer School in Financial Mathematics
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13th European Summer School in Financial Mathematics
University of Vienna, Vienna, Austria
Mon-Fri, August 31 - September 4, 2020
https://www.univie.ac.at/summer_school_MathFinance/
Lectures by:
Lyudmila Grigoryeva (University of Konstanz)
Xin Guo (University of California, Berkeley)
Lukasz Szpruch (University of Edinburgh)
Josef Teichmann (ETH Zurich)
Special invited lecture by:
Yuri Kabanov (Lomonosov Moscow State University)
Organising committee:
Daniel Bartl (Uni Vienna)
Mathias Beiglboeck (Uni Vienna)
Christa Cuchiero (Uni Vienna)
Zehra Eksi (WU Vienna)
Ruediger Frey (WU Vienna)
Irene Klein (Uni Vienna)
Mathias Pohl (Uni Vienna)
Sara Svaluto-Ferro (Uni Vienna)
Junjian Yang (TU Wien)
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Conference on High-Dimensional Stochastics
------------------------------------------------------------------------
Conference on High-Dimensional Stochastics
Wolfgang Pauli Institute, Vienna, Austria
Mon-Wed, September 7-9, 2020
https://www.mn.uio.no/math/english/research/groups/store/events/conferences…
Plenary speakers confirmed:
Jochen Blath (TU Berlin)
Sonja Cox (University of Amsterdam)
Victor Panaretos (EPFL Lausanne)
Markus Riedle (King's College London)
Organised by:
Fred Espen Benth (U. Oslo)
Almut Veraart (Imperial College London)
Christa Cuchiero (WPI c/o U. Vienna)
------------------------------------------------------------------------
ASD 2020
------------------------------------------------------------------------
8th Austrian Stochastics Days (ASD 2020)
MU Leoben (Montanuniversität Leoben), Leoben, Austria
Thu-Fri, September 10-11, 2020
http://institute.unileoben.ac.at/amat/asd2020/
Keynote speakers:
Michaela Szölgyenyi (Alpe-Adria-University Klagenfurt)
Jonas Tölle (University of Helsinki)
Organised by:
Alexander Steinicke (MU Leoben)
Erika Hausenblas (MU Leoben)
Debopriya Mukherjee (MU Leoben)
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BFS 2020 - NEW DATE!
------------------------------------------------------------------------
11th World Congress of the Bachelier Finance Society (BFS 2020)
Hong Kong, China
Mon-Fri, December 14-18, 2020 <-- NEW DATE!
http://www1.se.cuhk.edu.hk/~bfs2020/
Abstract submission deadline extended to June 30, 2020 (11:59pm HKT).
------------------------------------------------------------------------
--
Sandra Trenovatz / FAM-office
phone +43-1-58801-10511, mail <sandra(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
------------------------------------------------------------------------
Joint Seminar: TU Wien, University of Vienna and WU Vienna
------------------------------------------------------------------------
Th., 30.10.2020, 16:30, lecture hall HS11
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Eduardo Abi Jaber (Université Paris 1 Panthéon-Sorbonne, FR)
https://sites.google.com/view/abijabereduardo/
"Linear-Quadratic control of stochastic Volterra equations"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
--
------------------------------------------------------------------------
University of Vienna, Dept. of Statistics and Decision Support Systems
------------------------------------------------------------------------
Mo., 20.01.2020, 16:45, lecture hall HS 7 (#1.303)
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Michael Kupper (Univ. Konstanz, DE)
https://www.mathematik.uni-konstanz.de/kupper/
"Max-stable risk measures and large deviations"
(ISOR Colloquium)
The seminar is preceded by tea and coffee with the speaker in the ISOR
meeting room (#6.511, 6th floor) at 16.15.
For further details (including abstracts) see
https://isor.univie.ac.at/isor-colloquium/
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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 21.01.2020, 17:00, lecture hall: GM 3 Vortmann Hörsaal
TU Wien, 1060, Getreidemarkt 9, Plus Energie Büro Hochhaus, 2. Stock
Götz Cypra (UNIQA Versicherung Wien),
Dr. Mario Hörig (Oliver Wyman Actuarial, DE)
"Deep Learning Techniken im Einsatz: Anwendungen im Kontext
von Economic Capital und Cash Flow Projektionsmodellen"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
Details zu Vortrag und Anmeldung siehe:
https://fam.tuwien.ac.at/vr/
------------------------------------------------------------------------