------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 26.10.2020, 17:00 (UTC +2:00 = CEST), online talk
Steve Shreve (Carnegie Mellon University)
https://www.cmu.edu/math/people/faculty/shreve.html
"Diffusion Limit of Poisson Limit-Order Book Models"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 29.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk
Francesca Biagini (University of Munich)
https://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_bia…
"Reduced-form setting under model uncertainty with non-linear affine
intensities"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
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
------------------------------------------------------------------------
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 19.10.2020, 17:00-18:00 (UTC +2:00 = CEST), online talk
Christa Cuchiero (University of Vienna)
https://homepage.univie.ac.at/christa.cuchiero/
"Deep neural networks, generic universal interpolation and controlled
ODEs"
For further details (including abstracts) see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
Uni Wien: Vienna Probability Seminar
------------------------------------------------------------------------
Tu., 20.10.2020, 16:30-17:15 (UTC +2:00 = CEST), online talk
Hendrik Weber (University of Bath)
https://researchportal.bath.ac.uk/en/persons/hendrik-weber
"A priori bounds for Singular Stochastic PDEs"
For further details (including abstracts) of the Vienna Probability
Seminar see
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v…
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 21.10.2020, 10:00 (UTC +2:00 = CEST), online talk
Hazel Bateman (University of New South Wales)
https://www.business.unsw.edu.au/our-people/hazelbateman
"Learning to value annuities: the role of information and engagement "
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 22.10.2020, 19:00 (UTC +2:00 = CEST), online talk
Elisa Alos (Barcelona Graduate School of Economics)
https://www.barcelonagse.eu/people/alos-elisa
"On the difference between volatility swaps and the ATM implied
volatility"
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…
========================================================================
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
------------------------------------------------------------------------
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 12.10.2020, 17:00-18:00 (UTC +2:00 = CEST), online talk
Ioannis Karatzas (Columbia University)
http://www.math.columbia.edu/~ik/
"A trajectorial approach to the gradient flow properties of conservative
diffusions and Markov chains"
For further details (including abstracts) see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 15.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online event
Panel discussion:
"Implications of COVID-19 on financial markets"
Michael J. Fleming (Federal Reserve Bank of New York)
https://www.newyorkfed.org/research/economists/fleming/index.html
Wenqian Huang (BIS-Bank for International Settlements,CH)
https://www.wenqianhuang.org/
David Rios (Columbia University and NYU Tandon)
http://stat.columbia.edu/department-directory/name/david-rios
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Th., 15.10.2020, 15:30-18:30 (UTC +2:00), hybrid seminar
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor, lecture
hall 3.
Link for the live stream (Zoom) will be announced shortly before the
talks start.
Aleksandar Arandjelovic (TU Wien)
https://tiss.tuwien.ac.at/person/281991
"Deep portfolio optimization in financial markets with a large trader"
Stefan Rigger (University of Vienna)
https://homepage.univie.ac.at/stefan.rigger/
"Propagation of minimality in the supercooled Stefan problem"
Kevin Kurt (WU Wien)
https://www.wu.ac.at/statmath/faculty-staff/faculty/kevin-kurt/
"Markov-modulated Affine Processes"
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 16.10.2020, 10:00 (UTC +2:00 = CEST), online talk
Alfred Müller (University of Siegen)
https://www.uni-siegen.de/fb6/src/mueller/
"Dependence uncertainty bounds for the energy score and the multivariate
Gini mean difference"
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
------------------------------------------------------------------------
------------------------------------------------------------------------
Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
Tu., 6.10.2020, 16:30 (UTC +2:00 = CEST), online talk
Dietmar Hareter und Fabian Pribahsnik
(Wiener Städtische Versicherung AG Vienna Insurance Group)
"Data Science im Live-Betrieb (Ein Online-Vortrag von Praktikern für
Praktiker_innen)"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
Details zu Vortrag und Anmeldung siehe:
https://fam.tuwien.ac.at/vr/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 7.10.2020, 17:00 (UTC +2:00 = CEST), online talk
Frédéric Godin (Concordia University)
"A mixed bond and equity fund model for the valuation of segregated fund
policies"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 8.10.2020, 19:00 (UTC +2:00 = CEST), online talk
Damir Filipović (Ecole Polytechnique Fédérale de Lausanne)
"TBA"
For further details (abstract & log-in link will follow soon) see:
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 9.10.2020, 16:00-17:30 (UTC +2:00 = CEST), online talk
Nan Zhu (Penn State University)
"The efficiency of voluntary risk classification in insurance markets"
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
------------------------------------------------------------------------
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 01.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk
Samuel Drapeau (Shanghai Jiao Tong University)
"On Detecting Spoofing Strategies in High Frequency Trading"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
Insurance Seminar at the Department of Mathematics 2020
------------------------------------------------------------------------
Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event
Erik Bølviken (University of Oslo)
"Risky risk assessment"
Mari Dahl Eggen (University of Oslo)
"The LIBOR Forward Rate in a HJM-Lévy Framework"
Martin Jullum (Norsk Regnesentral)
"Dectecting Money Laundering with Machine Learning"
Julia Eisenberg (TU Wien)
"On some control problems in pension insurance"
Krzysztof Paczka (Gjensidige)
"Gjensidige's internal model and capital management"
For further details see:
https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…
========================================================================
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
To Whom it May Concern:
after stopping FAM-news in spring, we again start to inform about talks
and events in the area of Financial and Actuarial Mathematics.
