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!


(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.

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
    > Paper
    > Abstract
    Discussant: Rüdiger Frey
    [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
    Lukas Sablica Watson S01E03: Random Sampling From the Watson Distribution
    Discussant: Tobias Fissler
    [Host: Sylvia Frühwirth-Schnatter]

  • May 5, 2021
    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
    Sourav Adhikari Topic Modelling with Ideal Points
    Discussant: Eva Flonner
    Eva Flonner Bayesian Neural SDEs for Exotic Option Pricing
    > Abstract
    Discussant: Sourav Adhikari
    [Host: Sylvia Frühwirth-Schnatter]

  • May 19, 2021
    David Hirnschall Generating Financial Markets with Signature-Based Wasserstein GANs
    Discussant: Niklas Hey
    Niklas Hey A solution method for bounded convex set optimization problems.
    Discussant: David Hirnschall
    [Host: Sylvia Frühwirth-Schnatter]

  • May 26, 2021
    Lydia Novoszel Implication of COVID-19 pandemic on supply chains, a meta-analysis of supply chain disruption research – work in progress
    > Abstract
    Discussant: Jana Hlavinová
    [Host: Sylvia Frühwirth-Schnatter]

  • June 2, 2021 
    Régis Gourdel Bi-layer stress contagion across investment funds: a climate application
    > Abstract
    Discussant: Kevin Kurt

    Giacomo Bressan Climate physical risk and the financial sector
    > Abstract
    Discussant: Camilla Damian
    [Host: Rüdiger Frey]

  • June 9, 2021 / 12:15 - 13:30
    Gabor Tamás Advanced analytics for smart logistics – work in progress
    Discussant: Andrea Wagner
    [Host: Rüdiger Frey]

  • June 16, 2021 / 12:15 - 13:30
    Philipp Gersing Generic Identifiability for (Cointegrated) Unit Root VAR Systems from Mixed Frequency Data.
    Discussant: Peter Knaus
    [Host: Sylvia Frühwirth-Schnatter]