Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

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