[FAM-news] Reminder for upcoming seminars and talks

------------------------------------------------------------------------ PhD Seminar of QUARIMAFI ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Women in Data Science and Mathematics - Seminar Launch Event ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST ------------------------------------------------------------------------