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Reminder: Vienna Seminar in Mathematical Finance and Probability
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Thu., 7.3.2024, 16:15 CET
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien
16:15 6th floor (Besprechungszimmer 6)
Get-together 30 minutes before with coffee and cake
16:45 1st floor (seminar room SR3)
Johannes Wiesel (Carnegie Mellon University)
"Empirical martingale projections via the adapted Wasserstein distance"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 7.3.2024, 16:45 CET, SR3 (seminar room)
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 1st floor
Johannes Wiesel (Carnegie Mellon University)
"Empirical martingale projections via the adapted Wasserstein distance"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fri., 8.3.2024, 10:30-12:00 CET, room tba
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Miloš Kopa (Charles University, Prague)
"Stochastic Dominance in Portfolio Optimization"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024/
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International Seminar on SDEs and Related Topics
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Fri., 8.3.2024, 13:30 CET, online talk
Eulalia Nualart (Universitat Pompeu Fabra and Barcelona Graduate School of Economics)
"Everywhere and instantaneous blowup of parabolic SPDEs"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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Women in Data Science and Mathematics
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Mon., 26.2.2024, 15:00 CET, online talk
Mihaela van der Schaar (University of Cambridge)
"AI for Science: Discovering Diverse Classes of Governing Equations in Medicine and Beyond"
For further details see
https://www.windsmath.com/event-details-240226.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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Bachelier Finance Society One World Seminars
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Thu., 22.2.2024, 19:00 CET, online talk
Carole Bernard (Grenoble Ecole de Management)
"Multivariate Portfolio Choice via Quantiles"
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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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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One World Actuarial Research Seminar
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Wed., 14.2.2024, 16:00 CET, online talk
Peng Shi (University of Wisconsin)
"A Copula Model for Marked Point Process with A Terminal Event: An Application in Dynamic Prediction of Insurance Claims"
For further details see
https://owars.info/
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International Seminar on SDEs and Related Topics
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Fri., 16.2.2024, 13:30 CET, online talk
Mingshang Hu (Shandong University)
"BSDEs driven by G-Brownian motion under the degenerate case and its application to the regularity of fully nonlinear PDEs"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 8.2.2024, 19:00-20:00 CET, online talk
Ryan Donnelly (King's College London)
"Dynamic Inventory Management with Mean-Field Competition"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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Women in Data Science and Mathematics
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Tue., 30.1.2024, 17:00 CET, online talk
Annie Qu (University of California, Irvine)
"A Model-Agnostic Graph Neural Network for Integrating Local and Global Information"
For further details see
https://www.windsmath.com/event-details-240130.html
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World Online Seminars on Machine Learning in Finance
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Tue., 30.1.2024, 19:00 CET, online talk
Christoph Reisinger (University of Oxford)
"Synthetic Market Generation and Policy Evaluation: Neural SDEs and Nearest-neighbour Regression"
For further details see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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Wed., 31.1.2024, 10:00 CET, online talk
Eric Ulm (Victoria University of Wellington)
"Analytic Valuation of Guaranteed Lifetime Withdrawal Benefits"
For further details see
https://owars.info/
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WU Wien, Institute for Statistics and Mathematics
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Fri., 2.2.2024, 10:30-12:00 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Giorgia Callegaro (University of Padova)
"Functional Quantization of Rough Volatility and Applications to the VIX"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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Actuarial Modelling Club
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Tue., 23.1.2024, 17:00-18:00 CET, lecture hall 8
TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section
Lukas Ludwig (FWU AG)
"POG - Der 'neue' Produktentwicklungsstandard"
For further details and registration see:
https://fam.tuwien.ac.at/vr/20240123.php
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WU Wien, Institute for Statistics and Mathematics
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Wed., 24.1.2024, 18:15-19:30 CET, online talk
Balasubramanian Narasimhan (Stanford University)
"Elastic Net Regularization for GLMs and Extensions"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
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Bachelier Finance Society One World Seminars
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Thu., 25.1.2024, 19:00 CET, online talk
Marcel Nutz (Columbia University)
"Unwinding Stochastic Order Flow: When to Warehouse Trades"
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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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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One World Actuarial Research Seminar
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Wed., 17.1.2024, 16:00 CET, online talk
Claudia Czado and Ariane Hanebeck (TU München)
"Dependence models for mortalities using a copula state-space approach"
For further details see
https://owars.info/
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WU Wien, Institute for Statistics and Mathematics
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Fri., 19.1.2024, 10:30-12:00 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Ralf Wunderlich (BTU Brandenburg University of Technology Cottbus-Senftenberg)
"Stochastic Models and Optimal Control of Epidemics Under Partial Information"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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World Online Seminars on Machine Learning in Finance
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Tue., 9.1.2024, 19:00 CET, online talk
Agostino Capponi (Columbia University)
"TBA"
Charles-Albert Lehalle (ADIA)
"TBA"
For further details see
https://sites.google.com/view/mlfinance/
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WU Wien, Institute for Statistics and Mathematics
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Fri., 12.1.2024, 10:30-12:00 CET, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Petros Dellaportas (University College London; Athens University of Economics and Business)
"Can Independent Metropolis beat Monte Carlo?"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/
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International Seminar on SDEs and Related Topics
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Fri., 12.1.2024, 13:30 CET, online talk
Xiaolu Tan (The Chinese University of Hong Kong)
"TBA"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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BFS World Congress 2024
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12th World Congress of the Bachelier Finance Society
Mon-Fri, July 8-12, 2024,
FGV EMAp, Rio de Janeiro, Brazil
https://eventos.fgv.br/bachelier-2024
Abstract submission until: January 29, 2024
Early Bird registration until: April 30, 2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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