*** Call for Papers for ***
*** GfKl 2012 ***
*** The 36th Annual Conference of the German Classification Society on ***
*** Data Analysis, Machine Learning, and Knowledge Discovery ***
The 36th Annual Conference of the German Classification Society (GfKl 2012) on
Data Analysis, Machine Learning, and Knowledge Discovery
Hildesheim, Germany
August 1 to 3, 2012
http://www.gfkl2012.de/
The 36th Annual Conference of the German Classification Society (GfKl) takes place in Hildesheim, Germany, from August 1 to August 3, 2012. We solicit contributions from scholars and practitioners on all domains where statistical and learning methods are being developed and applied to solve scientific problems, including the areas below:
* Data Analysis and Statistics
* Machine Learning and Knowledge Discovery
* Data Analysis in Marketing
* Data Analysis in Finance
* Data Analysis in Biostatistics and Bioinformatics
* Data Analysis in Interdisciplinary Domains, including archaeology, astronomy, education, linguistics, musicology, natural sciences, psychology and social sciences
--
Prof. Dr. Michael Hanke
Chair in Finance
Institute for Financial Services
University of Liechtenstein
Fürst-Franz-Josef-Strasse
9490 Vaduz
Principality of Liechtenstein
T +423 265 11 55
F +423 265 11 12
michael.hanke(a)uni.li
http://www.uni.li
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---------- Forwarded message ----------
Date: Thu, 26 Jan 2012 12:00:01 +0100
From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr>
Subject: Fifth European Summer School in Financial Mathematics - Paris,
August 2012
Dear Colleagues,
Registration for the
Fifht European Summer School in Financial Mathematics
is now open, until April 30, 2012.
This year the summer school will take place in Paris (Polytechnique campus) from
August 27 to 31, 2012.
All the details are on the web site
http://www.cmap.polytechnique.fr/~euroschoolmathfi12/
Feel free to circulate this announcement.
Yours sincerely,
The organising committee
Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre, Gilles Pagès, Huyên
Pham, Mathieu Rosenbaum, Mete Soner, Josef Teichmann, Nizar Touzi
UNIVERSITAETSASSISTENT/IN POST DOC NON TENURE TRACK (Assistant Professor, non tenure track)
Im INSTITUTE FOR FINANCE, BANKING AND INSURANCE ist voraussichtlich ab 15. Februar 2012 bis 30. September 2015 eine Stelle für einen Universitätsassistenten/ eine Universitätsassistentin post doc Non Tenure Track (Assistant Professor, non tenure track) (Angestellte/r gemäß Kollektivvertrag für die Arbeitnehmer/innen der Universitäten, monatliches Entgelt: 3.283,20 EUR brutto), vollbeschäftigt, ersatzmäßig zu besetzen.
Wir weisen Sie darauf hin, dass der WU-Personalentwicklungsplan für Universitätsassistent/inn/en post doc Non Tenure Track eine maximale Befristungsdauer von 6 Jahren vorsieht. Bewerber/innen, die bereits als Ersatzkräfte an der WU beschäftigt sind, können daher nur mehr für die auf die sechs Jahre fehlende Zeit eingestellt werden. Die Wiederbestellung von Personen, die bereits einen Universitätsassistent/inn/enposten Non Tenure Track inne hatten, ist aus rechtlichen Gründen nicht möglich.
AUFGABENGEBIET:
Lehre (Bachelor und Master) im Bereich Finanzwirtschaft
Forschung am Institute for Finance, Banking and Insurance in einem oder mehreren der folgenden finanzwirtschaftlichen Fachgebiete: Corporate Finance, Asset Pricing, Risikomanagement.
NOTWENDIGE KENNTNISSE UND QUALIFIKATIONEN: Abgeschlossenes Doktoratsstudium der Wirtschaftswissenschaften (Betriebswirtschaft, Volkswirtschaft) bzw. gleichzuhaltende Qualifikation.
ERWÜNSCHTE KENNTNISSE UND QUALIFIKATIONEN:
Erfahrung im wissenschaftlichen Arbeiten in einem der folgenden Teilgebiete der Finanzwirtschaft: Corporate Finance, Asset Pricing, Risikomanagement.
