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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 12.10.2020, 17:00-18:00 (UTC +2:00 = CEST), online talk
Ioannis Karatzas (Columbia University)
http://www.math.columbia.edu/~ik/
"A trajectorial approach to the gradient flow properties of conservative
diffusions and Markov chains"
For further details (including abstracts) see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 15.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online event
Panel discussion:
"Implications of COVID-19 on financial markets"
Michael J. Fleming (Federal Reserve Bank of New York)
https://www.newyorkfed.org/research/economists/fleming/index.html
Wenqian Huang (BIS-Bank for International Settlements,CH)
https://www.wenqianhuang.org/
David Rios (Columbia University and NYU Tandon)
http://stat.columbia.edu/department-directory/name/david-rios
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
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Vienna Seminar in Mathematical Finance and Probability
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Th., 15.10.2020, 15:30-18:30 (UTC +2:00), hybrid seminar
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor, lecture
hall 3.
Link for the live stream (Zoom) will be announced shortly before the
talks start.
Aleksandar Arandjelovic (TU Wien)
https://tiss.tuwien.ac.at/person/281991
"Deep portfolio optimization in financial markets with a large trader"
Stefan Rigger (University of Vienna)
https://homepage.univie.ac.at/stefan.rigger/
"Propagation of minimality in the supercooled Stefan problem"
Kevin Kurt (WU Wien)
https://www.wu.ac.at/statmath/faculty-staff/faculty/kevin-kurt/
"Markov-modulated Affine Processes"
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 16.10.2020, 10:00 (UTC +2:00 = CEST), online talk
Alfred Müller (University of Siegen)
https://www.uni-siegen.de/fb6/src/mueller/
"Dependence uncertainty bounds for the energy score and the multivariate
Gini mean difference"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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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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