------------------------------------------------------------------------ FAM @ TU Wien: Rough Workshop 2019 ------------------------------------------------------------------------ Wed-Fri, 04-06.09.2019, Zeichensaal 3 (Freihaus, 7th fl., green section) FAM @ TU Wien, Wiedner Hauptstraße 8-10, 1040 Wien *Workshop "Rough volatility: regularity structures and deep learning"* Wed, 15:00-16:30 & Thu, 9:15-10:45 Peter Friz (TU Berlin) "Rough paths, rough volatility, regularity structures" Thu, 11:00-12:30 & Fri, 10:00-11:30 Christian Bayer (WIAS Berlin) "Calibration of rough volatility models by deep learning" For further details (including abstracts) see https://fam.tuwien.ac.at/rough2019/ ------------------------------------------------------------------------ Wolfgang Pauli Institute: High-Dimensional Stochastics ------------------------------------------------------------------------ Th., 05.09.2019, 14:00-17:00, Seminar Room 08.135, WPI, 1090 Wien, Oscar-Morgenstern Platz 1, 8th floor *"An afternoon of high-dimensional stochastics"* Speakers: - Sara Svaluto-Ferro (Wien) - Christa Cuchiero (Wien) - Nils Detering (Santa Barbara, California) - Paul Eisenberg (Liverpool) - Asma Khedher (Amsterdam) For further details see: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/… ------------------------------------------------------------------------