Durchdringung eines dieser Fächer entweder im Rahmen empirischer oder theoretischer Analysen. Lehrerfahrung im Rahmen universitärer Ausbildungen
Kennzahl: 1943
Ende der Bewerbungsfrist: 15. Februar 2012
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
DATE: DECEMBER 15 (Thursday), 2011 - 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
SPEAKER: Prof. Dr. JEFFREY R. BROWN, University of Illinois at Urbana-Champaign
http://business.illinois.edu/jbrown/
Title: BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME
ABSTRACT:
Economists have long been puzzled by why so few individuals choose to take steps to ensure that they will have guaranteed income for life. After many decades of research having failed to provide a robust answer to this "annuity puzzle," psychologists and behavioral economists have begun to explore alternative explanations for consumers' aversion to annuities and other lifetime income products. This emerging literature suggests that individuals' observed reluctance to insure length-of-life risks is not fully rational. This talk will discuss some "non-rational" explanations for retiree behavior, including the role of complexity, poor financial literacy, sensitivity to framing, the role of default options, and "rules of thumb" that consumers follow when making decisions about lifetime income. The discussion will also focus on the implications of these findings for private markets and public policy responses.
ABOUT JEFFREY R. BROWN:
Jeffrey R. Brown is the William Karnes Professor of Finance in the College of Business at the University of Illinois at Urbana-Champaign. He also serves as Director of the College of Business' Center on Business and Public Policy, and as Associate Director of the NBER Retirement Research Center. Prior to joining the Illinois faculty, Dr. Brown was an assistant professor of public policy at Harvard University's John F. Kennedy School of Government. During 2001-2002, he served as Senior Economist at the White House Council of Economic Advisers, where he focused primarily on Social Security, pension reform, and terrorism risk insurance. During 2001 he also served on the staff of the President's Commission to Strengthen Social Security. In 2006, President Bush nominated, and the Senate confirmed, Dr. Brown as a member of the Social Security Advisory Board. Professor Brown holds a Ph.D. in economics from MIT.
Professor Brown has published extensively on public and private insurance markets, including publications in top economic and finance journals and numerous books. He is the recipient of numerous research awards including the TIAA CREF Paul A. Samuelson Award for Outstanding Scholarly Writing on Lifelong Financial Security. Professor Brown is a co-founder and co-editor of the Journal of Pension Economics and Finance. He has also served as a consultant, expert witness, or expert panelist for the Executive Office of the President, the U.S. General Accounting Office, the U.S. Treasury, and the World Bank.
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
Dear Colleagues,
As part of the EPSRC Symposium on Probability at Warwick in 2011/12
we are organising a meeting on Optimal Stopping, Optimal Control and
Finance to be held on the 16-20th July 2012.
Registration is now open, and a list of confirmed speakers can be found
on the conference website:
http://www2.warwick.ac.uk/fac/sci/maths/research/events/2011-2012/symposium…
We hope you will consider attending this workshop, and please forward
this announcement to colleagues who you think may be interested.
We hope to be able to provide financial support to some participants. If
you would like to be considered, please indicate this during the
registration process.
While the programme is almost full, there may still be opportunities for
some participants to present their work - please contact one of the
organisers for further information.
Best wishes,
The organisers
Alex Cox, Ben Hambly, David Hobson, Goran Peskir
--
_______________________________________________________________________
Dr Alexander Cox tel: 01225 386187
Dept of Mathematical Sciences fax: 01225 386492
University of Bath email: a.m.g.cox(a)bath.ac.uk
Bath, BA2 7AY, UK web: http://www.maths.bath.ac.uk/~mapamgc/
_______________________________________________________________________
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
Date: DECEMBER 5 (Monday), 2011 - 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. LUBOS PASTOR, The University of Chicago Booth School of Business
http://www.ChicagoBooth.edu/fac/lubos.pastor/
Title: POLITICAL UNCERTAINTY AND THE STOCK MARKET
ABSTRACT:
We study the pricing of political uncertainty in a general equilibrium model of government policy choice. We find that political uncertainty commands a risk premium whose magnitude is larger in poorer economic conditions. Political uncertainty reduces the value of the implicit put protection that the government provides to the market. It also makes stocks more volatile and more correlated when the economy is weak. In addition, we find that government policies cannot be judged by the stock market response to their announcement. Announcements of deeper reforms tend to elicit less favorable stock market reactions.
