- Participation in the workshop, lunch, coffee breaks and dinner (excluding drinks) is free of charge, but registration is mandatory.
- Coffee & tea as well as lunch baguettes are served in Abels utsikt, while we head to the Delikatessen for a dinner at 18:00. Those who would like to walk there meet up outside Niels Henrik Abels hus at 17.00.
Time | Speaker | Title |
---|---|---|
9.30-10.20 (40 + 10) |
Andrey Pilipenko (National Academy of Sciences of Ukraine/Igor Sikorsky Kyiv Polytechnic Institute) |
On perturbations of an ODE with non-Lipschitz coefficients by a small noise |
10:20-10:40 (15+5)
|
Emel Savku | Assessing MiFID II Regulation on Tick Sizes |
10.40-11.00 | Break | |
11:00-11:20 (15+5) | Mari Dahl Eggen | Stochastic modelling of stratospheric temperature |
11:20-11:40 (15+5) | Anton Yurchenko-Tatarenko | Standard and fractional ROU processes as the limits of square roots of CIR processes |
11:40-12:00 (15+5) | Andreas Erik Petersson | SPDE bridges with observation noise and their spatial approximation |
12:00 - 13:00 | Lunch | |
13:00 - 13:50 (40 + 10) | Hao Tang (UiO) | Some research on stochastic fluid models |
13:50 -14:10 (15+5) | Åsmund Hausken Sande | Life insurance policies and CD-ladders under the Health-Jarrow-Morton Framework |
14:10-14:30 (15+5) | Aleksander Grochowicz | Near-optimal solutions for energy systems models under uncertainty |
14:30-14:50 (15+5) | Alise Danielle Midtfjord | A decision support system for safer airplane landings: predicting runway conditions using XGBoost and explainable AI |
14:50-15:10 | Break | |
15:10 -15:30 (15+5) | Jasmina Đorđević | Stochastic analysis of spread & preventions in case of SARS-CoV-2 virus |
15:30-15:50 (15+5) | Dennis Schroers | Limit Theorems for High Frequent Functional Data |
15:50-16:10 (15+5) | Oriol Zamora Font | A variational approach to pricing and hedging insurance contracts under rough volatility models |
16:10-16:30 (15+5) | Natalia Sirotko-Sibirskaya | Volterra bootstrap: resampling higher-order statistics for strictly stationary time series |
18.00 | Dinner at the Delikatessen |