Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Summer Term 2022

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On-campus talks take place in auditorium TC.4.05, with the speaker present.
We aim to stream all on-campus talks via Zoom. A direct link will be posted at each date.

Online talks take place via Zoom. A direct link will be posted at each date. 
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.
Zoom meetings open for the audience 5 minutes before the scheduled beginning.

The Institute for Statistics and Mathematics cordially invites everyone interested to attend the talks in our Research Seminar Series.

Schedule:
  • Friday, March 4, 2022
    // 11:00-12:30 // on-campus talk: room TC.4.05 // & stream
    Paul Eisenberg (Institute for Statistics and Mathematics, WU):
    Affine Models for Energy Markets
    > Abstract
    > Talk

     

  • Wednesday, March 9, 2022
    // 17:30-18:45 // online talk
    Rafael M. Frongillo (Department of Computer Science, University of Colorado Boulder, USA):
    How (Not) to Run a Forecasting Competition: Incentives and Efficiency
    > Abstract
    > Paper
    > Talk
    [Host: Jana Hlavinová]
     

  • Wednesday, March 16, 2022
    // 17:30-18:45 // online talk
    Rodney Sparapani (Division of Biostatistics, Institute for Health and Equity, Medical College of Wisconsin, USA):
    Nonparametric Machine Learning and Efficient Computation With Bayesian Additive Regression Trees (BART)
    > Abstract
    > Paper
    > Talk > computing

    [Host: Kurt Hornik]
     

  • Friday, March 25, 2022
    // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
    Katia Colaneri (Department of Economics and Finance, University of Rome Tor Vergata):
    Discrete-Time Optimization Problems in Insurance With a Final Distribution Constraint
    > Abstract
    > Paper
    [Host: Rüdiger Frey]
     

  • Wednesday, April 6, 2022
    // 17:30-18:45 // online talk
    Bret M. Hanlon (Department of Biostatistics & Medical Informatics, University of Wisconsin-Madison School of Medicine & Public Health, USA)
    Regularized Ordinal Regression and the ordinalNet R Package
    > Abstract
    > Paper

    > Talk
    [Host: Kurt Hornik]
     

  • Wednesday, April 20, 2022
    // 17:30-18:45 // online talk
    Marius Hofert (Department of Statistics and Actuarial Science, Faculty of Mathematics, University of Waterloo, Canada):
    Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
    > Abstract
    > Paper  > Paper (publicly available)
    > Talk
    [Host: Kurt Hornik]
     

  • Friday, April 29, 2022
    // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
    Christian Hennig (Department of Statistical Sciences "Paolo Fortunati", University Bologna):
    Testing in Models That Are Not True
    > Abstract
    > Paper 1, Paper 2, Paper 3
    > Talk

    [Host: Gertraud Malsiner-Walli]
     

  • Friday, May 6, 2022
    // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
    Fred Espen Benth (Department of Mathematics, University of Oslo):
    Pricing Options on Flow Forwards by Neural Networks in Hilbert Space
    > Abstract
    > Paper
    > Talk
    [Host: Paul Eisenberg]
     

  • Friday, May 13, 2022
    // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
    Gunter Löffler (Institute of Finance, Ulm University):
    How Efficiently Do Green Bonds Help the Environment?
    > Abstract
    > Paper
    > Talk n/a
    [Host: Rüdiger Frey]
     

  • Friday, May 20, 2022
    // 9:00-10:30 // on-campus talk: room TC.4.05 // & stream
    Zachary Feinstein (School of Business, Stevens Institute of Technology, USA):
    Axioms and Properties of Automated Market Makers
    > Abstract
    > Talk
    [Host: Birgit Rudloff]
     

  • Friday, June 10, 2022
    // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
    Firdevs Ulus (Department of Industrial Engineering, Bilkent University):
    Direction-Free Approximation Algorithms for Bounded Convex Vector Optimization Problems
    > Abstract
    > Paper 1, Paper 2

    > Talk
    [Host: Birgit Rudloff]
     

  • Friday, June 24, 2022
    // 11:00-12:30 // on-campus talk: room TC.4.05 // & stream
    Çağın Ararat (Department of Industrial Engineering, Bilkent University):
    A Mixed-Integer Programming Approach for Computing Systemic Risk Measures
    > Abstract
    > Paper
    > Talk
    [Host: Birgit Rudloff]


Contact:
Katrin Artner

katrin.artner@wu.ac.at
T: +43 1 31336 4469