Photo credit: Anna Logue

Research Seminar

The seminar „Stochastics, Statistics and Numerical Analysis“ is jointly organized by the groups of Leif Döring (probability theory), Andreas Neuenkirch (computational stochastics),  David Prömel (mathematical finance), Claudia Schillings (mathematical optimization), Claudia Strauch (mathematical statistics), and Klaus D. Schmidt (actuarial science) at the University of Mannheim. Wednesday, 12.00-12.45, B6 A304.

Spring 2020

Date Speaker Title
26.02.2020 Ari-Pekka Perkkiö (LMU München) Dynamic programming and duality in convex stochastic optimization
11.03.2020 Nicole Bäuerle (KIT) Portfolio optimization in fractional and rough Heston models
25.03.2020 No seminar GPSD in Dresden
01.04.2020 Julien Berestycki (Oxford)  
22.04.2020

Sam Baguley (Mannheim)

 
29.04.2020 Xiaolin Zeng (Strassbourg)  
13.05.2020 Andrew Allan (ETH Zurich)  
20.05.2020 Igor Kortchemski (Paris)  
27.05.2020 Matyas Barczy (Debrecen)