FAM-news

fam-news@fam.tuwien.ac.at

1 participants
1086 discussions

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

1 0

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

1 0

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

1 0

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

03 Jan '25

1 0

Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 13 Dec '24

13 Dec '24

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Tue., 17.12.2024, 13:00 CET, online talk Aretha Teckentrup (University of Edinburgh) "Deep Gaussian processes: theory and applications" For further details see: https://www.windsmath.com/event-details-241217.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 -----------------------------------------------------------------------

1 0

Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 06 Dec '24

06 Dec '24

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 11.12.2024, 16:00 CET, online talk Lu Yang (University of Minnesota, USA) "TBA" For further details see: https://owars.info/#howto ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 13.12.2024, 13:30 CET, online talk Arnulf Jentzen (The Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen), China and University of Münster, Germany) "Overcoming the Curse of Dimensionality: From Nonlinear Monte Carlo to the Training of Deep Neural Networks" 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 -----------------------------------------------------------------------

1 0

Reminder for upcoming seminars and talks
by Schranzhofer, Manuel 29 Nov '24

29 Nov '24

------------------------------------------------------------------------ TUForMath ------------------------------------------------------------------------ Thu., 05.12.2024, 18:00 CET, Freihaus Hörsaal 8, TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor Christa Cuchiero (Universität Wien) "Finanzmärkte mittels Mathematik und KI verstehen" For further details see: https://www.tuwien.at/tuformath/news/news/finanzmaerkte-mittels-mathematik-… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

1 0

Reminder for upcoming seminars and talks
by Wiedermann, Kristof 22 Nov '24

22 Nov '24

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ Mon., 25.11.2024, 10:15, conference room of the Deanery, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor (8th floor, then staircase in the green area to the 9th floor) or online via Zoom (ID: 662 2149 0440, PW: yB5kQHRD) https://tuwien.zoom.us/j/66221490440?pwd=4II9FOicZU8oJ8Verrqe4VadypkGBO.1 Aleksandar Arandjelovic (FAM @ TU Wien & WU Vienna) "Theory of Neural Networks with Applications in Finance, Insurance and Climate-Economy Modelling" (Public PhD Thesis Defense) For further details see: https://www.tuwien.at/fileadmin/Assets/tu-wien/Organisation/universitaetsle… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 27.11.2024, 10:00 CET, online talk Thomas Bernhardt (University of Manchester) "Wealth heterogeneity in a pooled annuity fund" For further details see https://owars.info/ ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Wed., 27.11.2024, 15:00 CET, online talk Coralia Cartis (University of Oxford) "Dimensionality reduction techniques for optimization problems" For further details see https://www.windsmath.com/event-details-241127.html ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 27.11.2024, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Davy Paindaveine (Université Libre de Bruxelles) "Rank Tests for PCA Under Weak Identifiability" 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., 28.11.2024, 15:30-17:30 CET, lecture hall 15 University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor Hao Ni (University College London) "Characteristic Function of the Signature of Diffusion Processes and beyond" Yifan Jiang (University of Oxford, UK) "Sensitivity of causal distributionally robust optimization" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 28.11.2024, 19:00 CET, online talk Giorgia Callegaro (University of Padova) "Continuous-time persuasion by filtering" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ VCMF 2025 - subscribe news ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance Wed–Fri, July 9–11, 2025 at WU Vienna Register for mailing list VCMF-news to get updates: https://fam.tuwien.ac.at/mm/postorius/lists/vcmf-news.fam.tuwien.ac.at/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

1 0

Reminder for upcoming seminars and talks
by Wiedermann, Kristof 08 Nov '24

08 Nov '24

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Thu., 14.11.2024, 19:00-20:00 CET, online talk Ben Hambly (University of Oxford) "Systemic risk, endogenous contagion and McKean-Vlasov control" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

1 0

Reminder for upcoming seminars and talks
by Wiedermann, Kristof 08 Nov '24

08 Nov '24

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 13.11.2024, 16:00 CET, online talk Malene Kallestrup-Lamb (Aarhus University) "The Heterogeneity of Health Dynamics" For further details see https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 13.11.2024, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Xinwei Shen (ETH Zürich) "Distributional Learning: From Methodology to Applications" For further details see https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 15.11.2024, 13:30 CET, online talk Mathias Beiglboeck (University of Vienna) "Martingale Benamou-Brenier" 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 -----------------------------------------------------------------------

1 0

← Newer
1
2
3
4
5
6
7
...
109
Older →

Jump to page:

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

FAM-news