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ECON: Brown Bag Seminar
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Tue., 20.6.2023, 13:00-14:00 CEST, Sem.R. DBgelb 04
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 4th floor
Klaus Ackermann (Monash University Melbourne)
"Unraveling the Impact of Policy Interventions in Shared Markets: A
Novel Deep Learning Approach to Counterfactual Estimation and Spillover
Effects"
For further details see
https://www.econ.tuwien.ac.at/index.html#events
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World Online Seminars on Machine Learning in Finance
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Tue., 20.6.2023, 19:00 CEST, online talks
Haoyang Cao (Ecole Polytechnique)
"Feasibility and Transferability of Transfer Learning: A Mathematical Framework"
Giulia Livieri (LSE)
"Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis"
For further details see
https://sites.google.com/view/mlfinance/
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Bachelier Finance Society One World Seminars
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Thu., 22.6.2023, 19:00 CEST, online talk
Umut Çetin (LSE)
"Speeding up the Euler scheme for killed diffusions"
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., 23.6.2023, 9:00-10:30 CEST, room TC.3.01
WU Wien, 1020 Wien, Welthandelsplatz 1, building TC
Michael Kupper (University of Konstanz)
"Markovian Transition Semigroups Under Model Uncertainty"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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Reminder: Austrian Stochastic Days
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Dear colleagues working in Stochastics!
We are happy to announce that the *Austrian Stochastics Days (ASD 2023)*
will take place at the *University of Klagenfurt on September 7-8, 2023*.
The ASD are intended to provide scientists and early career researchers
working in the field of Stochastics with an opportunity to network, to
present their latest research, and to initiate collaborations, as well
as bringing researchers working on theory and applications together.
This year’s plenary speakers will be
*Lisa Hartung* (University of Mainz)
*Julio Backhoff* (University of Vienna).
The registration and abstract submission are now open (until August 31,
resp. August 1), participation is free. An early registration
facilitates our planning. All details are provided on the conference web
page <http://www.stochastics-days.at/>
We are looking forward to meeting you in Klagenfurt!
All the best,
Verena Schwarz
Michaela Szölgyenyi
Irene Tubikanec
P.S.: The Wörthersee is usually still warm at the beginning of September!
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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 Seminar in Mathematical Finance and Probability
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Thu., 15.6.2023, 15:30-17:45 CEST, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Han Gan (Waikato University, NZ)
"Stationary distribution approximations for two-island and seed bank models"
Paul Hager (HU Berlin)
"Unified Signature Cumulants and Generalized Magnus Expansions"
Joaquin Fontbona (University of Chile)
"Quantitative mean-field limit for interacting branching diffusions"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fri., 16.6.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, building D4
Andreas Groll (TU Dortmund):
"A Hybrid Random Forest Approach for Modeling and Prediction of International Football Matches"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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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., 7.6.2023, 17:00 CEST, online talk
Runhuan Feng (University of Illinois at Urbana-Champaign)
"Distributed Insurance: Tokenization of Risk and Reward Allocation"
For further details see
https://owars.info/
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Reminder: WPI-Workshop
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WPI-Workshop on
Stochastics, Statistics, Machine Learning and
their Applications to Sustainable Finance and Energy Markets
September 12-14, 2023
Wolfgang Pauli Institute / University of Vienna,
Oskar-Morgenstern-Platz 1, 1090 Vienna
Additionally, on Mon., September 11, 2023 there are two distinguished graduate lectures in the areas of green finance, climate modeling, renewables in energy markets and optimal control.
The deadline for the submission of contributed talks is 10.6.2023.
The deadline for registration is 1.8.2023.
