The PhD Research Seminar in Mathematics for Economics and Business ("Brown Bag Seminar") takes place on Fridays from 9 to 10 am.

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.
 

Schedule:
9:00-9:40 Talk
9:40-09:50 Discussion
9:50-10:00 Q&A

Next talk:

Schedule:

• Fri, March 15 / 9:00-10:00 / D4.0.127
  Theresa Traxler Playing with Fire? A Mean Field Game of Control Model for the Impact of Regulatory Capital Constraints on Fire Sales and Systemic Risk
  -> Abstract
  Discussant: Nurtai Meimanjan
  [Chair: Rüdiger Frey]

• Mon, April 8 / 9:00-17:00 / D4.4.008
  Workshop "Recent Advances in mathematics for Business and Economics"

  • Mátyás Kocsis, University of Debrecen

  • Alonso Javier Zuniga Irigoin, University of St. Gallen

  • Ekaterina Babaskina, Moscow State University (MSU) / Online

  • Salima Jaoua, EPFL

  • Jihao Zhang, University of Zurich & ETH Zurich

  • Mohamed Aziz Lakhal, Universität des Saarlandes

  • Tobias Heinzle, University of Vienna

  • Martin Šíma, WU Wien
     

• Fri, April 12 / 9:00-10:00 / D4.0.127
  Robert Bajons Adaptive generalized logistic lasso and its application to rankings in sports
  -> Abstract
  Discussant: Lucas Kook
  [Chair: Sylvia Frühwirth-Schnatter]
   

• Fri, April 19 / 9:00-10:00 / D4.0.127
  Nurtai Meimanjan The set of all fixed points on two examples: clearing vectors and Nash equilibria
  -> Abstract
  Discussant: David Hirnschall
  [Chair: Sylvia Frühwirth-Schnatter]

• Fri, April 26 / 9:00-10:00 / D4.0.127
  Andreas Celary The RKHS Approach To Modelling The Discount Curve
  Discussant: Eva Flonner
  [Chair: Sylvia Frühwirth-Schnatter]
   

• Fri, May 3 / 9:00-10:00 / D4.0.127
  Luna Rigby Exercise Policies for American Options under Model Risk
  Discussant: Theresa Traxler
  [Chair: Rüdiger Frey]
   

• Fri, June 7 / 9:00-10:00 / D4.0.127
  David Hirnschall Synthetic Data Powered Asset Allocation
  Discussant: Andreas Celary
  [Chair: Rüdiger Frey]
   

• Fri, June 14 / 9:00-10:00 / D4.0.127
  Eva Flonner Riding the waves? Deep stochastic filtering to dissect momentum and mean reversion components in asset prices
  -> Abstract
  Discussant: Sylvia Frühwirth-Schnatter
  [Chair: Rüdiger Frey]
   

• Fri, June 21 / 9:00-10:00 / D4.0.127
  Natalie Frantsits Feeling moody? Investigating the construct validity of textual sentiment.
  Discussant: Thomas Rusch
  [Chair: Sylvia Frühwirth-Schnatter]