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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 14 May '21

14 May '21

------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 19.5.2021, 18:00 (UTC +2:00 = CEST), online talk Nicole Bäuerle (Karlsruhe Institute of Technology) "Partially observable risk-sensitive stopping problems in discrete time" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ PDE Afternoon ------------------------------------------------------------------------ We., 19.5.2021, 15:30 - 16:00 (UTC +2:00 = CEST), online talk Daniel Toneian (University of Vienna) "Optimal Transport between Stochastic Processes" For further details see https://www.univie.ac.at/sfb65/#!/public/events/pde_afternoon/2021-03-01/20… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 20.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Christoph Czichowsky (London School of Economics) "Rough Volatility and Portfolio Optimisation under Transaction Costs" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 20.5.2021, 19:00 (UTC +2:00 = CEST), online talk Peter Bank (TU Berlin) "The value of not being predictable" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ Fr., 21.5.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk Matthias Scherer (Department of Mathematics, Technical University of Munich) "A Comprehensive Model for Cyber Risk Based on Marked Point Processes and Its Application to Insurance" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 07 May '21

07 May '21

------------------------------------------------------------------------ Finance Brown Bag Seminar ------------------------------------------------------------------------ We., 2.4.2021, 12:15-13:15 (UTC +2:00 = CEST), online talk Alessandro Melone (VGSF Universität Wien) "Consumption and Stock Returns: Levels vs. Growth for Conditional Asset Pricing" For further details see https://finance.univie.ac.at/en/research/brown-bag-seminar/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 30 Apr '21

30 Apr '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 5.5.2021, 14:00 (UTC +2:00 = CEST), online talk George Tzougas (London School of Economics) "Neural Network Embedding of the Negative Binomial Regression Model for Claim Frequencies Joint work with Ziyi Li" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 5.5.2021, 18:00 (UTC +2:00 = CEST), online talk Jean-Francois Chassagneux (Université de Paris) "IMulti-dimensional reflected BSDEs and applications to randomized switching problem" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 6.5.2021, 19:00 (UTC +2:00 = CEST), online talk Matheus Grasselli (McMaster University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 6.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Prof. Dr. Stéphane Villeneuve (Toulouse School of Economics) "Linear Optimal Contracts in a Gaussian World" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 7.5.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Erick Delage (HEC Montreal) "Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures" For further details 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 23 Apr '21

23 Apr '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 26.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Thaleia Zariphopoulou (University of Texas) "Human-machine interaction models and robo-advising" For further details see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 27.4.2021, 19:00 (UTC +2:00 = CEST), online talk Iuliia Manziuk (Ecole Polytechnique) "Adaptive Trading Strategies Across Liquidity Pools" For further (including abstract & log-in link) see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Research Seminar Series ------------------------------------------------------------------------ We., 28.4.2021, 18:15-19:45 (UTC +2:00 = CEST), online talk Ronnie Sircar (Princeton University) "Cryptocurrencies, Mining & Mean Field Games" For further details (including abstract & log-in link) see https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 29.4.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Sara Svaluto-Ferro (Universität Wien) "From Signature-Based Models to Affine and Polynomial Processes and back" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 29.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Huyen Pham (Université de Paris) "DeepSet and their derivative networks for solving symmetric problems" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 29.4.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Friedrich Hubalek (TU Wien) "Comparing binomial and Gaussian tails with an application to utility maximization" Benjamin Robinson (University of Vienna) "Optimal control of martingales in a radially symmetric environment" Zach Feinstein (Stevens Institute of Technology) "Equilibrium Inverse Demand Functions" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 30.4.2021, 17:00 (UTC +2:00 = CEST), online talk Mike Ludkovski (University of California) "Multi-population longevity modeling with Gaussian Processes" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ Online Conference Beyond the Boundaries ------------------------------------------------------------------------ Beyond the Boundaries: New Directions in Financial and Actuarial Mathematics Tue-Fri, May 4-7, 2021, online conference by University of Leeds https://www.miryanagrigorova.com/conference-beyond-the-boundaries Registration is free! - Registration Deadline: April 29, 2021 Have a look at the impressive list of the invited speakers: https://www.miryanagrigorova.com/speakers ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 16 Apr '21

16 Apr '21

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 21.4.2021, 11:00 (UTC +2:00 = CEST), online talk Rui Zhou (University of Melbourne) "The Role of Longevity Annuities in Different Socioeconomic Classes: A Canadian Case Study" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 22.4.2021, 19:00 (UTC +2:00 = CEST), online talk Darrell Duffie (Stanford University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 22.2.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Julio Backhoff (Universität Wien) "The Mean Field Schrödinger Problem" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 23.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Etienne Marceau (Laval University) "Lundberg–Aumann–Serrano index of riskiness and ruin-based risk measures" For further details 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 Summertime, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 09 Apr '21