As due to the COVID-19 pandemic the number of interesting events which
can be visited online increased almost exponentially in spring. We
therefore can only send a selection and moreover refer to other
webpages, e.g.,
https://mathseminars.org/
(= https://researchseminars.org/)
On the FAM-homepage you can find a collection of links / webpages:
https://fam.tuwien.ac.at/events/
Below you can find a selection of upcoming talks & events.
Best wishes,
Franziska / FAM-office
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 23.9.2020, 14:00 (UTC +2:00 = CEST), online talk
Han Li (Macquarie University)
"Joint Extremes in Temperature and Mortality: Bivariate POT Approach"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 24.9.2020, 19:00 (UTC +2:00 = CEST), online talk
Ludovic Tangpi (Princeton University)
"Backward propagation of chaos and large population games asymptotics"
For further details (including abstract & log-in link) see:
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
--
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 17.09.2020, 19:00 (UTC +2:00 = CEST), online talk
Rene Carmona (Princeton University)
"Contract theory and mean field games to inform epidemic models"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
Insurance Seminar at the Department of Mathematics 2020
------------------------------------------------------------------------
Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event
Erik Bølviken (University of Oslo)
"Risky risk assessment"
Mari Dahl Eggen (University of Oslo)
"The LIBOR Forward Rate in a HJM-Lévy Framework"
Martin Jullum (Norsk Regnesentral)
"Dectecting Money Laundering with Machine Learning"
Julia Eisenberg (TU Wien)
"On some control problems in pension insurance"
Krzysztof Paczka (Gjensidige)
"Gjensidige's internal model and capital management"
Online Registration until Mo., 21.09.2020!
For further details see:
https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
To Whom it May Concern:
after stopping FAM-news in spring, we again start to inform about talks
and events in the area of Financial and Actuarial Mathematics.
As due to the COVID-19 pandemic the number of interesting events which
can be visited online increased almost exponentially in spring. We
therefore can only send a selection and moreover refer to other
webpages, e.g.,
https://mathseminars.org/
(= https://researchseminars.org/)
On the FAM-homepage you can find a collection of links / webpages:
https://fam.tuwien.ac.at/events/
Below you can find a selection of upcoming talks & events.
Best wishes,
Sandra / FAM-office
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 09.09.2020, 14:00 (UTC +2:00 = CEST), online talk
Ronald Richman (QED Actuaries & Consultants, South Africa)
"Time-Series Forecasting of Mortality Rates using Deep Learning"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 10.9.2020, 19:00 (UTC +2:00 = CEST), online talk
Christa Cuchiero (University of Vienna)
"Universality of affine and polynomial processes"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0odO-grDwtGNM3thymEG-50Rm_TyyEQ_Kz
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Risk Day 2020
------------------------------------------------------------------------
Fr., 11.09.2020, 12:15 (UTC +2:00 = CEST), online talk
Lara J. Warner (Credit Suisse)
"Transformation Risk"
For further details (incl. registration) see:
https://risklab.ch/news-and-events/risk-day.html
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
To Whom it May Concern,
https://mathseminars.org/ was extended to https://researchseminars.org/
- this seems to get a world wide platform for maths, physics, and many
fields more.
I wish the organisers a lot of success and I hope you can find a lot of
interesting talks and events there.
As always, below you can find a small selection of events within the
next days.
Best wishes,
Sandra (FAM-office)
https://fam.tuwien.ac.at/events/
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 20.05.2020, 14:00 (UTC +2:00 = CEST), online talk
Moshe Milevsky (York University, Toronto)
"Is Covid-19 a parallel shift of the term structure
of mortality? Implications for annuity pricing"
For further details see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
#StayHome - Actuarial Seminar
------------------------------------------------------------------------
28 minutes (online since 2020-05-16), online talk
Mario Wuethrich (ETH)
"Boosting Classical Actuarial GLMs with Telematics"
For further details see:
https://ethz.zoom.us/rec/share/-O9TDuv1rXFLYaPuyHrYCrB8EarYT6a8h3JMqPoMzRx6…
or https://people.math.ethz.ch/~wueth/
------------------------------------------------------------------------
Les probabilités de demain webinar
------------------------------------------------------------------------
Mo., 25.05.2020, 15:30-16:00 (UTC +2:00 = CEST), online talk
Rémi Catellier (Université de Nice Sophia-Antipolis)
"Convergence for stochastic differential equation: a rough approach"
For further details see
https://researchseminars.org/talk/LPDD/10/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 28.05.2020, 19:00-20:00 (UTC +2:00 = CEST), online
Panel discussion on Energy Markets
Panelists:
Rene Aid, Université Paris-Dauphine, France
Glen Swindle, Scoville Risk Partners, USA
Zef Lokhandwalla, Bloomberg LP, USA
Mike Ludkovski, University of California Santa Barbara, USA
Moderator:
Ronnie Sircar, ORFE, Princeton University
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
and https://researchseminars.org/talk/FinMath/4/
------------------------------------------------------------------------
To Whom it May Concern,
while waiting for a change back to the good old days (before Covid-19)
you can listen & watch to scientfic talks...
