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Seminar for probability, statistics and financial mathematics

23. Evropsko srečanje mladih statistikov združenja Bernoulli Society
Seminar for probability, statistics, and financial mathematics
6. 9. 2023
Thu
25
May
József Gáll: Lee-Carter revisited
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
Thu
18
May
Andrej Srakar: Scaling limits for parking on Frozen Erdős-Rényi Cayley trees with heavy tails
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
Thu
11
May
Damjana Kokol Bukovšek: Natančna območja, določena s pari mer skladnosti
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
Thu
13
Apr
Gašper Letnar: Estimating climate impacts in the US dairy system via semi-parametric estimation using generalized additive models.
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
Thu
30
Mar
Jan Rems: Deep learning for quadratic hedging in incomplete jump market
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
Thu
12
Jan
Metod Jazbec: Scalable Gaussian Process Variational Autoencoders
Seminar for probability, statistics, and financial mathematics
14:15
Thu
1
Dec
Matija Vidmar: Stationary local random countable sets over the Wiener noise
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 2.03 na FMF, Jadranska 21, Ljubljana.
Thu
20
Oct
Saul Jacka: Optimal stopping and smooth pasting
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 2.03 na FMF, Jadranska 21, Ljubljana.
Thu
13
Oct
Saul Jacka: Multi-currency reserving for coherent risk measures
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 2.03 na FMF, Jadranska 21, Ljubljana.
Evropska statistična nagrada
Evropski statistični urad EUROSTAT začenja program nagrad "European Statistics Awards for Nowcasting". Več podrobnosti si lahko preberete na povezavi https://statistics-awards.eu/static/resources/2022-07-nowcasting-announcement-european-statistics-awards.pdf.
Seminar for probability, statistics, and financial mathematics
1. 8. 2022
Thu
26
May
Matija Vidmar: Noise Boolean algebras: classicality, blackness and spectral independence, 2. del
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
Thu
19
May
Katarina Brilej: Napovedovanje cen in povpraševanja po električni energiji
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
Thu
5
May
Matija Vidmar: Noise Boolean algebras: classicality, blackness and spectral independence
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 3.06 na FMF, Jadranska 21, Ljubljana.
Mednarodni spletni seminar: Inclusion Process and Sticky Brownian Motions
Seminar for probability, statistics, and financial mathematics
6. 2. 2022
Thu
6
Jan
Veno Mramor: Lévy processes on smooth manifolds with a connection
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 2.03 na FMF, Jadranska 21, Ljubljana.
Thu
9
Dec
Jan Rems: Use of relaxed stochastic controls in reinforcement learning
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 2.03 na FMF, Jadranska 21, Ljubljana.
Thu
2
Dec
Urban Ulrych: Dynamic Currency Hedging with Ambiguity
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 2.03 na FMF, Jadranska 21, Ljubljana.
Thu
18
Nov
Andrej Srakar: Approximating the Ising model on fractal lattices of dimension two or greater than two
Seminar for probability, statistics, and financial mathematics
14:15 - Predavalnica 2.03 na FMF, Jadranska 21, Ljubljana.
Žan Žurič: Joint calibration of VIX & SPX with Neural SDEs
Četrtek, 11. novembra 2021, ob 14:15 v predavalnici 2.03 na FMF, Jadranska 21, Ljubljana.
Seminar for probability, statistics, and financial mathematics
5. 11. 2021