Center for Mathematical Economics - Tag [talk]
Jodi Dianetti on the ICIAM in Tokyo
Veröffentlicht am 21. August 2023
Jodi Dianetti is participating in the ICIAM Tokyo 2023 congress and giving a talk on "Mean-field singular control problem: regularitiy and related mean-field reflected diffusion.
Further information can be found on the congress's website.
Further information can be found on the congress's website.
Annika Kemper in Berlin
Veröffentlicht am 20. Juli 2023
On July 20, Annika Kemper is giving a talk in the research seminar Stochastische Analysis und Stochastik der Finanzmärkte at the Technische Universität Berlin with the title "A Principal-Agent Framework for Optimal Incentives in Renewable Investments".
Max Nendel in Spain and Portugal
Veröffentlicht am 13. Juli 2023
On July 13, Max Nendel presents his work on "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" on the ISIPTA
2023 in Oviedo, Spain.
On July 19, he further presents his work on "A lattice-theoretic approach to submodular mean field games based on stochastic orders" in the Seminário de Probabilidades e Estatística at the Universidade de Coimbra, Portugal.
On July 19, he further presents his work on "A lattice-theoretic approach to submodular mean field games based on stochastic orders" in the Seminário de Probabilidades e Estatística at the Universidade de Coimbra, Portugal.
Jodi Dianetti and Giorgio Ferrari in Philadelphia
Veröffentlicht am 5. Juni 2023
Jodi Dianetti and Giorgio Ferrari present in Philadelphia at invited sessions at the SIAM Conference on Financial Mathematics and Engineering. Further information can be found here.
Frank Riedel gives a talk at Maastricht University
Veröffentlicht am 31. Mai 2023
On June 1, Frank Riedel presents the paper "Efficient Allocations under Ambiguous Model Uncertainty" in the GSBE-ETBC Seminar of Maastricht University.
Further info can be found here.
Further info can be found here.
Max Nendel gives a talk in Warwick
Veröffentlicht am 10. Mai 2023
On May 10, Max Nendel will give a talk at the Stochastic Finance Seminar at the University of Warwick. The title of his presentation is "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance".
Alessandro Sgarabottolo gives a online talk in Paris
Veröffentlicht am 2. Mai 2023
On Tuesday, May 2nd, Alessandro Sgarabottolo gives an online talk on "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" at the "PhD Seminar Series on Financial Modeling" of the Université Paris 1 Panthéon-Sorbonne.
Jodi Dianetti gives a talk in Roscoff
Veröffentlicht am 28. April 2023
On Thursday, April 27, Jodi Dianetti gave a talk at the conference "40 years of reflected Brownian motion and related topics" in Roscoff, France. The title of his presentation was Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls. More information can be found at the conference website.
Annika Kemper presents her research in Odense
Veröffentlicht am 25. April 2023
On April 27 Annika Kemper gives a talk in the Finance Research Seminar at the University of Southern Denmark. The title of her presentation is "A Principal-Agent Framework for Optimal Incentives in Renewable Investments".
Frank Riedel gives an online talk at SIPTA
Veröffentlicht am 27. März 2023
Frank Riedel gives a talk on "Knightian Uncertainty in Finance and Economics" at the Society for Imprecise Probabilities: Theory and Applications on March 30 at 3 pm. More information can be found on the following website.
Frank Riedel visits Oslo University
Veröffentlicht am 8. März 2023
Frank Riedel is visiting the Mathematics Department of Oslo University from Monday March 13 to Friday March 17. He will give two talks in the STAR Seminar Series. On Wednesday, March 15, he will give a talk on Approaches to Knightian Uncertainty in Finance and Economics.
On Friday, March 17, he will talk on Efficient Allocations under Ambiguous Model Uncertainty..
On Friday, March 17, he will talk on Efficient Allocations under Ambiguous Model Uncertainty..
Giorgio Ferrari in Paris
Veröffentlicht am 4. Januar 2023
Giorgio Ferrari is visiting the University of Paris-Dauphine in the period January 05-14. On January 6 he will give a talk with title "A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-State Economy" at the FiME seminar. On January 13, he will give a talk with title "Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment" at the Bachelier Seminar.
Max Nendel in Berkeley
Veröffentlicht am 16. Dezember 2022
On December 16, Max Nendel gives a talk at the PDT Group Research Seminar at the University of California Berkeley. The title of his presentaion is "A parametric approach to the estimation of risk functionals based on Wasserstein distance".
Alessandro Sgarabottolo gives a talk in Dublin
Veröffentlicht am 8. Dezember 2022
On December 7, Alessandro Sgarabottolo gave a talk at the "UCD SMS Seminars" of UCD School of Mathematics and Statistics in Dublin. The title of his presentation was A parametric approach to the estimation or risk functionals based on Wasserstein distance. More information can be found at the seminar's website.
Gesendet von RDoleske
in Forschung
Max Nendel at the AustMS
Veröffentlicht am 6. Dezember 2022
On December 6, Max Nendel gives a keynote talk at the 66th Annual Meeting of the Australian Mathematical Society (AustMS) at the University of New South Wales. The title of his presentaion is "Asymptotic parametrization of Wasserstein balls and perturbed Markovian transition semigroups".
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