ABOUT LUBOS PASTOR:
Lubos Pastor is Charles P. McQuaid Professor of Finance at the University of Chicago Booth School of Business. He is also a Research Associate at the National Bureau of Economic Research and a Research Fellow at the Centre for Economic Policy and Research. In addition, he serves as an Associate Editor of the Journal of Finance and Journal of Financial Economics, as a Director of the Western Finance Association, and is a former Associate Editor of the Review of Financial Studies. Professor Pastor has been teaching at the University of Chicago since 1999 when he obtained a Ph.D. in finance from the Wharton School at the University of Pennsylvania.
Professor Pastor's research focuses mostly on asset pricing and asset management. He has written on a broad range of topics such as liquidity risk, stock price bubbles, portfolio choice, performance evaluation, return predictability, long-run volatility, cost of capital, technological revolutions, government-induced uncertainty, and IPOs. He has analyzed parameter uncertainty and its resolution by learning. His articles have appeared in the American Economic Review, Journal of Finance, Journal of Financial Economics, Journal of Political Economy, Review of Financial Studies, as well as nonacademic publications such as the Financial Times. He has earned numerous prizes for research and teaching.
Lubos Pastor is a member of the WU Gutmann Center's Academic Advisory Board.
For more information about Professor Pastor: http://www.ChicagoBooth.edu/fac/lubos.pastor/
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
***NEXT WU Gutmann Center Public Lecture:
DECEMBER 15:
Prof. Dr. JEFFREY R. BROWN: "BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME"***
http://www.wu.ac.at/gc/whatwedo/bridging/lectures
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming TWO
WU GUTMANN CENTER PUBLIC LECTURES
www.gutmann-center.at
(apologies for duplicated mails!)
****************************************************************************
Date: DECEMBER 5 (Monday), 2011 – 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. LUBOS PASTOR, The University of Chicago Booth School of Business
http://www.ChicagoBooth.edu/fac/lubos.pastor/
Title: POLITICAL UNCERTAINTY AND THE STOCK MARKET
Abstract:
We study the pricing of political uncertainty in a general equilibrium model of government policy choice. We find that political uncertainty commands a risk premium whose magnitude is larger in poorer economic conditions. Political uncertainty reduces the value of the implicit put protection that the government provides to the market. It also makes stocks more volatile and more correlated when the economy is weak. In addition, we find that government policies cannot be judged by the stock market response to their announcement. Announcements of deeper reforms tend to elicit less favorable stock market reactions.
Further information about talk & speaker: http://www.wu.ac.at/gc/whatwedo/bridging/lectures
****************************************************************************
Date: DECEMBER 15 (Thursday), 2011 – 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. JEFFREY R. BROWN
http://business.illinois.edu/jbrown/
Title: BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME
Abstract:
Economists have long been puzzled by why so few individuals choose to take steps to ensure that they will have guaranteed income for life. After many decades of research having failed to provide a robust answer to this "annuity puzzle," psychologists and behavioral economists have begun to explore alternative explanations for consumers' aversion to annuities and other lifetime income products. This emerging literature suggests that individuals' observed reluctance to insure length-of-life risks is not fully rational. This talk will discuss some "non-rational" explanations for retiree behavior, including the role of complexity, poor financial literacy, sensitivity to framing, the role of default options, and "rules of thumb" that consumers follow when making decisions about lifetime income. The discussion will also focus on the implications of these findings for private markets and public policy responses.
Further information about talk & speaker: http://www.wu.ac.at/gc/whatwedo/bridging/lectures
****************************************************************************
Please contact gutmann-center(a)wu.ac.at if you do not wish to receive any further invitations from us!
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
Contact and further information:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
Dear colleagues,
we would like to invite you to participate in the
> 26th Workshop of the Austrian Working Group on Banking and Finance <
which will be held from November, 25th to 26th at the University of
Klagenfurt.
