Institute for
Statistics and MathematicsMenu
Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

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)