For further details see
https://wpi.univie.ac.at/
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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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Women in Data Science and Mathematics
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Wed., 31.5.2023, 17:00 CEST (16:00 BST), online talk
Xin Guo (UC Berkeley)
"Mathematics of Transfer Learning and Transfer Risk: From Medical to Financial Data Analysis"
For further details see
https://windsmath-seminar.github.io/event-details-0531.html
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WU Wien, Institute for Statistics and Mathematics
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Fri., 2.6.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, building D4
Stefan Ankirchner (University of Jena)
"The Role of Correlation in Diffusion Control Ranking Games"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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ÖMG - Österr. Mathematische Gesellschaft / Austrian Mathematical Society
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Meeting of the Austrian Mathematical Society 2023
September 18-22, 2023, Graz, Austria
Early registration until May 31
Submission until July 15
https://oemg-tagung-2023.at/
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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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World Online Seminars on Machine Learning in Finance
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Tue., 23.5.2023, 19:00 CEST, online talk
Lukas Gonon (Imperial College London)
"Mathematical understanding of (random) neural networks for option pricing"
For further details see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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Wed., 24.5.2023, 18:00 CEST, online talk
Mike Ludkovski (University of California - Santa Barbara)
"Expressive Mortality Models through Gaussian Process Kernels"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 25.5.2023, 19:00 CEST, online talk
Anna Aksamit (University of Sydney)
"Superhedging duality for multi-action options under model uncertainty with information delay"
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., 26.5.2023, 10:30-12:00 CEST, seminar room D4.0.127 and online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Rudolf Debelak (University of Zurich)
"Sample Size Planning for Latent Variable Models: Classical Approaches and Recent Developments"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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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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International Seminar on SDEs and Related Topics
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Fri., 19.5.2023, 13:30 CEST, online talk
Christoph Reisinger (University of Oxford)
"A posteriori error estimates for fully coupled McKean–Vlasov forward-backward SDEs"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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WPI-Workshop: Stochastics, Statistics, Machine Learning ...
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WPI-Workshop on
Stochastics, Statistics, Machine Learning and
their Applications to Sustainable Finance and Energy Markets
https://wpi.univie.ac.at/
September 12-14, 2023
Wolfgang Pauli Institute / University of Vienna,
Oskar-Morgenstern-Platz 1, 1090 Vienna
Additionally, on Mon., September 11, 2023 there are two distinguished graduate lectures in the areas of green finance, climate modeling, renewables in energy markets and optimal control.
The deadline for the submission of contributed talks is 10.06.2023.
Plenary speakers:
Bregere Margaux (University of Sorbonne; EDF, Paris.)
Callegaro Giorgia (University of Padova)
Eisenberg Paul (University of Economics Vienna)
Grigoryeva Lyudmila (University of St. Gallen)
Harms Phillip (NTU Singapore)
Kiesel Rüdiger (University Duisberg-Essen)
Krabichler Thomas (Ostschweizer Fachhochschule)
Lavagnini Silvia (Norwegian Business school)
Pennanen Teemu (Kings College London)
Possamai Dylan (ETH Zürich)
Schroers Dennis (University of Bonn)
Sgarra Carlo (Politecnico Milan)
Tankov Peter (ENSAE, Institute Polytechnique de Paris)
Vilmarest de Joseph (LPSM, Sorbonne Université & EDF R&D)
Organised by:
Benth Espen Fred (University of Oslo)
Cuchiero Christa (University of Vienna)
Friz Peter (TU Berlin)
Riedle Markus (Kings College London)
Teichmann Josef (ETH Zürich)
Veraart Almut (Imperial College)
Wintenberger Oliver (University of Sorbonne)
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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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SIAG Financial Mathematics and Engineering virtual seminars series
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Thu., 11.5.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
Haoyang Cao (École Polytechnique)
"Feasibility and Transferability of Transfer Learning: A Mathematical Framework"
Stephan Eckstein (ETH Zürich)
"Numerical aspects of adapted optimal transport"
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., 12.5.2023, seminar room D4.4.008 and partially online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
8:30-10:00 CEST
Daniel Bartl (University of Vienna)
"Statistical Aspects of High-Dimensional Data"
11:00-12:30 CEST
Tomas Masák (EPFL Lausanne)
