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World Online Seminars on Machine Learning in Finance
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Tu., 14.9.2021, 19:00 (UTC +2:00 = CEST), online talk
Rama Cont (University of Oxford )
"TBA"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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We., 15.9.2021, 14:00 (UTC +2:00 = CEST), online talk
Caroline Hillairet (ENSAE-Paris, FRANCE)
"Propagation of cyber incidents in an insurance portfolio"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 16.9.2021, 13:00-14:00 (UTC +2:00 = CEST), online talk
Konstantinos Spiliopoulos (Boston University)
"Normalization effects on neural networks: generalization properties and
high dimensions"
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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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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BFS Summer School
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1st Summer School of the Bachelier Finance Society
Tue-Fri, September 21-24, 2021, online event
https://www.bachelierfinance.org/09-2021
Registration deadline: September 15, 2021
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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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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu, 31.08.2021, 16:30-17:30 (UTC +2:00 = CEST), online talk
Wolfgang Herold (FMA - Finanzmarktaufsicht)
"Kapitalmarkt - aktuelle Entwicklungen und ihre Bedeutung für den
Versicherungsmarkt"
Weitere Informationen inkl. Abstract & Anmeldung:
https://fam.tuwien.ac.at/vr/20210831.php
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One World Actuarial Research Seminar
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We., 01.09.2021, 17:00 (UTC +2:00 = CEST), online talk
Nora Muler (Universidad Torcuato Di Tella, Argentina)
"Optimal dividend payment under constraints"
For further details see
https://owars.info/
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ASD 2021, DMV-ÖMG ..., Junior female researchers ..., Risk Day, ...
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Furthermore this time we suggest a nice familiar Austrian event taking
place in Styria...
9th Austrian Stochastics Days (ASD 2021)
Thu-Fri, September 9-10, 2021, Leoben, Austria
http://institute.unileoben.ac.at/amat/asd2021/
...as well as the Austrian-German event taking place virtually:
DMV-ÖMG Jahrestagung 2021
Mon-Fri, September 27 - October 1, 2021, online event
https://www.uni-passau.de/dmv-oemg-2021/
Especially for female researchers we recommend the following event:
Junior female researchers in probability
Mon-Wed, October 4-6, 2021, hybrid, Berlin, DE
https://www.wias-berlin.de/workshops/JFRP21/
For all events above registration for participation is still possible.
For the yearly Risk Day at ETH Zurich the decision if will take place at
ETH or virtually is still open (or just not online yet), so for now we
can just propose to save the date:
Risk Day 2021
Fri, September 17, 2021, ETH Zurich, CH or virtually
https://math.ethz.ch/imsf/events/risk-day.html
All events mentioned on the FAM webpage:
https://fam.tuwien.ac.at/events/#conferencesevents
(https://fam.tuwien.ac.at/events/)
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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., 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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