[FAM-news] reminder for upcoming seminars and talks

FAM-Office (Franziska Wohlmuth) secr at fam.tuwien.ac.at
Fri Jan 15 14:01:15 CET 2021


------------------------------------------------------------------------
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/dynamic-learning-for-stochastic-processes-neural-networks-reservoir-computing-systems-and-applicat/?no_cache=1&tx_news_pi1%5Bcontroller%5D=News&tx_news_pi1%5Baction%5D=detail&cHash=84b8e7000e5f1d090213445ce4c35d30
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-mathematics-and-engineering-student-programming-competition.html

Questions regarding the programming competition should be sent to 
Matthew Dixon (matthew.dixon at iit.edu) or Stuart Kozola 
(skozola at 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
------------------------------------------------------------------------



More information about the FAM-news mailing list