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BBS Summer Term 2021

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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. 

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Schedule:

(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 online via Zoom - direct link
    Philipp Gersing Generic Identifiability for (Cointegrated) Unit Root VAR Systems from Mixed Frequency Data.
    Discussant: Peter Knaus
    [Host: Sylvia Frühwirth-Schnatter]

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    Members of WU may find more information here and download/sign in to Zoom here.