Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

BBS Summer Term 2024

The PhD Research Seminar in Mathematics for Economics and Business ("Brown Bag Seminar") takes place on Fridays from 9 to 10 am.


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.
 

Schedule:
9:00-9:40 Talk
9:40-09:50 Discussion
9:50-10:00 Q&A

Next talk:
Fri, April 26 / 9:00-10:00
Room:
D4.0.127

Andreas Celary The RKHS Approach To Modelling The Discount Curve
Discussant: Eva Flonner
[Chair: Sylvia Frühwirth-Schnatter]
Schedule:
  • Fri, March 15 / 9:00-10:00 / D4.0.127
    Theresa Traxler
    Playing with Fire? A Mean Field Game of Control Model for the Impact of Regulatory Capital Constraints on Fire Sales and Systemic Risk
    -> Abstract
    Discussant: Nurtai Meimanjan
    [Chair: Rüdiger Frey]

  • Mon, April 8 / 9:00-17:00 / D4.4.008
    Workshop
    "Recent Advances in mathematics for Business and Economics"

    • Mátyás Kocsis, University of Debrecen

    • Alonso Javier Zuniga Irigoin, University of St. Gallen

    • Ekaterina Babaskina, Moscow State University (MSU) / Online

    • Salima Jaoua, EPFL

    • Jihao Zhang, University of Zurich & ETH Zurich

    • Mohamed Aziz Lakhal, Universität des Saarlandes

    • Tobias Heinzle, University of Vienna

    • Martin Šíma, WU Wien
       

  • Fri, April 12 / 9:00-10:00 / D4.0.127
    Robert Bajons Adaptive generalized logistic lasso and its application to rankings in sports
    -> Abstract
    Discussant: Lucas Kook
    [Chair: Sylvia Frühwirth-Schnatter]
     

  • Fri, April 19 / 9:00-10:00 / D4.0.127
    Nurtai Meimanjan
    The set of all fixed points on two examples: clearing vectors and Nash equilibria
    -> Abstract
    Discussant: David Hirnschall
    [Chair: Sylvia Frühwirth-Schnatter]

  • Fri, April 26 / 9:00-10:00 / D4.0.127
    Andreas Celary
    The RKHS Approach To Modelling The Discount Curve
    Discussant: Eva Flonner
    [Chair: Sylvia Frühwirth-Schnatter]
     

  • Fri, May 3 / 9:00-10:00 / D4.0.127
    Luna Rigby
    Exercise Policies for American Options under Model Risk
    Discussant: Theresa Traxler
    [Chair: Rüdiger Frey]
     

  • Fri, June 7 / 9:00-10:00 / D4.0.127
    David Hirnschall

    Discussant: Andreas Celary
    [Chair: Rüdiger Frey]
     

  • Fri, June 14 / 9:00-10:00 / D4.0.127
    Eva Flonner

    Discussant: Sylvia Frühwirth-Schnatter
    [Chair: Rüdiger Frey]
     

  • Fri, June 21 / 9:00-10:00 / D4.0.127
    Natalie Frantsits
    Discussant: Thomas Rusch
    [Chair: Sylvia Frühwirth-Schnatter]