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Vienna Seminar in Mathematical Finance and Probability
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Thu., 1.12.2022, between 15:00 and 18:00 CET, exact times t.b.a., seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Sascha Desmettre (JKU Linz)
"Rough Volatility Modeling and Portfolio Optimization."
Andreas Celary (WU Vienna)
"Regime-switching affine term structures"
Nurtai Meimanjan (WU Vienna)
t.b.a.
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/vs-mfp/
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mon., 28.11.2022, 16:30-17:30 CET, livestream access available
Christa Cuchiero (University of Vienna)
"Universal approximation of path space functionals"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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One World Actuarial Research Seminar
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Wed., 30.11.2022, 17:00 CET, online talk
Brian Hartman (Brigham Young University, USA)
"A Multivariate Spatiotemporal Model for County-Level Mortality Data in the Contiguous United States"
For further details see
https://owars.info/
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 2.12.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Marc-Oliver Pohle (Faculty of Economics and Business, Goethe University Frankfurt)
"Generalised Covariances and Correlations"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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16th German Probability and Statistics Days (GPSD 2023)
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Deadline for abstract submission:
November 25th, 2022.
For further details please visit the conference website:
https://www.gpsd-2023.de/
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Bachelier Finance Society One World Seminars
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Th., 24.11.2022, 19:00 CET, online talk
Nils Detering (UCSB)
"Pricing options on flow forwards by neural networks in Hilbert space"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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World Online Seminars on Machine Learning in Finance
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Tu., 22.11.2022, 19:00 CET, online talks
Xiaofei Shi (University of Toronto)
"Equilibrium with Limited Liquidity"
Yufei Zhang (LSE)
"Convergence of Policy Gradient Methods for Finite-horizon Stochastic Linear-quadratic Control Problems"
For further details see
https://sites.google.com/view/mlfinance/
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One World Probability Seminar
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Th., 24.11.2022, 16:00-18:00 CET, online talks
Xiaolu Tan (The Chinese University of Hong Kong)
"A mean-field version of Bank-El Karoui's representation of stochastic processes"
Zhenjie Ren (Université Paris-Dauphine)
"Mean-field Optimization regularized by Fisher Information"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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WU Wien, Research Seminar - Statistics and Mathematics
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Fri., 18.11.2022, 10:30-12:00 CET, TC.3.01
WU Wien, Welthandelsplatz 1, 1020 Vienna, TC building
Stefan Thonhauser (Graz University of Technology)
"PDMP Based Risk Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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SIAG/FME virtual seminars series
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Thu., 10.11.2022, 13:00-14:00 EST, online talk
Johannes Ruf (LSE)
"Estimation of Growth in Fund Models"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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One World Probability Seminar
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Thu., 10.11.2022, 15:00-17:00 UTC, online talks
Lucio Galeati (EPFL)
"Advances on regularisation of singular SDEs by fractional noise"
Franco Flandoli (Scuola Normale Superiore)
"The problem of regularization by noise of fluid dynamic equations"
For further details see
https://www.owprobability.org/one-world-probability-seminar
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WU Wien, Finance Brown Bag Seminar
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Tue., 8.11.2022, 12:00-13:00 CET, online talk
David Skeie (Warwick Business School)
"Digital Currency Runs"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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Vienna Seminar in Mathematical Finance and Probability
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Th., 3.11.2022, time between 15:00 and 18:00 CET t.b.a.
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor, seminar room DB gelb 07
Andreas Celary (WU Vienna)
"t.b.a."
Larry Goldstein (University of Southern California, US)
"Zero Biased Enhanced Stein Couplings"
Further speaker(s) t.b.a.
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Wed., 2.11.2022, 17:30-18:45 CET, online talk
Sara Svaluto-Ferro (University of Verona)
"Signature-Based Models: Theory and Calibration"
(Research seminar - Statistics and Mathematics)
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2022-23/
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Vienna Probability Seminar
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Wed., 2.11.2022, 16:45-18:45 CET, HS 21
University of Vienna, 1010 Wien, Universitätsring 1
Kari Astala (University of Helsinki)
"Limit shapes of random dimer coverings: Geometry and Universality via Beltrami complex structure."
Anne Schreuder (University of Cambridge)
"On Lévy-driven Loewner Evolutions"
For further details see
https://mathematik.univie.ac.at/forschung/biomathematik-dynamische-systeme-…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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BFS One World Seminars
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Do., 27.10.2022, 19:00 (UTC +2:00 = CEST) , online
Hao Ni (UCL)
"PCF-GAN: generating sequential data via the characteristic function of measures on the path space"
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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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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The registration for the 10th Austrian Stochastics Days in Vienna ends
today - maybe registrations during this weekend will still be accepted.
See last event below.
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Finance Brown Bag Seminar
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Mo., 5.9.2022, 11:00 (UTC +2:00 = CEST), hybrid talk,
MS-Teams or room D4.4.008,
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4thfloor
Andreas Neuhierl (Washington University in St. Louis)
"Structural Deep Learning in Conditional Asset Pricing"
For further details see
https://www.wu.ac.at/en/finance/research/brown-bag-seminar/
& http://gis.wu.ac.at/?roomShow=D4.4.008
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th, 8.4.2022, 17:00 (UTC +2:00 = CEST), online talk
Agostino Capponi (Columbia University)
"The Adoption of Blockchain-Based Decentralized Exchanges"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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10th Austrian Stochastics Days
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10th Austrian Stochastics Days
Vienna, Friday, September 8-9, 2022
https://stochastics-days.at
Registration is mandatory, but free.
Registration deadline: Fr., September 2, 2022
https://stochastics-days.at/registration.php
The 10th Austrian Stochastics Days (ASD) will be held in physical
presence at the University of Vienna, Austria.
The ASD are intended to provide scientists and young 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 keynote speakers will be
- Juhan Aru (École Polytechnique Fédérale de Lausanne),
- Christa Cuchiero (Universität Wien) and
- Alexander Steinicke (Montanuniversität Leoben).
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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Announcement of Public PhD Thesis Defense at Uni Wien
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Mo., 4.7.2022, 14:00-15:00, SR06
Oskar-Morgenstern-Platz 1, 1090 Wien
Stefan Rigger
"Probabilistic solutions of the supercooled Stefan problem"
(Public PhD Thesis Defense)
For further details see
https://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Events_N…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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ISOR Colloquium
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Mo., 13.06.2022, 16:45 - 17:45 (UTC +1:00 = CET),
lecture hall HS 7 (#1.303) or online via zoom
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 1st floor
Christian Bayer (Weierstraß Institute for Applied Analysis and
Stochastics, Germany)
"Optimal stopping with signatures"
For further details see
https://isor.univie.ac.at/isor-colloquium/
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PDE Afternoon
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We., 16.6.2022, 14:30 - 15:00 (UTC +1:00 = CET),
EI4 Reithoffer HS or online via zoom
TU Wien, 1040 Wien, Gußhausstraße 25-27, 2nd floor
Daniel Toneian (University of Vienna)
"Bicausal Optimal Transport and the Knothe-Rosenblatt coupling"
For further details see
https://npde.tuwien.ac.at/public/pde_afternoon/?semester=SS2022
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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