BBS Summer Term 2021

The PhD Research Seminar in Mathematics for Economics and Business ("Brown Bag Seminar") takes place on Wednesdays from 12:15 to 13:30.

Given the current situation, we are changing the seminars to online sessions. A direct link to the respective stream will be posted at each date. 

Please log in with your real name and do not use initials or fake names!

Schedule:

(12:00-12:15 Dial-in)
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.

Next talk:

Seminar Schedule:

• March 10, 2021
  Irene Monasterolo (Institute for Ecological Economics, WU Wien)
  On the dependence of investor's probability of default on climate transition scenarios
  Discussant: Rüdiger Frey
  > Paper
  > Abstract
  [Host: Rüdiger Frey]

• March 17, 2021
  Julian Amon Time-Varying Alpha
  Discussant: Sylvia Frühwirth-Schnatter
  [Host: Sylvia Frühwirth-Schnatter]

• March 24, 2021
  Jana Hlavinova Quantiles of random variables, vectors and sets and how to elicit them.
  Discussant: Verena Köck
  [Host: Rüdiger Frey]

• April 14, 2021
  Darjus Hosszejni When It Counts—Econometric Identification of Factor Models with Sparse Factor Loading Matrices
  Discussant: Manfred Deistler
  [Host: Sylvia Frühwirth-Schnatter]

• April 21, 2021
  Kevin Kurt Microscopic Bubbles
  Discussant: Paul Eisenberg
  [Host: Rüdiger Frey]

• April 28, 2021 / 12:15 - 13:30 
  Lukas Sablica Watson S01E03: Random Sampling From the Watson Distribution
  Discussant: Tobias Fissler
  [Host: Sylvia Frühwirth-Schnatter]
   

• May 5, 2021 / 12:15 - 14:00

  Andreas Celary Term Structure Models in a Markov-modulated Market Setting
  Discussant: Robert Bajons
  Robert Bajons Markov Modulated Affine Processes in Credit Risk
  Discussant: Andreas Celary
  [Host: Rüdiger Frey]

• May 12, 2021 / 12:15 - 14:00 / online via Zoom - direct link
  Sourav Adhikari Topic Modelling with Ideal Points
  Discussant: Eva Flonner
  
  Eva Flonner Bayesian Neural SDEs for Exotic Option Pricing
  Discussant: Sourav Adhikari
  
  [Host: Sylvia Frühwirth-Schnatter]
  
  While it is possible to join a Zoom meeting directly from the browser, it is recommended to download the Zoom desktop or mobile app.
  Members of WU may find more information here and download/sign in to Zoom here.
   

• May 19, 2021 / 12:15 - 14:00 / online
  David Hirnschall / Discussant: Niklas Hey
  Niklas Hey / Discussant: David Hirnschall
  [Host: Sylvia Frühwirth-Schnatter]

• May 26, 2021 / 12:15 - 14:00 / online
  Lydia Novoszel / Discussant: Jana Hlavinová
  [Host: Sylvia Frühwirth-Schnatter]

• June 2, 2021 / 12:15 - 14:00 / online
  Regis Gourdel / Discussant: Kevin Kurt
  Giacomo Bressan / Discussant: Camilla Damian
  [Host: Rüdiger Frey]

• June 9, 2021 / 12:15 - 13:30 / online
  Gabor Tamás / Discussant: Andrea Wagner
  [Host: Rüdiger Frey]

• June 16, 2021 / 12:15 - 13:30 / online
  Philipp Gersing / Discussant: Peter Knaus
  [Host: Sylvia Frühwirth-Schnatter]