[To display recent changes, please refresh page by pressing Ctrl+F5]
 

On-campus talks take place in auditorium TC.4.05, with the speaker present.
We aim to stream all on-campus talks via Zoom. A direct link will be posted at each date.

Online talks take place via Zoom. A direct link will be posted at each date. 
While it is possible to join a Zoom meeting directly from the browser, it is recommended to download the Zoom desktop or mobile app.
Members of WU may find more information here and download/sign in to Zoom here.
Zoom meetings open for the audience 5 minutes before the scheduled beginning.

The Institute for Statistics and Mathematics cordially invites everyone interested to attend the talks in our Research Seminar Series.

Schedule:

• Friday, March 4, 2022
  // 11:00-12:30 // on-campus talk: room TC.4.05 // & stream
  Paul Eisenberg (Institute for Statistics and Mathematics, WU):
  Affine Models for Energy Markets
  > Abstract
  > Talk
   

• Wednesday, March 9, 2022
  // 17:30-18:45 // online talk
  Rafael M. Frongillo (Department of Computer Science, University of Colorado Boulder, USA):
  How (Not) to Run a Forecasting Competition: Incentives and Efficiency
  > Abstract
  > Paper
  > Talk
  [Host: Jana Hlavinová]
   

• Wednesday, March 16, 2022
  // 17:30-18:45 // online talk
  Rodney Sparapani (Division of Biostatistics, Institute for Health and Equity, Medical College of Wisconsin, USA):
  Nonparametric Machine Learning and Efficient Computation With Bayesian Additive Regression Trees (BART)
  > Abstract
  > Paper
  > Talk > computing
  [Host: Kurt Hornik]
   

• Friday, March 25, 2022
  // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
  Katia Colaneri (Department of Economics and Finance, University of Rome Tor Vergata):
  Discrete-Time Optimization Problems in Insurance With a Final Distribution Constraint
  > Abstract
  > Paper
  [Host: Rüdiger Frey]
   

• Wednesday, April 6, 2022
  // 17:30-18:45 // online talk
  Bret M. Hanlon (Department of Biostatistics & Medical Informatics, University of Wisconsin-Madison School of Medicine & Public Health, USA)
  Regularized Ordinal Regression and the ordinalNet R Package
  > Abstract
  > Paper
  > Talk
  [Host: Kurt Hornik]
   

• Wednesday, April 20, 2022
  // 17:30-18:45 // online talk
  Marius Hofert (Department of Statistics and Actuarial Science, Faculty of Mathematics, University of Waterloo, Canada):
  Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
  > Abstract
  > Paper  > Paper (publicly available)
  > Talk
  [Host: Kurt Hornik]
   

• Friday, April 29, 2022
  // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
  Christian Hennig (Department of Statistical Sciences "Paolo Fortunati", University Bologna):
  Testing in Models That Are Not True
  > Abstract
  > Paper 1, Paper 2, Paper 3
  > Talk
  [Host: Gertraud Malsiner-Walli]
   

• Friday, May 6, 2022
  // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
  Fred Espen Benth (Department of Mathematics, University of Oslo):
  Pricing Options on Flow Forwards by Neural Networks in Hilbert Space
  > Abstract
  > Paper
  > Talk
  [Host: Paul Eisenberg]
   

• Friday, May 13, 2022
  // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
  Gunter Löffler (Institute of Finance, Ulm University):
  How Efficiently Do Green Bonds Help the Environment?
  > Abstract
  > Paper
  > Talk n/a
  [Host: Rüdiger Frey]
   

• Friday, May 20, 2022
  // 9:00-10:30 // on-campus talk: room TC.4.05 // & stream
  Zachary Feinstein (School of Business, Stevens Institute of Technology, USA):
  Axioms and Properties of Automated Market Makers
  > Abstract
  > Talk
  [Host: Birgit Rudloff]
   

• Friday, June 10, 2022
  // 10:30-12:00 // on-campus talk: room TC.4.05 // & stream
  Firdevs Ulus (Department of Industrial Engineering, Bilkent University):
  Direction-Free Approximation Algorithms for Bounded Convex Vector Optimization Problems
  > Abstract
  > Paper 1, Paper 2
  > Talk
  [Host: Birgit Rudloff]
   

• Friday, June 24, 2022
  // 11:00-12:30 // on-campus talk: room TC.4.05 // & stream
  Çağın Ararat (Department of Industrial Engineering, Bilkent University):
  A Mixed-Integer Programming Approach for Computing Systemic Risk Measures
  > Abstract
  > Paper
  > Talk
  [Host: Birgit Rudloff]

Contact:
Katrin Artner
katrin.artner@wu.ac.at
T: +43 1 31336 4469