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BBS Summer Term 2016

Summer Term 2016

The PhD Research Seminar in Mathematics for Economics and Business takes place on Wednesdays from 12:30 to 13:30 in seminar room D4.4.008 (Building D4, Entrance A, Level 4).

The seminar is a forum where PhD students and postdocs present their research projects; work in progress is fully ok. Moreover, some more senior faculty members talk about their work.

March 2:

no seminar

March 9:

Sylvia Frühwirth-Schnatter:
A Review of Bayesian Variable Selection for Latent Variable Models

March 16
Sylvia Frühwirth-Schnatter:
Sparse Bayesian Factor Analysis

March 23:

no seminar (Easter holidays)

March 30:

no seminar

April 6:

Andrea Wagner
(Martin-Luther-Universität Halle-Wittenberg): Algorithms for DC problems with one function being polyhedral and application in locational analysis

April 13:  --- Two Talks ---
Ari-Pekka Perkkiö
(TU Berlin): Convex duality in optimal investment and contingent claim valuation in illiquid markets
Change of location: room TC.3.11 (Teaching Center, Level 3), 12:30-13:30
Miryana Grigorova
(Humboldt-Universität zu Berlin): Choquet integrals, stochastic orders and risk measures
Change of location: room D4.0.019(Building D4, Entrance A, Level 0), 15:00-16:00

April 20:
Michaela Szölgyenyi:
The first numerical method for multidimensional SDEs with discontinuous drift
! Change of location: room D4.0.136 (Building D4, Entrance A, Level 0)

April 27:

no seminar
May 4:
no seminar

May 11:
no seminar

May 18:

Florian Schwendinger
: Extending the R Optimization Infrastructure

May 25:

Rüdiger Frey: Shall I Sell or Shall I wait: Optimal Liquidation under Partial Information with Price Impact
! Change of time: 12:00-13:00

June 1:

Liana Jacobi
(The University of Melbourne, Australia): Bayesian Analysis of Dynamic Earnings for Mothers Effects from Long Maternity Leave

June 8:

Angela Bitto
: TVP Models & Shrinkage

June 15:

Laura Vana: Ordinal regression models for credit risk measurement

June 22:

Birgit Rudloff:
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle

June 29:
Marcel Bräutigam
(ETH Zürich): Detecting changes in extremal behaviour