BBS Winter Term 2020/21
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.
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.
October 21, 2020 / 12:15
Tobias Fissler: The Efficiency Gap
[Discussant: Jana Hlavinova]
October 28, 2020 / 12:15
Gertraud Malsiner-Walli: Generalized mixtures of finite mixtures
[Discussant: Kevin Kurt]
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
[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]