09 Apr '21

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tu., 13.4.2021, 19:00 (UTC +2:00 = CEST), online talk Josef Teichmann (ETH Zurich) "Consistent Recalibration Models, Deep Calibration and Learning of Constraint Dynamics" For further (including abstract & log-in link) see: https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 16.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Patrick Cheridito (ETH Zurich) "Assessing asset-liability risk and the numerical approximation of conditional expectations" For further details see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ AMaMeF 2021 ------------------------------------------------------------------------ 10th General AMaMeF Conference June 22-25, 2021, Padova, Italy hybrid or online event (depending on Covid19 situation) https://events.math.unipd.it/AMAMEF2021/ AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. The AMaMeF Conferences are organized in a roughly two-yearly schedule. The 10th General AMaMeF conference is organized by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova (Italy). The program consists of 8 plenary lectures, 9 invited and several contributed sessions addressing a full range of topics in mathematical finance and its applications. Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A). Submission Deadline: Monday, May 3, 2021. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by Franziska Wohlmuth 02 Apr '21

02 Apr '21

------------------------------------------------------------------------ WU Wien research seminar series ------------------------------------------------------------------------ Fr., 7.4.2021, 09:00 (UTC +2:00 = CEST), online talk Luitgard A. M. Veraart (London School of Economics and Political Science) "When Does Portfolio Compression Reduce Systemic Risk?" For further details (including abstract & log-in link) see: https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 7.4.2021, 17:00 (UTC +2:00 = CEST), online talk Kazutoshi Yamazaki (Kansai University) "Double continuation regions for American options under Poisson exercise opportunities" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 8.4.2021, 19:00 (UTC +2:00 = CEST), online talk Tomoyuki Ichiba (University of California Santa Barbara) "Relative arbitrage among investors" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 26 Mar '21

26 Mar '21

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 1.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk Xiaofei Shi (Columbia University) "Equilibrium Asset Pricing with Liquidity Risk" Mathieu Laurière (Princeton University) "Deep learning for Mean Field Games, and applications to finance" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 19 Mar '21

19 Mar '21

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mo., 22.3.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk Gilles Stupfler (ENSAI France) "Asymmetric least squares techniques for extreme risk estimation" For further details (including abstract & log-in link) see: https://univienna.zoom.us/j/95698652741?pwd=MnZaZVpLa2ZsQkpLdXdtTy9WQUsrdz0… or https://isor.univie.ac.at/isor-colloquium/current-talks/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 24.3.2021, 18:00 (UTC +1:00 = CET), online talk Erik Ekstrom (Uppsala University) "Stochastic games with unknown competition" For further details (including abstracts) see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ LTI@UniTO Webinar Series in Finance ------------------------------------------------------------------------ We., 24.3.2021, 12:00 - 13:15 (UTC +1:00 = CET), webinar Fabio Trojani (University of Geneva) "Smart Stochastic Discount Factors" For further details (including abstract & log-in link) see: https://us02web.zoom.us/j/84414842010?pwd=WFFudm1ITDU1aWQ2Y0ttRFRXOGFVQT09 or https://www.carloalberto.org/events/category/ltiunito-webinar-series-in-fin… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Thibaut Mastrolia (École Polytechnique) "Some Recent Developments of Auction Design in Financial Markets" For further details (including abstracts) see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 25.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk Filip Lindskog (Stockholm University) "Market-Consistent Multiple-Priors Valuation of Cash Flows Subject to Capital Requirements" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJEpcOqqrjIuHNegJ9NINRKM53Z7DwjBYlYt or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 25.3.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Birgit Rudloff (WU Vienna) "Multivariate dynamic programming- from dynamic Nash games to the Mean-Risk problem" Stefan Gerhold (TU Wien) "Asymptotic pricing of VIX options under rough volatility" Walter Schachermayer (University of Vienna) "Faking Brownian Motion with continuous Markov martingales" For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ We are pleased to announce the World Online Seminars on Machine Learning in Finance which will start on March 30th. The seminars will be held on a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks, we will invite a speaker to cover a topic at the interface of machine learning and finance. Our opening speaker is Manuela Veloso from JP Morgan AI Research and CMU. More detailed information, in particular on the subsequent speakers can be found on our webpage https://sites.google.com/view/mlfinance/home. We also have a mailing list which can be subscribed through https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr…. The seminar announcements and the Zoom links will be sent via this mailing list, but you can also register for the zoom link on our webpage. Please bring the announcement to the attention of other researchers who may be interested. We are looking forward to seeing you at the seminars. Best regards, The organizers Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu ======================================================================== 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

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 12 Mar '21

12 Mar '21

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