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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