"Covariance Estimation for Random Surfaces Beyond Separability"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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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., 3.5.2023, 18:00-19:15 CEST, online and seminar room D4.0.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
Johanna G. Nešlehová (McGill University; WU Vienna)
"Limiting Behaviour of Maxima under Dependence"
AND
Fri., 5.5.2023, online and seminar room D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
8:30-10:00 CEST
Alejandra Avalos Pacheco (TU Wien; Harvard University)
"Integrative Large-Scale Bayesian Learning: From Factor Analysis to Graphical Models"
11:00-12:30 CEST
Lucas Kook (University of Copenhagen)
"Invariance and Causality in Transformation Models: Causal Feature Selection and Robust Prediction"
15:00-16:30 CEST
Dmytro Marushkevych (University of Copenhagen)
"Parametric Statistical Inference for High-Dimensional Diffusions"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
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International Seminar on SDEs and Related Topics
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Fri., 5.5.2023, 13:30 CEST, online talk
Máté Gerencsér (TU Wien)
"Integration along stochastic processes"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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SIAG Financial Mathematics and Engineering virtual seminars series
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Fri., 5.5.2023, 20:00-21:00 CEST (Remark: 1PM-2PM (EST!!) according to the seminar's website), online talk
tba
"tba"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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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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PhD Seminar of QUARIMAFI
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Mon., 24.04.2023, 13:15 CEST, Seminarraum 19 or online via Zoom
University of Vienna, 1090 Wien, Kolingasse 14-16
Sam Cohen (University of Oxford)
"Estimation of Hawkes processes and models of limit order books"
Abstract: Self exciting point processes are the workhorse model for ultra-high frequency financial data. However, these models are not Markov (except under restrictive assumptions), so computing a likelihood comes at superlinear (typically quadratic) cost. When you have a serious amount of data, this makes exact calibration of these models impractical. In this talk we will consider a class of estimation methods for linear Hawkes models (with general excitation kernels and time dependence) which can be calibrated using a stochastic gradient method, for large data sets. We will see that this provides novel insights into the interactions of orders of different types in equity markets, at a high-frequency scale.
Zoom details: https://univienna.zoom.us/j/67590403281?pwd=NU53YUh6SlBXdUFYbm1NRnQzTkN4Zz09
meeting ID: 67590403281, password: 942912
For further information, contact QUARIMAFI: https://quarimafi.univie.ac.at/
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World Online Seminars on Machine Learning in Finance
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Tue., 25.04.2023, 19:00 CEST, online talk
Des Higham (University of Edinburgh)
"Deep Learning: What Could Go Wrong?"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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Women in Data Science and Mathematics - Seminar Launch Event
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Wed., 26.04.2023, 14:30 CEST (13:30 BST), online talk
Prof. Dr. Gitta Kutyniok (LMU Munich)
"The Modern Mathematics of Artificial Intelligence: From Reliable AI to Quantum Computing"
For further details (including abstract & log-in link) see
https://windsmath-seminar.github.io/
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One World Actuarial Research Seminar
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Wed., 26.04.2023, 17:00 CEST, online talk
María del Carmen Boado-Penas (Heriot-Watt University)
"Automatic balancing mechanisms for public pension schemes: Past, present and future"
For further details see
https://owars.info/
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Bachelier Finance Society One World Seminars
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Thu., 27.04.2023, 19:00 CEST, online talk
Kostas Kardaras (LSE)
"Portfolio choice under taxation and expected market time constraint"
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., 28.04.2023, 10:30-12:00 CEST, seminar room D4.0.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4
Mathias Drton (Technical University of Munich)
"Consistent Tests of Independence via Rank Statistics"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
========================================================================
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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Fr., 21.04.2023, 10:30-12:00 CEST, seminar room D4.4.127
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Sam Cohen (University of Oxford)
"Approximating PDEs With Wide Neural Networks"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/https://campus.wu.ac.at/de/?q=D4.4.127
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International Seminar on SDEs and Related Topics
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Fri., 21.4.2023, 13:30 CEST, online talk
René Schilling (TU Dresden)
"On Liouville's Theorem for Nonlocal Operators"
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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