Some of them you can even follow if you missed them. e.g., on the
YouTube channel of the SIAM Activity Group on Financial Mathematics and
Engineering (FTE) you can find the following videos:
- Inaugural SIAM Activity Group on FME Virtual Talk (Paul Embrechts)
- Second SIAM Activity Group on FME Virtual Talk (Blanca Horvath)
https://www.youtube.com/user/SIAMConnects/videos
[You can also just search for "FME Virtual Talk" on YouTube]
You can find already an impressive list of talks & seminars on:
- https://mathseminars.org/
(e.g., filter by the topic "probability")
and - as always - a list of suggestions at the end of this email.
Additionally you can find information on:
- https://fam.tuwien.ac.at/events/
If you listen to a talk which was not mentioned on "mathseminars.org"
you might suggest organisers to announce future talks (seminars, events)
there.
Best wishes,
Sandra (FAM-office)
P.S.: Thank you for following the FAM-news mailing list (= FAM-ily
Newsletter):
https://fam.tuwien.ac.at/mailman/listinfo/fam-news
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
One World MINDS Seminar
------------------------------------------------------------------------
Th., 14.5.2020, 14:00 (UTC +2:00 = CEST), online talk
Ilya Razenshteyn (Microsoft Research, US)
https://www.ilyaraz.org/
"Scalable Nearest Neighbor Search for Optimal Transport"
For further details (including abstracts) see
https://sites.google.com/view/minds-seminar/
------------------------------------------------------------------------
FME Talk Series
------------------------------------------------------------------------
Th., 14.05.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk
Bruno Dupire (Bloomberg)
https://en.wikipedia.org/wiki/Bruno_Dupire
"The Geometry of Money and the Perils of Parameterization"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
VGSF Finance Research Seminar
------------------------------------------------------------------------
Fr., 15.05.20200, 17:30 -18:30 (UTC +2:00 = CEST), online talk
Lukas Schmid (Duke University, North Caronina, US)
https://www.fuqua.duke.edu/faculty/lukas-schmid
"The Risks of Safe Assets"
For further details (including abstracts) see
https://www.vgsf.ac.at/events/finance-research-seminars/
------------------------------------------------------------------------
3rd #StayHome - Actuarial Seminar
------------------------------------------------------------------------
85 minutes (online since 2020-05-02)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"The Balance Property for Insurance Pricing"
3rd #StayHome - Actuarial Seminar
https://ethz.zoom.us/rec/share/w-lvIpfS8jNLbM_j83v7aI0AHoq5X6a80ykb_KULGek5…
------------------------------------------------------------------------
4th #StayHome - Actuarial Seminar
------------------------------------------------------------------------
53 minutes (online since 2020-05-09)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"Telematics Car Driving Data"
4th #StayHome - Actuarial Seminar
https://ethz.zoom.us/rec/share/-cxnHa6hqmJIE4mOyFrbY6g4F6jDT6a81CYbq6AKnUYz…
------------------------------------------------------------------------
One World Seminar Mathematical Methods for Arbitrary Data Sources (MADS)
------------------------------------------------------------------------
Mo., 18.5.2020, 14:00 (UTC +2:00 = CEST), online talk
Lars Ruthotto (Emory University, US)
https://www.mathcs.emory.edu/~lruthot/
"Machine Learning meets Optimal Transport: Old solutions for new
problems and vice versa"
For further details (including abstracts) see
http://www.nonlocal-methods.eu/oneworld/
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 18.5.2020, 17:00 (UTC +2:00 = CEST), online talk
Ivan Nourdin
https://sites.google.com/site/ivannourdin/
"The functional Breuer-Major theorem"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
Online Open Probability School
------------------------------------------------------------------------
Mo./Tu./Th., 18./19./21.5.2020, 18:00-19:00 (UTC +2:00 = CEST), online
mini course
Jean-Christophe Mourrat (New York University, US)
https://cims.nyu.edu/~jcm777/
"Rank-one matrix estimation and Hamilton-Jacobi equations"
For further details (including abstracts) see
https://www.math.ubc.ca/Links/OOPS/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 20.4.2020, 14:00 (UTC +2:00 = CEST), online talk
Moshe Milevsky (York University, Toronto, US)
https://moshemilevsky.com/
"Is Covid-19 a parallel shift of the term structure
of mortality? Implications for annuity pricing."
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------