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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 19.11.2018, 16:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Peter Filzmoser (TU Wien)
http://file.statistik.tuwien.ac.at/filz/
"Robust estimators of maximum association"
(ISOR Colloquium)
The seminar is preceded by tea and coffee with the speaker in the ISOR
meeting room (6.511, 6th floor) at 16.15.
For further details (including abstracts) see
https://isor.univie.ac.at/isor-colloquium/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 22.11.2018, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Thilo Meyer-Brandis (LMU Munich, DE)
http://www.fm.mathematik.uni-muenchen.de/personen/professors/meyer_brandis/
"Contagion and Systemic Risk
in Heterogeneous Financial Networks"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 23.11.2018, 9:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Johannes Heiny (University of Aarhus, DK)
"Assessing the dependence of high-dimensional time
series via autocovariances and autocorrelations"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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WU Wien, Institute for Statistics and Mathematics
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Fr., 16.11.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Clara Grazian (University of Oxford)
https://sites.google.com/site/claragrazian/home
"Bayesian analysis of semiparametric copula models"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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WU Wien, Institute for Statistics and Mathematics
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Fr., 16.11.2018, 11:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Christa Cuchiero (University of Vienna)
https://www.mat.univie.ac.at/~cuchiero/
"Contemporary stochastic volatility modeling
- theory and empirics"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Vienna Graduate School of Finance (VGSF)
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Fr., 16.11.2018, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Adrian Buss (INSEAD)
https://www.insead.edu/faculty-research/faculty/adrian-buss
"The Implications of Financial Innovation for
Capital Markets and Household Welfare"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/events/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
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Announcement of Public PhD Thesis Defense at University of Vienna
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Mo., 2.7.2018, 11:00, seminar room 2
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1st floor
Mathias Pohl (University of Vienna)
"Robust Portfolio Optimization and
Dimensional Analysis in Finance"
(Public PhD Thesis Defense)
For further details see
https://fam.tuwien.ac.at/contact/temp/20180702_phd-defense_pohl.pdf
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 4.7.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Khaled Bahlali (Université de Toulon)
https://www.hindawi.com/28918560/
"t.b.a."
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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TU Wien - VISS 2018 - registration ends on Monday, July 2
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VISS 2018 - Vienna International Summer School
"Machine Learning Methods and Data Analytics in Risk and Insurance"
TU Wien, Mon-Fri, July 9 - 13, 2018
https://fam.tuwien.ac.at/viss2018/
Main speakers:
Prof. Dr. Gareth W. PETERS, Heriot-Watt University, Edinburgh
Prof. Dr. Pavel V. SHEVCHENKO, Macquarie University, Sydney
Special invited lectures:
Prof. Dr. Josef TEICHMANN, ETH Zurich
Prof. Dr. Allan HANBURY, TU Wien
Registration possible until Monday, July 2
https://fam.tuwien.ac.at/viss2018/registration.php
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 25.10.2018, 16:30, lecture hall HS13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Dominik Norgilas (University of Warwick, UK)
https://warwick.ac.uk/fac/sci/statistics/staff/research_students/norgilas/
"The left-curtain martingale coupling
and the American put in the presence of atoms"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 18.10.2018, 16:30, seminar room SR11
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Johannes Wiesel (University of Oxford, UK)
https://www.maths.ox.ac.uk/people/johannes.wiesel
"Statistical estimation of superhedging prices"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 19.10.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Matthias Fengler (University of St. Gallen, CH)
https://www.alexandria.unisg.ch/persons/2894
"Textual Sentiment, Option Characteristics,
and Stock Return Predictability"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Vienna Graduate School of Finance (VGSF)
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Fr., 19.10.2018, 11:00, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Suleyman Basak (London Business School, UK)
http://www.suleymanbasak.com
"Asset Prices and No-Dividend Stocks"
(Finance Research Seminar)
For further details (including abstracts) see
http://www.vgsf.ac.at/events/finance-research-seminar/
To find the room on the WU Campus search for "D3.0.225" on:
http://gis.wu.ac.at/?roomShow=D3.0.225
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To Whom it May Concern:
after a summer break FAM-news will again regularly announce talks &
events in the area of Financial and Actuarial Mathematics (FAM) in
Vienna. Sometimes also a few others.
In case you have new colleagues who might be intersted in the FAM-news
mailinglist please forward this e-mail to them, so they can subscribe:
https://fam.tuwien.ac.at/mailman/listinfo/fam-news
Best wishes, Sandra
(Sandra Trenovatz, FAM-office, fam(a)fam.tuwien.ac.at)
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WU Wien, Institute for Statistics and Mathematics
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Fr., 12.10.2018, 09:00, seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Walter Farkas (University of Zurich)
https://people.math.ethz.ch/~farkas/
"Intrinsic Risk Measures"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
https://www.wu.ac.at/en/statmath/research/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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IST Austria, talk of new professor for Stochastics of Univ. of Vienna
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Tu., 09.10.2018, 16:00, Big Seminar room I21.EG.101 (ground floor)
IST Austria, 3400 Klosterneuburg, Am Campus 1, Office Building West
Nathanael Berestycki (University of Vienna)
https://homepage.univie.ac.at/nathanael.berestycki/
"Dimers and Imaginary Geometry"
(Formal Sciences Seminar)
For further details (including abstracts) see
https://ist.ac.at/index.php?id=2480&event_id=1399
Shuttle bus from U4 Heiligenstadt to IST Austria:
https://ist.ac.at/campus-life/shuttle-bus/
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WU Vienna - Austrian Stochastics Days
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7th Austrian Stochastics Days 2018
WU Vienna, Thu-Fri, September 13-14, 2018
http://asd2018.wu.ac.at/
Submission is possible until August 15th, 2018
(earlier submission is very welcome).
Registration is madatory but free
and possible until August 25th, 2018.
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TU Wien - Praxistage 2018
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Praxis der Finanz- und Versicherungsmathematik 2018
(inkl. Berufsständisches Seminar der AVÖ)
TU Wien, Di.-Mi., 25.-26. September 2018
https://fam.tuwien.ac.at/events/praxisFVM2018/
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Save the date / next year: VCMF 2019
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2nd Vienna Congress on Mathematical Finance 2019
& VCMF Educational Workshop
(jointly organised by WU Wien, TU Wien and University of Vienna)
WU Vienna, Mon-Fri, September 9-13, 2019
https://fam.tuwien.ac.at/vcmf2019/
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 27.6.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Christoph Krischanitz (Arithmetica)
"Die vielfältigen Anwendungen von Datenanalyse
und Simulationstechniken in der Wirtschaft"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 28.6.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Archil Gulisashvili (Ohio University, US)
https://www.ohio.edu/cas/math/contact/profiles.cfm?profile=gulisash
"Volterra type fractional stochastic volatility models.
Small-noise and small-time asymptotic formulas
for the implied volatility"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 20.6.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Ulrike Freisleben-Hof (RLB NÖ-Wien)
"Banken ein Jahrzehnt nach der Finanzkrise im Zeitalter
der Digitalisierung. Ein Bericht aus der Praxis"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 21.6.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Oleg Szehr (University of Vienna)
"Supervised learning and optimal transport"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 13.6.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Richard Warnung (BAWAG P.S.K)
"Kreditrisikomodellierung mit Illustrationen in R"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 14.6.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Stephan Eckstein (University of Konstanz, DE)
https://www.mathematik.uni-konstanz.de/kupper/team/stephan-eckstein/
"Superhedging and distributionally robust
optimization with Neural Networks"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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