STAR seminars

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machine learning financial economics functional analysis optimization and control probability

University of Oslo

Audience: Researchers in the topic
Seminar series time: Friday 09:00-10:00 in your time zone, UTC
Organizer: Giulia Di Nunno*
*contact for this listing

The seminars are held on Zoom. Registration is required.

Upcoming talks
Past talks
Your timeSpeakerTitle
FriMay 2109:00Gabriel LordTBA
FriJun 1109:00Andrey DorogovtsevTBA
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Your timeSpeakerTitle
FriMay 0709:00Dan CrisanWell-posedness Properties for a Stochastic Rotating Shallow Water Model
FriApr 3009:00Lyudmila GrigoryevaDiscrete-time signatures and randomness in reservoir computing
FriApr 1609:00Arne LøkkaForeign exchange equilibrium, international trade and trading costs
FriMar 1910:00Alexander LobbePathwise approximations for the solution of the non-linear filtering problem
FriMar 0510:00Annika LangThe stochastic wave equation on the sphere: properties and simulation
FriFeb 1910:00Nacira AgramDeep learning and stochastic mean-field control for a neural network model
FriFeb 1210:00Emil R. FramnesTBA
FriJan 2910:00Josep VivesDecomposition and high order approximation of option prices. Some applications to Heston, Bates, CEV and rough volatility models
FriJan 1510:00Arne Bang HusebyOptimal reinsurance contracts in the multivariate case
FriDec 1810:00Federica MasieroRegularizing properties and HJB equations for stochastic problems with delay
FriDec 0410:00David Ruiz BanosLife and pension insurance policies with random cash flows subject to interest rate regimes
FriNov 2010:00Tusheng ZhangReflected Brownian motion with measure-valued drifts
FriNov 1310:00Rama ContExcursion risk
FriNov 0610:00Yaozhong HuFunctional central limit theorems for stick-breaking priors
FriOct 2309:00Samy TindelA coupling between Sinai’s random walk and Brox diffusion
FriOct 1609:00Marta Sanz-SoléStochastic wave equations with super-linear coefficients
FriOct 0909:00Leonardo Rydin GorjãoApplications and developments of stochastic processes in power-grid frequency measurements: A data-driven study.
FriOct 0209:00Jasmina DjordjevicPerturbation effect on Reflected Backward Stochastic Differential Equations
FriSep 2509:00Emel SavkuOptimal investment strategies in a Markov Regime-Switching Market
FriSep 1809:00Andreas PeterssonFinite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs
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