[FAM-news] reminder for upcoming seminars and talks

FAM-office (Franziska Wohlmuth) secr at fam.tuwien.ac.at
Fri Mar 19 14:02:27 CET 2021


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ISOR Colloquium
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Mo., 22.3.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk

Gilles Stupfler (ENSAI France)
"Asymmetric least squares techniques for extreme risk estimation"

For further details (including abstract & log-in link) see:
https://univienna.zoom.us/j/95698652741?pwd=MnZaZVpLa2ZsQkpLdXdtTy9WQUsrdz09#success
or
https://isor.univie.ac.at/isor-colloquium/current-talks/

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Online seminars on Optimal Stopping and Related Topics
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We., 24.3.2021, 18:00 (UTC +1:00 = CET), online talk

Erik Ekstrom (Uppsala University)
"Stochastic games with unknown competition"

For further details (including abstracts) see
https://sites.google.com/view/optimalstopping/home

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LTI at UniTO Webinar Series in Finance
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We., 24.3.2021, 12:00 - 13:15 (UTC +1:00 = CET), webinar

Fabio Trojani (University of Geneva)
"Smart Stochastic Discount Factors"

For further details (including abstract & log-in link) see:
https://us02web.zoom.us/j/84414842010?pwd=WFFudm1ITDU1aWQ2Y0ttRFRXOGFVQT09
or
https://www.carloalberto.org/events/category/ltiunito-webinar-series-in-finance/

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Talks in Financial and Insurance Mathematics
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Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk

Thibaut Mastrolia (École Polytechnique)
"Some Recent Developments of Auction Design in Financial Markets"

For further details (including abstracts) see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21

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Bachelier Finance Society One World Seminars
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Th., 25.3.2021, 17:00-​18:00 (UTC +1:00 = CET), online talk

Filip Lindskog (Stockholm University)
"Market-​Consistent Multiple-​Priors Valuation of Cash Flows Subject to 
Capital Requirements"

For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJEpcOqqrjIuHNegJ9NINRKM53Z7DwjBYlYt
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-online

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Vienna Seminar in Mathematical Finance and Probability
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Th., 25.3.2021, 15:30-18:30 (UTC +1:00 = CET), online talk
Link for the live stream (Zoom) will be announced after registration for 
the event.

Birgit Rudloff (WU Vienna)
"Multivariate dynamic programming- from dynamic Nash games to the 
Mean-Risk problem"

Stefan Gerhold (TU Wien)
"Asymptotic pricing of VIX options under rough volatility"

Walter Schachermayer (University of Vienna)
"Faking Brownian Motion with continuous Markov martingales"

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


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World Online Seminars on Machine Learning in Finance
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We are pleased to announce the World Online Seminars on Machine Learning 
in Finance which will start on March 30th. The seminars will be held on 
a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks, 
we will invite a speaker to cover a topic at the interface of machine 
learning and finance. Our opening speaker is Manuela Veloso from JP 
Morgan AI Research and CMU. More detailed information, in particular on 
the subsequent speakers can be found on our webpage 
https://sites.google.com/view/mlfinance/home.

We also have a mailing list which can be subscribed through 
https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSrdZhlI5qXtY-oTuA/viewform. 
The seminar announcements and the Zoom links will be sent via this 
mailing list, but you can also register for the zoom link on our webpage.

Please bring the announcement to the attention of other researchers who 
may be interested.

We are looking forward to seeing you at the seminars.


Best regards,

The organizers
Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu

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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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-- 
Franziska Wohlmuth (Secretary) secr at fam.tuwien.ac.at
Financial and Actuarial Mathematics (FAM)
https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria



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