[FAM-news] reminder for upcoming seminars and talks

FAM-Office (Franziska Wohlmuth) secr at fam.tuwien.ac.at
Fri Jan 22 16:15:01 CET 2021


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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 25.1.2021, 17:00 (UTC +1:00 = CET), online talk

Donghan Kim (Columbia University)
"Open Markets"

For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis

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Vienna Probability Seminar
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Tu., 26.1.2021, 17:30 (UTC +1:00 = CET), online talk

Lorenzo Zambotti (Paris)
"Geometric Stochastic Heat Equations"

For further details (including abstract & log-in link) see:
https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/vienna-probability-seminar

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One World Actuarial Research Seminar
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We., 27.1.2021, 17:00 (UTC +1:00 = CET), online talk

Carole Bernard (Grenoble Ecole of Management, France)
"Optimal collective financial decision making"

For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/

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Vienna Seminar in Mathematical Finance and Probability
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Th., 28.1.2021, 15:30-18:30 (UTC +1:00 = CET), online talk
Link for the live stream (Zoom) will be announced after registration for 
the event.

Thorsten Schmidt (University of Freiburg)
"No Arbitrage in Insurance and equity-linked life insurance"

Martin Larsson (Carnegie Mellon University)
"Finance and Statistics: Trading Analogies for Sequential Learning"

Deborah Dormah Kanubala (Academic City University College, Accra, Ghana)
"t.b.a."

For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/

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Bachelier Finance Society One World Seminars
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Th., 28.1.2021, 19:00 (UTC +1:00 = CET), online talk

Yuri Saporito (Fundação Getúlio Vargas)
"PDGM: a Neural Network Approach to Solve Path-Dependent Partial 
Differential Equations"

For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0ud-qqqD0rGtRmSNP85dOv59Xzs7sxJ_S8
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-online

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SOA - Student Research Case Study Challenge
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The Society of Actuaries (SOA) is dedicated to advancing education and 
research for the actuarial profession. As part of its mission, the SOA 
recognizes the importance of partnering with colleges and universities 
to help develop future actuaries. With this in mind, the SOA’s Research 
Department is holding a Student Research Case Study Challenge, which 
provides an opportunity for teams of students to apply their actuarial 
skills on a real-world problem.

*The Student Research Case Study Challenge*
https://www.soa.org/research/opportunities/2021-student-case-study/

Over the course of eight weeks, teams of up to five students will 
research a case study situation, conduct actuarial analysis, formulate 
solutions, and present recommendations. The work will require a team 
approach to identify issues and organize priorities. The team will need 
to understand and select from potential data sources, develop models 
with appropriate accuracy metrics, summarize relevant results, and then 
present recommendations in a written format. Teams are encouraged to 
seek guidance from a faculty advisor to assist them in their overall 
approach. Teams can look forward to showcasing their creativity while 
building synergies within an actuarial setting.

Submissions will be graded by the judges, and the teams with the top 
submissions will be invited to present their submissions to the judges 
via audio and/or video conference, with the target being to have these 
presentations April 5–9, 2021. All teams meeting a minimum standard will 
be recognized in official SOA publications and team members will be 
awarded a certificate of participation.

The deadline for intention form is Sunday, February 28, 2021.
Final submissions are due by 11:59 PM Central Standard Time on Friday, 
March 12, 2021.
Any questions or clarifications on these rules should be directed to the 
SOA via email to research at soa.org.

Please find all details (rules, intention form, details of case study, 
data file) on the webpage given above.

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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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