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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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 6.6.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Andreas Nemeth (d-fine)
"Der Leitzins und die Zinsen auf dem Girokonto"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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ÖAW - IST Austria Lecture
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We., 6.6.2018, 18:30-19:30, Festive Hall
Austrian Academy of Sciences, 1010 Wien, Dr. Ignaz Seipel-Platz 2
Martin Hairer (Imperial College, UK)
https://www.imperial.ac.uk/people/m.hairer
"Bridging Scales"
Register as soon as possible at
https://www.oeaw.ac.at/anmeldung/oeaw-ista-lecture/
For further details (including abstracts) see
https://ist.ac.at/index.php?id=2480&event_id=1008
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 7.6.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Lorenzo Mercuri (University of Milan, IT)
http://www.unimi.it/chiedove/ENG/schedaPersonaXML.jsp?matricola=17819
"On properties of the Mixed Tempered Stable distribution
and its Multivariate Version"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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VISS 2018 - Vienna International Summer School
"Machine Learning Methods and Data Analytics in Risk and Insurance"
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DATE:
Monday, July 9 - Friday, July 13, 2018
LOCATION:
TU Wien (Vienna University of Technology),
Karlsplatz 13, 1040 Wien, Austria
WEB PAGE:
<https://fam.tuwien.ac.at/viss2018/>
ORGANIZED BY:
FAM @ TU Wien <https://fam.tuwien.ac.at/>
SPONSOR(S):
Wiener Städtische Versicherung - Vienna Insurance Group
(Further sponsors are welcome)
MAIN SPEAKERS:
Prof. Dr. Gareth W. Peters, Heriot-Watt University, Edinburgh, UK
Prof. Dr. Pavel V. Shevchenko, Macquarie University, Sydney, Australia
SPECIAL INVITED LECTURES:
Prof. Dr. Josef Teichmann, ETH Zurich, Switzerland
Prof. Dr. Allan Hanbury, TU Wien, Austria
MAIN COURSE:
Machine learning and data analytics is an emerging field that is
beginning to have a strong influence on the field of actuarial science
practice. The onset of big data applications in insurance has driven the
profession to explore new ways to understand data and modelling. Unlike
in Google and Facebook type technology applications where huge data
bases of labelled data are available, in the insurance context we are
often considering unsupervised learning methods. This course will
address core methodology to tackle unsupervised problems of relevance to
insurance applications.
SPECIAL INVITED LECTURES:
Abstracts will be announced soon.
LANGUAGE: English
PARTICIPANTS:
Practicing actuaries as well as researchers and advanced students with a
good general knowledge of probability and statistics.
CONTINUING PROFESSIONAL DEVELOPMENT:
Actuaries can earn 25-30 CPD points for attendance to this Vienna
International Summer School. The number of CPD points will be fixed as
soon as the schedule is finalized.
EARLY REGISTRATION:
For early registrations until June 10, 2018, a discount is allowed.
<https://fam.tuwien.ac.at/viss2018/registration.php>
For any requests, do not hesitate to write an e-mail to the
VISS 2018 secretary: <viss2018(a)fam.tuwien.ac.at>
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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Th., 24.5.2018, 16:30, seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Matteo Burzoni (ETH Zürich, CH)
https://people.math.ethz.ch/~burzonim/
"Arbitrage, Hedging and all that: lessons learned
from the absence of a probability"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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The Thalesians, Vienna
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Mo. 28.5.2018, 18:30-21:00, Hörsaal 4,
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor
Ivan Zhdankin (JPMorgan)
"Key Aspects of Machine Learning in Finance"
Douglas Vieira (Imperial College London)
"Microstructure of Option Prices: Reconciling Small
and Long Time Dynamics"
(First Thalesian seminar in Vienna)
For more information including abstracts visit:
https://www.meetup.com/de-DE/thalesians/events/250371951/
The visit of the talks is free, nevertheless a short registration via
<richard.warnung(a)thalesians.com> is welcome.
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 14.5.2018, 16:45-17:45, lecture hall HS 7
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Francesco Rinaldi (Università di Padova)
http://www.math.unipd.it/~rinaldi/
"First order algorithms for constrained
optimization problems in Machine Learning"
(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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Uni Wien, Vortragsreihe "Finanzmathematik und Data Science"
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We., 16.5.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Peter Schaller (UniCredit Bank Austria)
"Stochastische Recovery: Ein Wasserfallmodell
mit maximaler Entropie"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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Vienna Graduate School of Finance (VGSF)
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Fr., 18.5.2018, 11:00-12:30, room D3.0.225
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D3, ground floor
Christian Opp (Wharton Business School)
http://finance.wharton.upenn.edu/~opp/
"Over-the-Counter vs. Limit-Order Markets:
The Role of Traders’ Expertise"
(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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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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We., 9.5.2018, 14:00, seminar room 4
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1st floor
Tahir Choulli (University of Alberta, CA)
https://www.math.ualberta.ca/Choulli_T.html
"Martingales classification and decomposition for progressively
enlarged filtrations with applications to finance and insurance"
(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., 9.5.2018, 17:45-19:15, lecture hall / Hörsaal 13
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Simon Haller (Spängler IQAM Invest)
"Quantitative Aktienstrategien und Faktor Investing"
For further details see
http://www.mat.univie.ac.at/~mfulmek/kobm2018.shtml
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