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One World Actuarial Research Seminar
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We., 18.8.2021, 10:00 (UTC +2:00 = CEST), online talk
Hamza Hanbali (Monash University)
"Detection of insurance price cycles using neural networks"
For further details see
https://owars.info/
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BFS Summer School - September 2021
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First Summer School of the Bachelier Finance Society
21 to 24 September 2021, Online via Zoom
https://www.bachelierfinance.org/09-2021
Vortragende/Vorträge:
Gaël Giraud (France CNRS and Georgetown Univ.)
"Financial Macroeconomics and Climate Change"
Pierre-Olivier Goffard (Univ. Claude Bernard Lyon 1)
"BLOCKASTICS – Stochastic models for blockchain analysis"
Xin Guo (Univ. of California Berkeley) & Renyuan Xu (Oxford Univ.)
"Mean-Field Dynamics and Machine Learning"
Alex Lipton (Sila, Hebrew University of Jerusalem and MIT)
"Blockchains and distributed ledgers: the underlying mathematics,
economics, and technology"
Peter Tankov (ENSAE)
"Introduction to Climate Finance"
Registration is compulsory and free for members of the Bachelier
Finance Society.
For non-members the cost is 60$.
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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 Summertime, https://time.is/en/CEST
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Online seminars on Optimal Stopping and Related Topics
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We., 14.7.2021, 18:00 (UTC +2:00 = CEST), online talk
Erhan Bayraktar (University of Michigan)
"Equilibrium concepts for time-inconsistent stopping problems in
continuous time"
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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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14th European Summer School in Financial Mathematics
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Mon-Fri, August 30 - September 3, 2021,
hybrid event, Univ. of Edinburgh, UK
https://www.icms.org.uk/events/workshops/ESSFM14
Submission and Registration (no deadline given, so we suggest to submit
very soon)
https://www.smartsurvey.co.uk/s/ESS14ED2021/
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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 Summertime, https://time.is/en/CEST
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LTI@UniTO Webinar Series in Finance
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Th., 1.7.2021, 12:00-13:15 (UTC +2:00 = CEST), online talk
Carole Bernard (Grenoble Ecole de Management)
"Option-Implied Dependence and Correlation Risk Premium"
For further details see
https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l…
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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 Summertime, https://time.is/en/CEST
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 21.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Jin Ma (University of Southern California)
"Set-valued Backward SDEs and Set-valued Stochastic Analysis"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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ISOR Colloquium
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Mo., 21.6.2021, 16:45-17:45 (UTC +2:00 = CEST), online talk
Tobias Fissler (Vienna University of Economics and Business)
"Backtesting Systemic Risk Forecasts using Multi-Objective
Elicitability"
For further details see
https://isor.univie.ac.at/isor-colloquium/current-talks/
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World Online Seminars on Machine Learning in Finance
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Tu., 22.6.2021, 19:00 (UTC +2:00 = CEST), online talk
Markus Pelger (Stanford University)
"Deep Learning Statistical Arbitrage"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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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 Summertime, https://time.is/en/CEST
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Bachelier Finance Society One World Seminars
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Th., 17.6.2021, 19:00 (UTC +2:00 = CEST), online talk
Jianfeng Zhang (University of Southern California)
"Mean Field Game Master Equations with Monotonicity and
Anti-monotonicity Conditions in Displacement Sense"
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 Summertime, https://time.is/en/CEST
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World Online Seminars on Machine Learning in Finance
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Tu., 8.6.2021, 19:00 (UTC +2:00 = CEST), online talk
Giuseppe Nuti (UBS & Cornell University) and Lluís Antoni Jiménez Rugama
(UBS)
"Applying Explainable Bayesian Decision Trees to Trading"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Finance Research Seminar
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Fr., 11.6.2021, 11:00-12:15 (UTC +2:00 = CEST), online talk
Ian Martin (London School of Economics)
"Sentiment and speculation in a market with heterogeneous beliefs "
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 Summertime, https://time.is/en/CEST
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One World Actuarial Research Seminar
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We., 2.6.2021, 18:00 (UTC +2:00 = CEST), online talk
Natalia Nolde (University of British Columbia)
"An extreme value approach to CoVaR estimation "
For further details see
http://www.maths.usyd.edu.au/u/munir/owars/
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Talks in Financial and Insurance Mathematics
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Th., 3.6.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Yan Dolinsky (Hebrew University of Jerusalem)
"Stochastic Stability for the Utility Maximization Problem"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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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 Summertime, https://time.is/en/CEST
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LTI@UniTO Webinar Series in Finance
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We., 24.5.2021, 12:45 - 13:45 (UTC +2:00 = CEST), webinar
Andrea Modena (University of Bonn, Università Ca’ Foscari Venezia)
“Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of
Banking”
For further details see
https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l…
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Vienna Seminar in Mathematical Finance and Probability
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Th., 27.5.2021, 15:30-18:30 (UTC +1:00 = CET), online talk
Link for the live stream (Zoom) will be announced after registration for
the event.
Benedict Bauer (TU Wien)
"Self-similar Gaussian Markov processes"
Aleksandar Arandjelovic (TU Wien)
"Deep hedging in continuous time"
Verena Köck (WU Vienna)
"Solving partial-integro differential equations in finance and
insurance: a deep learning approach"
Guido Gazzani (University of Vienna) and
Sara Svaluto-Ferro (University of Vienna)
"Universal signature-based models: theory and calibration"
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 Summertime, https://time.is/en/CEST
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