------------------------------------------------------------------------ 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 -----------------------------------------------------------------------