FAM-news

fam-news@fam.tuwien.ac.at

1 participants
1053 discussions

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

4 years, 1 month

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 16.11.2020, 17:00 (UTC +2:00 = CEST), online talk Massimiliano Gubinelli (Universität Bonn) https://www.iam.uni-bonn.de/abteilung-gubinelli/home/ "Elliptic stochastic quantisation and supersymmetry" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 16.11.2020, 16:45 - 17:45 (UTC +2:00 = CEST), online talk Andreas Sojmark (Imperial College London) https://www.imperial.ac.uk/people/a.sojmark "Dynamic Default Contagion in interbank systems" For further details (including abstracts) see https://isor.univie.ac.at/isor-colloquium/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 18.11.2020, 16:00 (UTC +2:00 = CEST), online talk Julia Eisenberg (TU Wien) https://fam.tuwien.ac.at/~jeisenbe/ "Reform proposals for occupational plans and state pension schemes" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 19.11.2020, 15:30-18:30 (UTC +2:00), online talk Link for the live stream (Zoom) will be announced after registration for the event. Paul Eisenberg (WU Vienna) https://www.wu.ac.at/statmath/faculty-staff/faculty/paul-eisenberg "Integer constraint trading" Christoph Gerstenecker (TU Wien) https://tiss.tuwien.ac.at/person/241038 "Stochastic Volterra equations and rough volatility" Gudmund Pammer (University of Vienna) https://homepage.univie.ac.at/gudmund.pammer/ "The Wasserstein space of Filtered Processes" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 19.11.2020, 19:00 (UTC +2:00 = CEST), online talk Xunyu Zhou (Columbia University) https://www.engineering.columbia.edu/faculty/xunyu-zhou "Entropy Regularization, Boltzmann Exploration, and Langevin Diffusions" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 20.11.2020, 17:30-19:00 (UTC +2:00 = CEST), online talk Anne MacKay (Université du Québec à Montréal) https://professeurs.uqam.ca/professeur/mackay.anne/ "Fee structure and optimal investment mix in variable annuities" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ --

4 years, 1 month

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------ Tue., 10.11.2020, 16:30-18:15 (UTC +2:00 = CEST), online talk 16:30 Benedikt Stufler (TU Wien) https://www.dmg.tuwien.ac.at/stufler/contact.html "Random planar graphs - results and conjectures" 17:30 Christa Cuchiero (Uni Wien) https://homepage.univie.ac.at/christa.cuchiero/ "Universality of affine and polynomial processes" For further details (including abstracts) see https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v… ------------------------------------------------------------------------ Research Seminar - Statistics and Mathematics ------------------------------------------------------------------------ We., 11.11.2020, 17:30-19:00 (UTC +2:00 = CEST), online talk Igor Cialenco (Department of Applied Mathematics, Illinois Institute of Technology, USA) https://www.iit.edu/directory/people/igor-cialenco "Adaptive Robust Stochastic Control with Applications to Finance" For further details (including abstracts) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 12.11.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk Damir Filipovic (EPFL and Swiss Finance Institute) https://www.epfl.ch/labs/csf/ "A Machine Learning Approach to Portfolio Pricing and Risk Management for High-Dimensional Problems " For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 13.11.2020, 16:30-18:00 (UTC +2:00 = CEST), online talk Peng Shi (University of Wisconsin-Madison) https://wsb.wisc.edu/directory/faculty/peng-shi "Assessing Hail Risk for Property Insurers" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------

4 years, 2 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 4.11.2020, 10:00 (UTC +2:00 = CEST), online talk Bent Nielsen (Oxford University) http://users.ox.ac.uk/~nuff0078/ "Generalized Log-Normal Chain-Ladder" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 5.11.2020, 19:00 (UTC +2:00 = CEST), online talk Martin Larsson (Carnegie Mellon University) https://www.cmu.edu/math//people/faculty/larsson.html "Finance and Statistics: Trading Analogies for Sequential Learning" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 6.11.2020, 14:00 (UTC +2:00 = CEST), online talk K.C. Cheung (Hong Kong University) https://saasweb.hku.hk/staff/kccheung/ "Asymptotic sub/super-additivity of Value-at-Risk under extreme-value copulas and Archimedean copulas" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ CIRM - Research School "Quasi Monte Carlo Methods and Applications" ------------------------------------------------------------------------ Mon-Fri, 2.11.-6.11.2020, virtual & hybrid event Main Guest Speakers: Hansjoerg Albrecher (Université de Lausanne) Florin Avram (Université de Pau et des Pays de l'Adour) Giray Ökten (Florida State University) Gerhard Larcher (JKU Linz) Gunther Leobacher (University of Graz) Véronique Maume-Deschamps (Université de Lyon 1) Stefan Thonhauser (TU Graz) This event is part of the program CIRM - Jean-Morlet Chair, Diophantine Problems: Determinism, Randomness, Applications. For further details (including abstract & registration) see: https://www.chairejeanmorlet.com/2255.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria

