BBS Winter Term 2018/19
The PhD Research Seminar in Mathematics for Economics and Business ("Brown Bag Seminar") takes place on Wednesdays from 12:15 / 12:30 to 13:30 (please check the individual dates) 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. Typically, each presentation is followed up by a short discussion. Moreover, some more senior faculty members talk about their work.
Seminar Schedule
October 3 / 12:30 / D4.4.008
Kick-off Meeting (no presentation)November 7 / 12:15 / D4.4.008: CANCELLED
November 14 / 12:15 / D4.4.008
Christian Diem: Optimisation of Financial Exposure Networks: Applied to Austrian Interbank Networks
[Discussant: Jana Hlavinová]November 21 / 12:30 / D4.4.008
Sylvia Frühwirth-Schnatter: Identification in Sparse Bayesian Factor Analysis
[Discussant: Darjus Hosszejni]December 5 / 12:15 / D4.4.008
Sercan Gür: Inverse First Passage Time: Estimator of the Boundary
[Discussant: Kevin Kurt]December 12 / 12:15 / D4.4.008
Verena Köck: Optimal Dividend Strategies of Two Collaborating Businesses
[Discussant: Camilla Damian]December 19 / 12:30 / D4.4.008 (Research Seminar Series)
Veronika Rockova (Booth School of Business, University of Chicago, USA):
Dynamic Sparse Factor Analysis
[Host: Sylvia Frühwirth-Schnatter]January 9 / 12:15 / D4.4.008
Camilla Damian: Estimation in rough volatility models: a non-linear filtering approach
[Discussant: Laura Vana]January 16 / 12:15 / D4.4.008
Florian Schwendinger: R Optimization Infrastructure
[Discussant: Rainer Hirk]January 23 / 12:30 / D4.4.008 (Research Seminar Series)
Wolfgang Hörmann (Department of Industrial Engineering, Boğaziçi University)