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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 26 Jan '24

26 Jan '24

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Tue., 30.1.2024, 17:00 CET, online talk Annie Qu (University of California, Irvine) "A Model-Agnostic Graph Neural Network for Integrating Local and Global Information" For further details see https://www.windsmath.com/event-details-240130.html ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tue., 30.1.2024, 19:00 CET, online talk Christoph Reisinger (University of Oxford) "Synthetic Market Generation and Policy Evaluation: Neural SDEs and Nearest-neighbour Regression" For further details see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 31.1.2024, 10:00 CET, online talk Eric Ulm (Victoria University of Wellington) "Analytic Valuation of Guaranteed Lifetime Withdrawal Benefits" For further details see https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fri., 2.2.2024, 10:30-12:00 CET, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Giorgia Callegaro (University of Padova) "Functional Quantization of Rough Volatility and Applications to the VIX" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/ ======================================================================== 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 19 Jan '24

19 Jan '24

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 12 Jan '24

12 Jan '24

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 17.1.2024, 16:00 CET, online talk Claudia Czado and Ariane Hanebeck (TU München) "Dependence models for mortalities using a copula state-space approach" For further details see https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fri., 19.1.2024, 10:30-12:00 CET, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Ralf Wunderlich (BTU Brandenburg University of Technology Cottbus-Senftenberg) "Stochastic Models and Optimal Control of Epidemics Under Partial Information" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/ ======================================================================== 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 05 Jan '24

05 Jan '24

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tue., 9.1.2024, 19:00 CET, online talk Agostino Capponi (Columbia University) "TBA" Charles-Albert Lehalle (ADIA) "TBA" For further details see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fri., 12.1.2024, 10:30-12:00 CET, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Petros Dellaportas (University College London; Athens University of Economics and Business) "Can Independent Metropolis beat Monte Carlo?" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/ ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 12.1.2024, 13:30 CET, online talk Xiaolu Tan (The Chinese University of Hong Kong) "TBA" For further details see http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ------------------------------------------------------------------------ BFS World Congress 2024 ------------------------------------------------------------------------ 12th World Congress of the Bachelier Finance Society Mon-Fri, July 8-12, 2024, FGV EMAp, Rio de Janeiro, Brazil https://eventos.fgv.br/bachelier-2024 Abstract submission until: January 29, 2024 Early Bird registration until: April 30, 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
by Wiedermann, Kristof 07 Dec '23

07 Dec '23

------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 12.12.2023, 17:00-18:00 CET, lecture hall 8 TU Wien, Freihaus building, Wiedner Hauptstraße 8-10, 1040 Wien, 2nd floor, yellow section Sven Ebert (Flossbach von Storch Research Institute) "Aktuarielle Betrachtungen zu Demographie und Inflation" For further details see https://fam.tuwien.ac.at/events/timetable.php ------------------------------------------------------------------------ TU Wien Informatics: Public Lecture ------------------------------------------------------------------------ Wed., 13.12.2023, 13:00-15:00 CET, Campus Favoritenstraße FAV Hörsaal 1 TU Wien, 1040 Vienna, Favoritenstraße 9-11, Erdgeschoß, Raum HEEG02 Frank Leymann (University of Stuttgart) "Post-Quantum Security" For further details see https://informatics.tuwien.ac.at/news/2530 ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 13.12.2023, 17:00-18:15 CET, online talk René Carmona (Princeton University) "Non-Standard Stochastic Control With Nonlinear Feynman-Kac Costs" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/ ------------------------------------------------------------------------ One World Probability Seminar ------------------------------------------------------------------------ Thu., 14.12.2023, 15:00-17:00 CET, online talk Marcel Nutz (Columbia University) "Entropic Selection in Optimal Transport" Stephan Eckstein (ETH Zürich) "Exponential convergence of Sinkhorn's algorithm and Hilbert's projective metric for unbounded functions" For further details see https://www.owprobability.org/one-world-probability-seminar ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Thu., 14.12.2023, 19:00-20:00 CET, online talk Yu-Jui Huang (University of Colorado Boulder) "TBA" 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 -----------------------------------------------------------------------

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Reminder for upcoming seminars and talks
by Wiedermann, Kristof 01 Dec '23

01 Dec '23

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tue., 5.12.2023, 19:00 CET, online talk Ziteng Cheng (University of Toronto) "Incorporating risk measures into reinforcement learning and inverse reinforcement learning" Gökçe Dayanıklı (University of Illinois Urbana-Champaign) "Utilizing deep learning and game theory to find optimal policies for a large number of noncooperative agents" For further details see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 6.12.2023, 10:00 CET, online talk Vali Asimit (City, University of London) "Efficient and proper GLM modelling with power link functions" For further details see https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 6.12.2023, 17:00-18:15 CET, online talk Patrick Mair (Harvard University) "Multidimensional Scaling in Action: Recent Developments and Implementation" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/ ======================================================================== 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 24 Nov '23

