------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 18.1.2021, 17:00 (UTC +1:00 = CET), online talk Mathieu Lauriere (Princeton) "Machine Learning for Mean Field Games" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ Tu., 19.1.2021, 14:50 - 15:35 (UTC +1:00 = CET), online talk Lukas Gonon (LMU München) "Dynamic learning for stochastic processes: neural networks, reservoir computing systems and applications to mathematical finance" For further details (including abstract & log-in link) see https://mathematik.univie.ac.at/newsevents/nachrichtenvolldarstellung/news/… or https://zoom.us/j/92444681556?pwd=ZWNETnA0OGVTRUdjMUVya1UxS25lUT09#success ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 21.1.2021, 19:00-20:00 (UTC +1:00 = CET), online talk Alvaro Cartea (University of Oxford) "Optimal Execution with Stochastic and Deterministic Delay" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg or http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ Research seminar - Statistics and Mathematics ------------------------------------------------------------------------ Fr., 22.1.2021, 09:00, (UTC +1:00 = CET), online talk Christa Cuchiero (Department of Statistics and Operations Research, University of Vienna) "From signature SDEs to affine and polynomial processes and back" For further details (including abstracts & registration link) see: https://www.wu.ac.at/en/statmath/research/resseminar/ ------------------------------------------------------------------------ SIAM Financial Mathematics & Engineering Student Programming Competition ------------------------------------------------------------------------ The organisers of the FM21 conference − incl. researchers in or from Vienna (Prof. Birgit Rudloff, Prof. Josef Teichmann, Assoc.Prof. Stephan Sturm) − are pleased to announce the first... SIAM Financial Mathematics & Engineering Student Programming Competition ...sponsored by MathWorks. The main focus of quantitative and data science roles in the finance industry today is to implement research in a real-world context. As such, student teams, composed of undergraduate and/or graduate students, are invited to partake in a two-month programming challenge to solve a mathematical programming problem arising in financial modeling. Teams will have the option to use a complimentary license of MATLAB provided by Mathworks. Winning teams will be awarded cash prizes during an award ceremony at the SIAM Conference on Financial Mathematics and Engineering (FM21), which will take place either virtually or in hybrid mode June 1-4, 2021. The top four (4) teams will be invited to present. The teams will consist of 2-3 members each. There will be one (1) prize at each amount of $400, $300, $200, and $100. Registration for the challenge will close at 11:59 p.m. EST on January 31 and all participants are strongly encouraged to attend a Q&A webinar at 11 a.m. EST on January 25. Please see the official programming challenge webpage for further details and to register: https://de.mathworks.com/academia/student-competitions/siam-financial-mathe… Questions regarding the programming competition should be sent to Matthew Dixon (matthew.dixon(a)iit.edu) or Stuart Kozola (skozola(a)mathworks.com). ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------