Cheerful Stochastics besides Corona Risk

Now it's time for the traditional PhD/postdoc-gathering for Stochastics and Risk which will take place in Abels Utsikt and online on October 28th, 09.30 - 16.30. All PhD students and postdocs have the opportunity to give a 15-minute talk on their research. In addition, Jocelyne Bion-Nadal (École Polytechnique) will give an introductory talk and Kristina Rognlien Dahl (UiO) will introduce the SCROLLER project. As a member of the section, you can attend either in person or online. Welcome!

If you will give a talk, we ask you to send a short abstract by October 16th to Andreas Petersson. Of course participation in the workshop, lunch, coffee breaks and dinner (excluding drinks) is free of charge but registration is mandatory. Details for online participation will be sent out at a date closer to the event.

Coffee and lunch baguettes are served in Abels utsikt while we head to Olivia Restaurant at Aker Brygge for a three course dinner at 18.00. Those who would like to walk there meet up outside Niels Henrik Abels hus at 17.00.

Book of abstracts

In the following schedule, there is space for either 5 or 10 minutes of questions after each talk.

Time Speaker Title
9.30-10.20 (40 + 10) Jocelyne Bion-Nadal (Ecole Polytechnique, CMAP) Dynamic convex operators: Application to risk measuring and risk indifference pricing
10.20-10.40 Break
10:40-11:00 (15+5) Fabian Andsem Harang Regularization by noise in SPDEs
11:00-11:20 (15+5) Mihaela Puica A case of spatio-temporal modelling of wind speed data
11:20-11:40 (15+5) Jasmina Djordjevic A stochastic epidemical model for the spread of HIV virus
11:40-12:00 (15+5) Michele Giordano Maximum principles for infinite dimensional Volterra time-changed dynamics
12:00-13:00 (15+5) Lunch
13:00 - 13:50 (40+10) Kristina Rognlien Dahl (UiO) The SCROLLER project: A Stochastic ContROL approach to machine Learning with applications to Environmental Risk models
13:50 -14:10 (15+5) Dennis Schroers Copulas and Sklar's theorem in infinite dimensions
14:10-14:30 (15+5) Andreas Petersson Approximating the covariance operator of the solution to the stochastic wave equation
14:30-14:50 (15+5) Anton Yurchenko-Tytarenko Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model
14:50-15:10 Break
15:10 -15:30 (15+5) Emel Savku Memory and Anticipation: Stochastic Maximum Principle
15:30-15:50 (15+5) Andrea Fiacco  
15:50-16:10 (15+5) Alise Danielle Midtfjord Development of a data-driven warning system for runway conditions
16:10-16:30 (15+5) Mari Dahl Eggen Stratospheric Temperature Modelling
18.00 Dinner at Olivia Restaurant Aker Brygge


Published Sep. 27, 2020 9:52 PM - Last modified Oct. 23, 2020 9:06 AM