24 Nov '23

------------------------------------------------------------------------ Minicourse: Quantum Computing for Finance ------------------------------------------------------------------------ Mon.-Thu., 4.12.-7.12.2023, detailed schedule on the website Kolingasse 14-16, 1090, Vienna, University of Vienna. Room details will follow. Prof. Antoine (Jack) Jacquier (Imperial College London) Abstract: Quantum Computing, relegated for decades as a spooky distant myth, is now becoming a reality. To wit, quantum computers (albeit small in scale) are already available, developed by the likes of IBM, Rigetti, D-Wave, Google, Microsoft, ..... However, a quantum computer is not simply a bigger and more powerful computer, and requires a whole new set of algorithms to be written to perform useful tasks. These, and the underlying technology, draw from the laws of quantum mechanics, fundamentally different from our usual numerical toolbox. The goal of this course is to provide a mathematical introduction to Quantum Computing and to highlight applications in Quantitative Finance, in particular for Monte Carlo simulations, machine learning and optimisation. Numerical examples (through python) will also be introduced to provide a tangible reality. Attending the course is for free, but please register via email to viktoria.schildhammer(a)univie.ac.at. For further details see https://quarimafi.univie.ac.at/quantum-computing-finance/ ------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 28.11.2023, 17:00-18:00 CET, lecture hall 8 TU Wien, Freihaus building, Wiedner Hauptstraße 8-10, 1040 Wien, 2nd floor, yellow section Lorenz Meinl & Jung-Geun Seok (B&W Deloitte GmbH) "Marktpricing - effiziente Preisstrategien und Dynamic Pricing" For further details see https://fam.tuwien.ac.at/events/timetable.php ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 29.11.2023, 17:00-18:15 CET, online talk Jakša Cvitanić (Caltech California Institute of Technology) "Truth-Incentive Surveys" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 30.11.2023, 15:15 CET, SR13 (seminar room) University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor Alexander Kolesnikov (HSE University) "Transportation problem and auction theory" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Thu., 30.11.2023, 17:00 CET, online talk Shipra Agrawal (Columbia University) "Dynamic pricing and learning with Bayesian persuasion" For further details see https://www.windsmath.com/event-details-1130.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 Wiedermann, Kristof 17 Nov '23

17 Nov '23

------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------ Mon., 20.11.2023, 15:45 CET, ISTA Institute of Science and Technology Austria, Am Campus 1, 3400 Klosterneuburg Isao Sauzedde (University of Warwick) "Stochastic formulas for determinants of Laplacians" Benjamin Robinson (University of Vienna) "A regularized Kellerer theorem in arbitrary dimension" For further details see https://backend.univie.ac.at/index.php?id=86310&L=0/vienna-probability-semi… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 22.11.2023, 16:00 CET, online talk Agni Orfanoudaki (University of Oxford) "Algorithmic Insurance" For further details see https://owars.info/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 23.11.2023, 19:00 CET, online talk Hao Xing (Boston University) "Why is Cash U-Shaped in Firm Size?" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 24.11.2023, 13:30 CET, online talk Huyên Pham (Université Paris Cité) "TBA" 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 Wiedermann, Kristof 10 Nov '23

10 Nov '23

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fri., 17.11.2023, 9:00-10:30 CET, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Christian Genest (McGill University) "Bayesian Hierarchical Modeling of Spatial Extremes" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/winter-term-2023-24/ ======================================================================== 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 03 Nov '23

03 Nov '23

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Tue., 7.11.2023, 19:00 CET, online talk Michael Ludkovski (University of California Santa Barbara) "Machine Learning Surrogates for Parametric and Adaptive Optimal Execution" For further details see https://sites.google.com/view/mlfinance/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 9.11.2023, 15:30-17:45 CET, SR13 (seminar room) University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor Andreas Søjmark (LSE London) "Endogneous distress contagion in a dynamic interbank model" Gregoire Loeper (BNP Paribas, previously Monash Univ.) "Black and Scholes, Legendre and Sinkhorn" Sascha Desmettre (JKU Linz) "Equilibrium Investment with Random and State-Dependent Risk Aversion" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Thu., 9.11.2023, 19:00-20:00 CET, online talk Silvana Pesenti (University of Toronto) "Dynamic robust risk measures with applications" 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 -----------------------------------------------------------------------

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