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