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BBS Summer Term 2019

The PhD Research Seminar in Mathematics for Economics and Business ("Brown Bag Seminar") takes place on Wednesdays from 12:15 to 13:30 in seminar room D4.4.008 (Building D4, Entrance A, Level 4).

Schedule:
12:15-13:00 Talk
13:00-13:30 Discussion


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.
Typically, each presentation is followed by a short discussion.

Seminar Schedule

  • March 13, 2019 / 12:15 / D4.4.008
    Kick-off Meeting (no presentation)

  • March 20, 2019 / 12:15 / D4.4.008
    Andrea Wagner: Benson, we have a convex problem
    [Discussant: Birgit Rudloff]

  • March 27, 201913:00 / D4.4.008
    13:00-13:40:
    Diyora Salimova (Department of Mathematics, ETH Zurich): Deep neural networks in numerical approximation of high-dimensional PDEs
    13:45-14:25:
    Larisa Yaroslavtseva (Faculty of Computer Science and Mathematics, University of Passau): On strong approximation of SDEs with non-globally Lipschitz continuous coefficients

  • April 03, 2019 / 12:15 / D4.4.008
    Michael Pfarrhofer: A multi-country approach to analyzing the euro area output gap
    [Discussant: Sylvia Frühwirth-Schnatter]

  • April 10, 2019 / 12:15 / D4.0.144
    Stefan Rigger: Interacting Particle Systems for Modelling Default Cascades
    [Discussant: Rüdiger Frey]

  • May 08, 2019 / 12:15 / D4.4.008
    Peter Knaus: Two approaches to variable and variance selection in Bayesian dynamic regression models
    [Discussant: Annalisa Cadonna]

  • May 15, 2019 / 12:15 / D4.4.008
    Rüdiger Frey and Kevin Kurt: Are European Safe Bonds really safe? A dynamic Credit Risk Perspective
    [Discussant: Verena Köck]

  • May 22, 2019 / 12:15 / D4.0.039
    Alessandra Guglielmi (Department of Mathematics, Politecnico di Milano): Determinantal Point Process Mixtures Via Spectral Density Approach

  • May 29, 2019 / 12:15 / D4.4.008
    12:15-13:00: Sara Svaluto-Ferro: Infinite dimensional polynomial jump-diffusions
    [Discussant: Kevin Kurt]
    13:00-13:45: Darjus Hosszejni: stochvol 2.0: Under the Hood
    [Discussant: Niko Hauzenberger]
    13:45-14:30: Discussions for both talks

  • June 12, 2019 / 12:15 / D4.4.008
    Jana Hlavinová: Intrinsic measures of systemic risk
    [Discussant: Rüdiger Frey]

  • June 19, 2019 / 12:15 / D4.4.008
    Lukas Sablica: Watson...
    [Discussant: Christian Diem]

  • June 26, 2019 / 12:15 / D4.4.008
    Florian Schwendinger: Readability 2.0
    [Discussant: Laura Vana]

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