4 years, 2 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

4 years, 2 months

reminder for upcoming seminars and talks

by Franziska Wohlmuth

4 years, 2 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 12.10.2020, 17:00-18:00 (UTC +2:00 = CEST), online talk Ioannis Karatzas (Columbia University) http://www.math.columbia.edu/~ik/ "A trajectorial approach to the gradient flow properties of conservative diffusions and Markov chains" For further details (including abstracts) see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 15.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online event Panel discussion: "Implications of COVID-19 on financial markets" Michael J. Fleming (Federal Reserve Bank of New York) https://www.newyorkfed.org/research/economists/fleming/index.html Wenqian Huang (BIS-Bank for International Settlements,CH) https://www.wenqianhuang.org/ David Rios (Columbia University and NYU Tandon) http://stat.columbia.edu/department-directory/name/david-rios For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 15.10.2020, 15:30-18:30 (UTC +2:00), hybrid seminar Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor, lecture hall 3. Link for the live stream (Zoom) will be announced shortly before the talks start. Aleksandar Arandjelovic (TU Wien) https://tiss.tuwien.ac.at/person/281991 "Deep portfolio optimization in financial markets with a large trader" Stefan Rigger (University of Vienna) https://homepage.univie.ac.at/stefan.rigger/ "Propagation of minimality in the supercooled Stefan problem" Kevin Kurt (WU Wien) https://www.wu.ac.at/statmath/faculty-staff/faculty/kevin-kurt/ "Markov-modulated Affine Processes" For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 16.10.2020, 10:00 (UTC +2:00 = CEST), online talk Alfred Müller (University of Siegen) https://www.uni-siegen.de/fb6/src/mueller/ "Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------

4 years, 3 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 6.10.2020, 16:30 (UTC +2:00 = CEST), online talk Dietmar Hareter und Fabian Pribahsnik (Wiener Städtische Versicherung AG Vienna Insurance Group) "Data Science im Live-Betrieb (Ein Online-Vortrag von Praktikern für Praktiker_innen)" (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/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 7.10.2020, 17:00 (UTC +2:00 = CEST), online talk Frédéric Godin (Concordia University) "A mixed bond and equity fund model for the valuation of segregated fund policies" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 8.10.2020, 19:00 (UTC +2:00 = CEST), online talk Damir Filipović (Ecole Polytechnique Fédérale de Lausanne) "TBA" For further details (abstract & log-in link will follow soon) see: https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 9.10.2020, 16:00-17:30 (UTC +2:00 = CEST), online talk Nan Zhu (Penn State University) "The efficiency of voluntary risk classification in insurance markets" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------

4 years, 3 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 01.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk Samuel Drapeau (Shanghai Jiao Tong University) "On Detecting Spoofing Strategies in High Frequency Trading" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ Insurance Seminar at the Department of Mathematics 2020 ------------------------------------------------------------------------ Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event Erik Bølviken (University of Oslo) "Risky risk assessment" Mari Dahl Eggen (University of Oslo) "The LIBOR Forward Rate in a HJM-Lévy Framework" Martin Jullum (Norsk Regnesentral) "Dectecting Money Laundering with Machine Learning" Julia Eisenberg (TU Wien) "On some control problems in pension insurance" Krzysztof Paczka (Gjensidige) "Gjensidige's internal model and capital management" For further details see: https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ -- Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at Financial and Actuarial Mathematics (FAM) https://fam.tuwien.ac.at/ TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria

4 years, 3 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

To Whom it May Concern: after stopping FAM-news in spring, we again start to inform about talks and events in the area of Financial and Actuarial Mathematics. As due to the COVID-19 pandemic the number of interesting events which can be visited online increased almost exponentially in spring. We therefore can only send a selection and moreover refer to other webpages, e.g., https://mathseminars.org/ (= https://researchseminars.org/) On the FAM-homepage you can find a collection of links / webpages: https://fam.tuwien.ac.at/events/ Below you can find a selection of upcoming talks & events. Best wishes, Franziska / FAM-office ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 23.9.2020, 14:00 (UTC +2:00 = CEST), online talk Han Li (Macquarie University) "Joint Extremes in Temperature and Mortality: Bivariate POT Approach" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 24.9.2020, 19:00 (UTC +2:00 = CEST), online talk Ludovic Tangpi (Princeton University) "Backward propagation of chaos and large population games asymptotics" For further details (including abstract & log-in link) see: https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------ --

4 years, 3 months

Jump to page:

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

FAM-news