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BBS Winter Term 2015/16

Win­ter Term 2015/16

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.

Oc­to­ber 7: Birgit Rud­loff: Sys­temic Risk

Oc­to­ber 14
: Mi­chaela Szölgy­enyi: En­ergy stor­age op­tim­iz­a­tion un­der par­tial in­form­a­tion

Oc­to­ber 21
: Birgit Rud­loff: In­tro­duc­tion to vector op­tim­iz­a­tion

Oc­to­ber 28: no sem­inar

Novem­ber 4: no sem­inar

Novem­ber 11: Zehra Eksi: Port­fo­lio op­tim­iz­a­tion for a large in­vestor un­der par­tial in­form­a­tion (joint work with Hyejin Ku, York Uni­versity, Canada)

Novem­ber 18: Gregor Kast­ner: Bayesian Es­tim­a­tion and Pre­dic­tion of High-Di­men­sional Dy­namic Co­v­ari­ance Matrices
! Change of loca­tion: room D4.0.019 (Build­ing D4, En­trance A, Level 0)

Novem­ber 25: Klaus Pötzel­ber­ger: Quant­iz­a­tion

Decem­ber 2: Florian Schwendinger: Ana­lys­ing the Pro­ject Euc­lid Data­set

Decem­ber 9: no sem­inar

Decem­ber 16: Rüdi­ger Frey: Con­ta­gion Ef­fects and Col­lat­er­al­ized Credit Value Ad­just­ments for Credit De­fault Swaps
Change of loca­tion: room D4.0.022 (Build­ing D4, En­trance A, Level 0)

Janu­ary 13: no sem­inar

Janu­ary 20: Ser­can Gür: Parisian Op­tions: Monte Carlo Sim­u­la­tion

Janu­ary 27: Josef Ley­dold: A frame­work for test­ing, com­par­ing and visu­al­iz­ing the per­form­ance of non-uni­form ran­dom vari­ate gen­er­at­ors