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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 28 Feb '25

28 Feb '25

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 21 Feb '25

21 Feb '25

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 26.02.2025, 16:00 CET, online talk Renata Alcoforado (Universidade Federal do Pernambuco, Brazil) "Socioeconomic benefits of the Brazilian INSS AtestMed programme" For further details see: https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 14 Feb '25

14 Feb '25

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Wed., 19.02.2024, 15:00 CET, online talk Haojie Ren (Shanghai Jiao Tong University) "Contextual Selection of Conformal Uncertainty Sets for Conditional Robust Optimization" For further details see https://www.windsmath.com/event-details-250224.html ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 21.02.2025, 13:30 CET, online talk Gianmario Tessitore (UNIMIB University of Milano-Bicocca, Italy) "On approximations of stochastic optimal control problems with an application to climate equations" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ------------------------------------------------------------------------ Budapest-Vienna Probability Seminar ------------------------------------------------------------------------ This year the Budapest-Vienna Probability Seminar will take place in Budapest on Friday, 28.03.2025. Invited speakers: Balint Virag (Toronto), Christophe Sabot (Lyon), Gady Kozma (Weizmann) For further details see: https://sites.google.com/view/budapest-vienna-proba-semi/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 07 Feb '25

07 Feb '25

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 12.02.2025, 10:00 CET, online talk Maud Thomas (Université Lyon 1, France) TBA For further details see: https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 31 Jan '25

31 Jan '25

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Wed., 05.02.2025, online talk 17:00 CET Philipp Schmocker (Nanyang Technology University) "Random neural networks for solving non-linear P(I)DEs and applications to high-dimensional option pricing" 17:45 CET Yilie Huang (Columbia University) "Mean-Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study" For further details see https://sites.google.com/view/mlfinance/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 24 Jan '25

24 Jan '25

------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 28.01.2025, 17:00-18:00 CET, lecture hall 8 or online TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section Alexander Meiksner, Thomas Hochreiter, Michael Reichard (arithmetica Consulting GmbH) "Risikotransfer und Optimierung der Rückversicherung" For further details and registration see: https://fam.tuwien.ac.at/vr/20250128.php ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 29.01.2025, 16:00 CET, online talk Mercè Claramunt (University of Barcelona, Spain) "The impact of occupational pension plans on the pension saving behaviour of Spanish households" For further details see: https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 29.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Sören Christensen (Department of Mathematics, Christian-Albrechts University Kiel) "Strategic Randomization: Equilibria in Markovian Stopping Games" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks (update)
by Schranzhofer, Manuel 22 Jan '25

22 Jan '25

At the Vienna Seminar in Mathematical Finance and Probability one talk was cancelled, please find below the updated news. ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 22.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Thomas Nagler (LMU Munich; Munich Center for Machine Learning (MCML)) "The Surprising Effect of Reshuffling the Data During Hyperparameter Tuning" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 23.01.2025, lecture hall 9 University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 1st floor 16:45: Dörte Kreher (HU Berlin) "On the stochastic porous medium equation with sticky reflected behavior" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ! Please note that the place changed due to the cancellation of the 2nd talk at this seminar ! ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 23.01.2025, 19:00 CET, online talk Scott Robertson (Boston University) "Rational Expectations Equilibrium with Endogenous Information Acquisition Time" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 17 Jan '25

17 Jan '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 22.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Thomas Nagler (LMU Munich; Munich Center for Machine Learning (MCML)) "The Surprising Effect of Reshuffling the Data During Hyperparameter Tuning" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 23.01.2025, 15:30 CET, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Claudio Fontana (University of Padova) "Data-driven Heath-Jarrow-Morton models" Dörte Kreher (HU Berlin) "On the stochastic porous medium equation with sticky reflected behavior" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 23.01.2025, 19:00 CET, online talk Scott Robertson (Boston University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 10 Jan '25

10 Jan '25

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Mon., 13.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Wolfgang Karl Härdle (School of Business and Economics, Humboldt-Universität zu Berlin) "Pricing Kernels Are Often Non-monotone..." For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 15.01.2025, 16:00 CET, online talk Marlon Moresco (Federal University of Rio Grande do Sul, Brazil) "Set risk measures" For further details see https://owars.info/ ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 17.01.2025, 13:30 CET, online talk Jean-François Chassagneux (ENSAE Paris, France) "Computing the stationary measure of McKean-Vlasov SDEs" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 03 Jan '25

03 Jan '25

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