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

12 Feb '21

------------------------------------------------------------------------ Distinguished Guest Lecture Series ------------------------------------------------------------------------ We., 17.2.2021, 12:30 (UTC +1:00 = CET), online talk Jennifer Gillespie (Society of Actuaries) "TBA" For further details (including abstracts) see https://emails.illinois.edu/newsletter/497593452.html ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 19.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk Steven Vanduffel (Vrije Universiteit Brussel) "Optimal collective financial decision making" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ IME 2021 - SAVE THE DATE ------------------------------------------------------------------------ 24th International Congress on Insurance: Mathematics and Economics Mon-Fri, July 5-9, 2021, online event In the spirit of coming together as one, this event is jointly hosted by the University of Illinois Urbana-Champaign and the Pennsylvania State University in the United States; Ulm University in Germany; and the University of New South Wales (UNSW Sydney) in Australia. All researchers, practitioners, and students are cordially invited to join us to recognize the past, celebrate the present, and envision a united future. To ensure maximum accessibility for participants from all time zones around the globe, the conference will be five days, July 5-9, 2021 (UTC-05:00). All researchers in related areas are invited to submit their latest work and exchange research ideas with peers from around the world. There will be five high caliber keynote speeches representing the full span of interdisciplinary research in insurance mathematics and economics presented by: Patrick Brockett (University of Texas at Austin) Michel Denuit (Université catholique de Louvain) Christian Robert (ENSAE Paris) Robert Jarrow (Cornell University) Olivia Mitchell (University of Pennsylvania) Ruodu Wang (University of Waterloo) This virtual conference also commemorates the 40th year of publications of Insurance: Mathematics and Economics, which has become one of the top-ranked international academic journals in insurance research. Be on the lookout for more information in the coming months, including how to register, schedule updates, a call for abstracts, and more. Be sure to follow the conference website to stay up-to-date on the latest plans: https://publish.illinois.edu/ime-conf-2021/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 05 Feb '21

05 Feb '21

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 29 Jan '21

29 Jan '21

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 4.2.2021, 19:00-20:00 (UTC +1:00 = CET), online talk Carol Alexander (University of Sussex) "Trading and Hedging Bitcoin Volatility" 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 ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 22 Jan '21

22 Jan '21

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 25.1.2021, 17:00 (UTC +1:00 = CET), online talk Donghan Kim (Columbia University) "Open Markets" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------ Tu., 26.1.2021, 17:30 (UTC +1:00 = CET), online talk Lorenzo Zambotti (Paris) "Geometric Stochastic Heat Equations" 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., 27.1.2021, 17:00 (UTC +1:00 = CET), online talk Carole Bernard (Grenoble Ecole of Management, France) "Optimal collective financial decision making" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 28.1.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event. Thorsten Schmidt (University of Freiburg) "No Arbitrage in Insurance and equity-linked life insurance" Martin Larsson (Carnegie Mellon University) "Finance and Statistics: Trading Analogies for Sequential Learning" Deborah Dormah Kanubala (Academic City University College, Accra, Ghana) "t.b.a." For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 28.1.2021, 19:00 (UTC +1:00 = CET), online talk Yuri Saporito (Fundação Getúlio Vargas) "PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations" For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0ud-qqqD0rGtRmSNP85dOv59Xzs7sxJ_S8 or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ SOA - Student Research Case Study Challenge ------------------------------------------------------------------------ The Society of Actuaries (SOA) is dedicated to advancing education and research for the actuarial profession. As part of its mission, the SOA recognizes the importance of partnering with colleges and universities to help develop future actuaries. With this in mind, the SOA’s Research Department is holding a Student Research Case Study Challenge, which provides an opportunity for teams of students to apply their actuarial skills on a real-world problem. *The Student Research Case Study Challenge* https://www.soa.org/research/opportunities/2021-student-case-study/ Over the course of eight weeks, teams of up to five students will research a case study situation, conduct actuarial analysis, formulate solutions, and present recommendations. The work will require a team approach to identify issues and organize priorities. The team will need to understand and select from potential data sources, develop models with appropriate accuracy metrics, summarize relevant results, and then present recommendations in a written format. Teams are encouraged to seek guidance from a faculty advisor to assist them in their overall approach. Teams can look forward to showcasing their creativity while building synergies within an actuarial setting. Submissions will be graded by the judges, and the teams with the top submissions will be invited to present their submissions to the judges via audio and/or video conference, with the target being to have these presentations April 5–9, 2021. All teams meeting a minimum standard will be recognized in official SOA publications and team members will be awarded a certificate of participation. The deadline for intention form is Sunday, February 28, 2021. Final submissions are due by 11:59 PM Central Standard Time on Friday, March 12, 2021. Any questions or clarifications on these rules should be directed to the SOA via email to research(a)soa.org. Please find all details (rules, intention form, details of case study, data file) on the webpage given above. ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 15 Jan '21

15 Jan '21

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 08 Jan '21

08 Jan '21

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 ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 11 Dec '20

11 Dec '20

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

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Betreff: reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 04 Dec '20

04 Dec '20

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 02 Dec '20

02 Dec '20

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

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Betreff: reminder for upcoming seminars and talks
by Franziska Wohlmuth 27 Nov '20

27 Nov '20

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