FAM-news

fam-news@fam.tuwien.ac.at

1 participants
1069 discussions

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 18.1.2021, 17:00 (UTC +1:00 = CET), online talk Mathieu Lauriere (Princeton) "Machine Learning for Mean Field Games" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Tu., 19.1.2021, 14:50 - 15:35 (UTC +1:00 = CET), online talk Lukas Gonon (LMU München) "Dynamic learning for stochastic processes: neural networks, reservoir computing systems and applications to mathematical finance" For further details (including abstract & log-in link) see https://mathematik.univie.ac.at/newsevents/nachrichtenvolldarstellung/news/… or https://zoom.us/j/92444681556?pwd=ZWNETnA0OGVTRUdjMUVya1UxS25lUT09#success ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 21.1.2021, 19:00-20:00 (UTC +1:00 = CET), online talk Alvaro Cartea (University of Oxford) "Optimal Execution with Stochastic and Deterministic Delay" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Research seminar - Statistics and Mathematics ------------------------------------------------------------------------ Fr., 22.1.2021, 09:00, (UTC +1:00 = CET), online talk Christa Cuchiero (Department of Statistics and Operations Research, University of Vienna) "From signature SDEs to affine and polynomial processes and back" For further details (including abstracts & registration link) see: https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ SIAM Financial Mathematics & Engineering Student Programming Competition ------------------------------------------------------------------------ The organisers of the FM21 conference − incl. researchers in or from Vienna (Prof. Birgit Rudloff, Prof. Josef Teichmann, Assoc.Prof. Stephan Sturm) − are pleased to announce the first... SIAM Financial Mathematics & Engineering Student Programming Competition ...sponsored by MathWorks. The main focus of quantitative and data science roles in the finance industry today is to implement research in a real-world context. As such, student teams, composed of undergraduate and/or graduate students, are invited to partake in a two-month programming challenge to solve a mathematical programming problem arising in financial modeling. Teams will have the option to use a complimentary license of MATLAB provided by Mathworks. Winning teams will be awarded cash prizes during an award ceremony at the SIAM Conference on Financial Mathematics and Engineering (FM21), which will take place either virtually or in hybrid mode June 1-4, 2021. The top four (4) teams will be invited to present. The teams will consist of 2-3 members each. There will be one (1) prize at each amount of $400, $300, $200, and $100. Registration for the challenge will close at 11:59 p.m. EST on January 31 and all participants are strongly encouraged to attend a Q&A webinar at 11 a.m. EST on January 25. Please see the official programming challenge webpage for further details and to register: https://de.mathworks.com/academia/student-competitions/siam-financial-mathe… Questions regarding the programming competition should be sent to Matthew Dixon (matthew.dixon(a)iit.edu) or Stuart Kozola (skozola(a)mathworks.com). ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

4 years, 3 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

Dear friends of FAM & subscribers of FAM-news, we wish you a healthy and prosperous new year 2021! Franziska & Sandra (FAM office) ------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------ Tu., 12.1.2021, 16:30 (UTC +1:00 = CET), online talk Lorenzo Dello Schiavo (University of Bonn) "A Discovery Tour in Random Riemannian Geometry (2012.06796)" For further details (including abstract & log-in link) see: https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 13.1.2021, 17:00 (UTC +1:00 = CET), online talk Marius Hofert (University of Waterloo, Canada) "Quasi-random sampling for multivariate distributions via generative neural networks" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 14.1.2021, 19:00 (UTC +1:00 = CET), online talk Agnes Sulem (Centre Inria de Paris) "Optional pricing in a non-linear incomplete market model with default: the European and American cases" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJYrde6ppjIrE91n3daKPDHlN_skZSdFJa5K or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ 10th Western Conference on Mathematical Finance (WCMF) ------------------------------------------------------------------------ 10th Western Conference on Mathematical Finance (WCMF) Fri-Mon., January 15 - 18, 2021 Schedule and abstracts of the event: https://sites.google.com/g.ucla.edu/10thwcmf/schedule For further details and registrations see: https://sites.google.com/g.ucla.edu/10thwcmf/home or https://ucsb.zoom.us/webinar/register/WN_kZP9hVF0S6G_GQeuSoGgRg ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

