Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

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:
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]
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]