Read out

Winter Term 2014/15

You are cor­di­ally in­vited to at­tend the talks in sem­inar room D4.0.019 (Build­ing D4, En­trance A, ground level) on Thursdays at 4:30pm.

Oc­to­ber 16

    Nikolaus Hautsch
(Uni­versität Wien):
    Es­tim­at­ing the Spot Co­v­ari­ation of As­set Prices – Stat­ist­ical The­ory and Em­pir­ical Evid­ence

    > Ab­stract     > Talk

Oc­to­ber 23

    Hansjörg Al­brecher
(Uni­versität Lausanne):
    In­sur­ance risk and the cost of cap­ital

    > Ab­stract

Novem­ber 20

    Mi­chaela Szölgy­enyi
(Jo­han­nes Kepler Uni­versität Linz):
    Di­vidend max­im­iz­a­tion un­der re­gime switch­ing and in­com­plete in­form­a­tion

    > Ab­stract       > Talk

Novem­ber 27

    Nic­olas Turenne
(Uni­versité Par­is-Est & INRA):
    Re­la­tions and entit­ies ex­trac­tion from full texts, and their use in an end-user plat­form.
    The case of the epidemios­ur­veil­lance VESPA plat­form.

    > Ab­stract       > Talk

Decem­ber 4

    Harry Zheng
(Im­per­ial Col­lege Lon­don):
    Util­ity-Risk Port­fo­lio Se­lec­tion

    > Ab­stract       > Talk

Wed­nes­day, Janu­ary 21, 2015, 09:00 – 15:00

Wed­nes­day, Janu­ary 28, 2015, 09:00 – 10:00

Loca­tion: Build­ing D4, Room D4.4.008

Work­shop of the In­sti­tute for Stat­ist­ics and Mathem­at­ics on Op­er­a­tions Re­search and Stochastics in Eco­nom­ics and Busi­ness

The talks in this work­shop are part of the hear­ings for a ten­ure track assist­ant pro­fessor pos­i­tion at the In­sti­tute for Stat­ist­ics and Mathem­at­ics.

Janu­ary 21, 2015

09:00 – 10:00   Birgit Rud­loff, Prin­ceton Uni­versity: MUL­TIVARI­ATE RISKS

11:00 – 12:00   Hamed Amini, EPFL Lausanne: SYS­TEMIC RISK IN FIN­AN­CIAL NET­WORKS
                       > Ab­stract

14:00 15:00   Agatha Mur­goci, Copen­ha­gen Busi­ness School: A THE­ORY OF MARKOVIAN TIME-IN­CON­SIST­ENT STOCHASTIC CON­TROL
                       > Ab­stract

Janu­ary 28, 2015

09:00 – 10:00   Xi­ang Yu, Uni­versity of Michigan: ON THE MAR­KET VI­AB­IL­ITY UN­DER PRO­POR­TIONAL TRANS­AC­TION COSTS
                       > Ab­stract

Janu­ary 22

    Sam Co­hen
(Ox­ford Uni­versity):
    Er­godic BSDEs with Lévy noise and time de­pend­ence
    > Ab­stract       > Talk