The deadline for paper or extended abstract submissions has been
extended to October, 31st, authors will be notified by November, 3rd.
Please submit your contribution to awg26(a)aau.at, or Prof. Dr. Wolfgang
Nadvornik, Universitaetsstrasse 65-67, A-9020 Klagenfurt.
Topics:
Arbitrage Pricing – Capital Market Theory – Capital Requirements of
Financial Intermediaries – Commercial Banking – Contingent Claims
Analysis – Corporate Finance – Financial Innovations – Financial
Markets Research – International Banking and Finance – Investment
Banking – Options and Futures – Performance Measurement –
Portfolio Management – Risk Management – Security Analysis.
Looking forward to seeing you in Klagenfurt,
Wolfgang Nadvornik
Die Fachhochschule des bfi Wien - eine international ausgerichtete Hochschule mit Schwerpunkt "Wirtschaftswissenschaften" - ist seit 15 Jahren erfolgreich und wächst weiter!
Wir verstärken ab 1. Februar 2012 unseren internationalen Studiengang "Quantitative Asset and Risk Management" (Master) durch folgende Stelle im Rahmen eines Vollzeitdienstverhältnisses (38,5 Stunden/Woche):
LektorIn für "Quantitative Methoden"*
Ihre Aufgaben
* Lehre in den Bereichen "Quantitative Methoden" und "Versicherungen"
* Fachbereichskoordination "Quantitative Methoden" und "Versicherungen"
* Betreuung von Diplomarbeiten
* Mitarbeit in Forschungsprojekten zu zentralen Forschungsfeldern der FH und des Studiengangs
* Publikationstätigkeit
Ihr Profil/Ihre Fähigkeiten
* Akademischer Abschluss (zumindest Magister/Magistra- bzw. Master-Niveau, DiplomingenieurIn)
* Fachkenntnisse in den Bereichen Mathematik, Statistik und Versicherungsmathematik
* Kenntnisse eines Statistiktools (z.B. SAS, SPSS, R, Matlab)
* Ausgezeichnete Englischkenntnisse in Wort und Schrift
* Lehr- und Forschungserfahrung an einer Universität oder Fachhochschule
* 3-5-jährige Berufserfahrung (auch außeruniversitär) erwünscht
* Bereitschaft zur Arbeit in interdisziplinären Teams
* Organisationstalent sowie Fähigkeit zum vernetzten Denken
* Genderkompetenz und interkulturelle Kompetenz
Unser Angebot:
* Eigenständiger Arbeitsbereich in dynamischem akademischem Umfeld
* Möglichkeit zur Weiterentwicklung zur/zum ProfessorIn (FH)
* Umfassende Weiterbildungs- und Vernetzungsmöglichkeiten
Die Fachhochschule des bfi Wien strebt eine Erhöhung des Frauenanteils in Lehr- und Forschungspositionen an und fordert qualifizierte Frauen auf, sich zu bewerben.
Ihre schriftliche Bewerbung mit Ihrem Lehr- und Forschungsportfolio sowie einer Liste Ihrer wissenschaftlichen Publikationen richten Sie bitte (vorzugsweise via E-Mail) bis spätestens 21. Oktober 2011 an: Fachhochschule des bfi Wien GmbH, z.H. Mag.a Evamaria Schlattau, Wohlmutstraße 22, 1020 Wien, Tel. 01/720 12 86; Fax 720 12 86-19 (DW), E-Mail: bewerbung(a)fh-vie.ac.at; Homepage: www.fh-vie.ac.at
Bezüglich § 9 Gleichbehandlungsgesetz wird darauf hingewiesen, dass für Dienstverhältnisse an der FH des bfi Wien kein Kollektivvertrag zur Anwendung gelangt.
*Stiftungsprofessur gefördert durch die Stadt Wien, MA 27
________________________________
Firmenwortlaut: Fachhochschule des bfi Wien Gesellschaft m.b.H
Firmenbuchnummer: 148597 a
Firmenbuchgericht: Handelsgericht Wien
Firmensitz: Wohlmutstraße 22, 1020 Wien
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