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Actuarial Modelling Club (AMC)
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Tue, 4.6.2024, 17:00-18:00 CEST, Freihaus Hörsaal 8 (& livestream),
TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor
Eckhard Platen (University of Technology Sydney)
"Anwendung des Benchmark Ansatzes für die Altersversorgung"
For further details and registration see
https://fam.tuwien.ac.at/events/vr/20240604.php
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One World Actuarial Research Seminar
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Wed., 5.6.2024, 17:00 CEST, online talk
Karim Barigou (Université Laval, Canada)
"TBA"
For further details see
https://owars.info/
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WU Wien, Institute for Statistics and Mathematics
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Fri., 7.6.2024, 10:30-12:00 CEST, room D4.0.127 & stream
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Michal Pešta (Charles University, Prague)
"Semi-continuous Time Series for Sparse Data With Volatility Clustering"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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ISOR Colloquium
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Mon, 27.05.2024, 16:45-17:45, lecture hall 7,
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1st floor
Sara Biagini (LUISS Guido Carli University, Italy)
"Emission impossible: balancing environmental concerns and inflation"
For further details see
https://isor.univie.ac.at/isor-colloquium/talk/news/emission-impossible-bal…
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Actuarial Modelling Club (AMC)
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Tue, 28.05.2024, 16:30-18:00, Freihaus Hörsaal 8 (& livestream),
TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow
section, 2nd floor
Florian Nuding (Wüstenrot), Bartosz Gaweda (Milliman), Jan Küthe (Akur8)
"Cutting-edge in Pricing: Penalized Regression, Market Price Insights,
and Practical Lessons"
For further details and registration see
https://fam.tuwien.ac.at/vr/20240528.php
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Women in Data Science and Mathematics
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Wed., 29.5.2024, 19:00 CEST, online talk
Ruimeng Hu (University of California, Santa Barbara)
"A deep learning analysis of climate change, innovation, and uncertainty"
For further details see
https://www.windsmath.com/event-details-240529.html
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International Seminar on SDEs and Related Topics
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Fri., 31.5.2024, 13:30 CEST, online talk
Claudia Strauch (Aarhus University)
"Towards data-driven stochastic control: Learning diffusion dynamics and
optimal strategies"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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One World Actuarial Research Seminar
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Wed., 22.5.2024, 10:00 CEST, online talk
Jae Kyung Woo (University of New South Wales, Australia)
"New equity-linked insurance products for couples: Design and Valuation"
For further details see
https://owars.info/
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 23.5.2024, 16:00 CEST, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Martin Friesen (Dublin City University)
"Affine Volterra processes: From stochastic stability to statistical inference"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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Bachelier Finance Society One World Seminars
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Thu., 23.5.2024, 19:00 CEST, online talk
Samuel Cohen (University of Oxford)
"Calibration of Hawkes-like processes for LOBs"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Wed., 15.5.2024, 17:15-18:45 CEST, room D4.0.127 & stream
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Umut Cetin (London School of Economics and Political Science)
"Insider Trading With Legal Risk in Continuous Time"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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One World Actuarial Research Seminar
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Wed., 8.5.2024, 17:00 CEST, online talk
Corina Constantinescu (University of Liverpool)
"TBA"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Wed., 8.5.2024, 19:00-20:00 CEST, online talk
Mykhaylo Shkolnikov (Carnegie Mellon University)
"Pathwise entropy solutions of SPDEs via rank-based models with common noise"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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FAM @ TU Wien: Workshop "Climate Change and Insurance"
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Workshop "Climate Change and Insurance" (CCI 2024)
TU Wien, Vienna,
Wed–Fri, September 4–6, 2024
https://fam.tuwien.ac.at/cci2024/
The deadline for abstract submission is May 15th, 2024:
https://fam.tuwien.ac.at/cci2024/submission.php
Plenary talks & discussants:
- M. Carmen Boado-Penas, Heriot-Watt University, UK:
"Climate emergency: Understanding the risks"
- Jose Garrido, Concordia University Montreal, Canada:
"Actuarial climate indexes: International comparative study and insurance applications"
- Robert Holzmann, Governor OeNB, Austria:
"Damages by extreme weather and the case of insurance"
- Chris Kenyon, MUFG Securities EMEA plc and University College London, UK:
"Climate-economy scenario/probability construction for financial markets"
- Ralf Korn, TU Kaiserslautern and Fraunhofer ITWM, Germany:
"Optimal investment with sustainable assets - Aspects for a life insurer"
- Frank Schiller, Munich RE, Germany:
"Climate Change might not only impact the insurance risks – The whole business model needs a thorough review"
FAM thanks the (first) sponsors:
- KPMG
- Milliman
- Wiener Städtische
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Fri., 3.5.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Tatyana Krivobokova (University of Vienna)
"Iterative Regularisation in Ill-Posed Generalised Linear Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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International Seminar on SDEs and Related Topics
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Fri., 3.5.2024, 13:30 CEST, online talk
Markus Reiß (Humboldt-Universität zu Berlin)
"Statistics for SPDEs"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Vienna Probability Seminar
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Mon., 22.4.2024, 15:45 CEST, ISTA, Mondi 2 (I01.01.008), Central Building
Institute of Science and Technology Austria, Am Campus 1, 3400 Klosterneuburg
Xin Zhang (Uni Wien)
"PDE in Control — Applications in Finance and Learning"
Henk Bruin (Uni Wien)
"Lorentz gas with small scatterers; some non-standard Limit Theorems"
For further details see
https://backend.univie.ac.at/index.php?id=86310&L=0/vienna-probability-semi…
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Women in Data Science and Mathematics
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Wed., 24.4.2024, 17:00 CEST, online talk
Madeleine Udell (Stanford University)
"AI and the Future of Optimization"
For further details see
https://www.windsmath.com/event-details-240424.html
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One World Actuarial Research Seminar
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Wed., 24.4.2024, 17:00 CEST, online talk
Mario Ghossoub (University of Waterloo)
"TBA"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 25.4.2024, 19:00 CEST, online talk
Johannes Ruf (LSE)
"The numeraire e-variable and reverse information projection"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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WU Wien, Institute for Statistics and Mathematics
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Fri., 26.4.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Antonio Canale (University of Padova)
"Advances in Structured Bayesian Factor Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Fri., 19.4.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Helga Wagner (JKU Linz)
"Flexible Bayesian Treatment Effects Models for Panel Outcomes"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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One World Actuarial Research Seminar
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Wed., 10.4.2024, 17:00 CEST, online talk
Christian Genest (McGill University, Canada)
"TBA"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 11.4.2024, 20:00-21:00 CEST (EST according to website), online talk
Ofelia Bonesini (Imperial College London)
"Rough volatility, path-dependent PDEs and weak rates of convergence"
Joe Jackson (University of Chicago)
"Sharp convergence rates for mean field control on the region of strong regularity"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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WU Wien, Institute for Statistics and Mathematics
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Fri., 12.4.2024, 10:30-12:00 CEST, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Anton Rask Lundborg (University of Copenhagen)
"Perturbation-Based Analysis of Compositional Data"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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World Online Seminars on Machine Learning in Finance
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Tue., 2.4.2024, 19:00 (CET according to website), online talk
Milena Vuletić (University of Oxford)
"VolGAN: a generative model for arbitrage-free implied volatility surfaces"
Paul Hager (TU Berlin)
"Advancing optimal stochastic control with signatures"
For further details see
https://sites.google.com/view/mlfinance/
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International Seminar on SDEs and Related Topics
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Fri., 5.4.2024, 13:30 CEST, online talk
Xue-Mei Li (EPFL and Imperial College London)
"Large scale dynamics of stochastic heat equation"
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/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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