Korteweg-de Vries Instituut

 

Stochastics Seminar (spring 2024)

The stochastics seminar is a monthly seminar by and for statisticians and probabilists at the UvA. The goal is to present recent research in a way that is accessible for a broad audience (i.e., for researchers in fields ranging from machine learning to stochastic analysis, from financial mathematics to mathematical statistics, and from operations research to statistical physics). See below for dates and details.

date time location speaker title/link to abstract
19-02 14:00-14:45 F3.20 (SP 107) Leihao Chen (UvA KdVI) Inflation Technique for Causal Compatibility Problem
18-03 14:00-14:45 F3.20 (SP 107) Hidde Fokkema An Online Newton Method for Convex Bandit Optimization
15-04 14:00-14:45 F3.20 (SP 107) Jori Hoencamp (UvA CS) The Impact of stochastic volatility on Initial Margin and MVA for Interest Rate Derivatives
13-05 11:00-11:45 (!) F1.15 (!) (SP 107) Ivan Kryven (UU)
10-06 14:00-14:45 F3.20 (SP 107) Rebecca Reiffenhäuser (UvA ILLC)