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BBS Winter Term 2020/21

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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. 

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:

  • October 21, 2020 / 12:15
    Tobias Fissler: The Efficiency Gap
    > Abstract
    [Discussant: Jana Hlavinova]

  • October 28, 2020 / 12:15
    Gertraud Malsiner-Walli: Generalized mixtures of finite mixtures
    > Paper
    [Discussant: Kevin Kurt]

  • November 4, 2020 / 12:15
    Jan GreveSparse modeling of factorial experiments with Bayesian finite mixtures
    > Paper
    > Abstract

    [Discussant: Bettina Grün]

  • November 11, 2020 / 12:15
    Gabriela Kovacova: Convex Projection and Convex Vector Optimization
    [Discussant: Lukas Sablica]

  • November 25, 2020 / 12:15
    Kory Johnson: Estimating the reproduction number in the presence of superspreading
    > Abstract
    [Discussant: Julian Amon]

  • December 2, 2020 / 12:15
    Laura Vana: Verification of spatio-temporal properties in a Bayesian model using spatio-temporal reach and escape logic
    [Discussant: David Hirnschall]

  • December 16, 2020 / 12:15
    Verena Köck: Solving partial-integro differential equations in finance: a deep learning approach
    [Discussant: Robert Bajons]

  • January 13, 2021 / 12:15
    Camilla Damian: Filtering and parameter estimation in a rough volatility model
    [Discussant: Zehra Eksi-Altay

  • January 20, 2021 / 12:15
    Peter Knaus: Cerberus in Motion: The Dynamic Triple Gamma Prior
    [Discussant: Darjus Hosszejni]
     

  • January 27, 2021 /12:15
    Rainer Hirk: Multivariate ordinal regression models for enhanced credit risk modeling
    [Discussant: Eva Flonner]