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