4 years, 3 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ Mo., 14.12.2020, 12:45 - 13:45 (UTC +1:00 = CET), webinar Andrea Berardi (University Ca’ Foscari, Venice) “Bond risk premia: the information in really long-maturity forward rates” For further details see https://www.carloalberto.org/events/category/ltiunito-webinars-in-finance/l… For registration see https://www.carloalberto.org/event/andrea-berardi-university-ca-foscari-ven… ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Tu., 15.12.2020, 16:30 (UTC +1:00), online talk Michael Kinzer (Michael Kinzer Consulting) u. Bernd Weber (Zürich Versicherungs-Aktiengesellschaft) "Liability-2-Step - Ein Ansatz zur stochastischen Bewertung von Lebensversicherungs-Portfolios ohne Verdichtung" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/events/vr/20201215.php ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 16.12.2020, 16:00 (UTC +1:00 = CET), online talk Michalis Anthropelos (University of Piraeus, Greece) "On Risk-Sharing Games: Strategies, Gains and Winners" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 17.12.2020, 15:30-18:30 (UTC +1:00), online talk Link for the live stream (Zoom) will be announced after registration for the event. Julio Backhoff (University of Twente) "On the small noise behaviour for convex BSDE" Jana Hlavinova (WU Vienna) "Elicitability and Identifiability of Systemic Risk Measures" Junjian Yang (TU Wien) "On the planning problem in mean-field games" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

4 years, 4 months

Betreff: reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

------------------------------------------------------------------------ An Afternoon for Stochastic Analysis and Applications ------------------------------------------------------------------------ Tu., 8.12.2020, 14:00 (UTC +1:00 = CET), online talk Thorsten Rheinländer (TU Wien) "Concepts of stochastic integration with applications to mathematical finance" Friedrich Hubalek (TU Wien) "Comparing binomial and Gaussian tails with an application to utility maximization" For further details and registration see http://users.jyu.fi/~geiss/workshops/stochana-2020/stochana.html ------------------------------------------------------------------------ Finance Brown Bag Seminar ------------------------------------------------------------------------ We., 9.12.2020, 13:00-14:00 (UTC +1:00 = CET), online talk Florian Pauer (WU Wien) "Sell or Hold? On the Value of Non-Performing Loans and Mandatory Write-Off Rules" For further details (including abstracts and log-in link) see https://www.wu.ac.at/en/finance/research/brown-bag-seminar/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 10.12.2020, 19:00-20:00 (UTC +1:00 = CET), online talk Dena Firoozi (University of Montreal) "Belief Estimation by Agents in Major-Minor LQG Mean Field Games" Sveinn Olafsson (Columbia University) " Personalized Robo-Advising: Enhancing Investment through Client Interaction" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

4 years, 4 months

reminder for upcoming seminars and talks

by FAM-office (Franziska Wohlmuth)

To Whom it May Concern: on short notice a talk from Prof. Jaksa Cvitanic was announced within the BFS One World Seminars. Please find details below. Additionally we corrected the starting time of the talk of Prof. Xunyu Zhou on Thursday. Best wishes, Franziska / FAM-office ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 3.12.2020, 19:00 (UTC +1:00 = CET), online talk Jakša Cvitanić (Caltech) "Optimal Fund Menus" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJElcO2prT4uGtFiUaLlkCMlDicQjNRpkbce or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 4.12.2020, 16:30 (UTC +1:00 = CET), online talk Xunyu Zhou (Columbia University) "Temperature Control for Langevin Diffusions" 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 +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ -- -- 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, 4 months

Betreff: reminder for upcoming seminars and talks

by Franziska Wohlmuth

4 years, 4 months

reminder for upcoming seminars and talks

by FAM-Office (Franziska Wohlmuth)

4 years, 5 months

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, 5 months

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, 5 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, 5 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