Conferences
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On 7-9 September 2020, the conference on high-dimensional stochastics will take placeas a virtual meeting under the auspices of at the Wolfgang Pauli Institute (WPI) in Vienna, Austria. The conference is an activity within the thematic program "Mathematics for Risk in Finance and Energy" at the WPI.
We aim to bring together an interdisciplinary group of leading researchers with interest in high dimensional stochastic modeling. Particular emphasis will be given to infinite dimensional Markov processes, SPDEs, population dynamics, high dimensional statistics and connections to financial and energy modeling. We welcome participants from academia and industry to take part in this event.
On 4-6 July 2017, the second conference on the mathematics of energy markets will take place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria. The conference is an activity within the thematic program "Mathematics for Risk in Finance and Energy" at the WPI.
We welcome participants from academia and industry to take part in this event.
A pre-conference intensive course will be organized on Monday July 3. The course leader will be Professor Almut Veraart, who will give a course on Ambit stochastics with applications to commodity markets. See here for more details on the intensive course.
On 5-7 July 2016, there will be a conference on the mathematics of energy markets organized at the Wolfgang Pauli Institute (WPI) in Vienna, Austria. The conference is an activity within the thematic program "Mathematics for Risk in Finance and Energy" at the WPI.
We welcome participants from academia and industry to take part in this event.
A pre-conference intensive course on stochastic modelling of energy markets will be organized on Monday July 4. The course leader will be Professor Fred Espen Benth. Click here to get more information about the intensive course.
By participating in this intensive course, you will learn about recent developments in the modelling of the random dynamics of forward and futures prices in energy (and commodity) markets. A general theoretical framework for stochastic processes with values in function space is developed, and applied to the particular situation of forward price modelling, yielding a class of space-time random fields.
The course requires a knowledge in stochastic analysis.