BBS Winter Term 2015/16

Winter Term 2015/16

The PhD Research Seminar in Mathematics for Economics and Business takes place on Wednesdays from 12:30 to 13:30 in seminar room D4.4.008 (Building D4, Entrance A, Level 4).

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.

October 7: Birgit Rudloff: Systemic Risk

October 14: Michaela Szölgyenyi: Energy storage optimization under partial information

October 21: Birgit Rudloff: Introduction to vector optimization

October 28: no seminar

November 4: no seminar

November 11: Zehra Eksi: Portfolio optimization for a large investor under partial information (joint work with Hyejin Ku, York University, Canada)

November 18: Gregor Kastner: Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices
! Change of location: room D4.0.019 (Building D4, Entrance A, Level 0)

November 25: Klaus Pötzelberger: Quantization

December 2: Florian Schwendinger: Analysing the Project Euclid Dataset

December 9: no seminar

December 16: Rüdiger Frey: Contagion Effects and Collateralized Credit Value Adjustments for Credit Default Swaps
! Change of location: room D4.0.022 (Building D4, Entrance A, Level 0)

January 13: no seminar

January 20: Sercan Gür: Parisian Options: Monte Carlo Simulation

January 27: Josef Leydold: A framework for testing, comparing and visualizing the performance of non-uniform random variate generators