Due to the Covid-19 outbreak this course is postponed to 2021. The importance of developing appropriate quantitative models and methods for risk-assessment, climate-impact scenarios, energy policy, house market prices, and big data analyses generally are well understood in the academic and...

Special Topics: Dealing with Market Frictions Hedging in Markets with Price Impact.

The ESOBE meetings have no particular theme but at each meeting a discussion forum for new and recent research is created. Their aim is to bring together researchers and professionals interested in the application of Bayesian inference in economics in relatively small annual workshops that...

RESIM 2014 solicits talks on rare event simulation methodologies and applications, including (but not limited to) the following list of topics: - Methodologies (Importance Sampling; RESTART/Splitting; Stratified Sampling; Cross-Entropy Method; Large Deviations Theory; MCMC Techniques; Extreme...

The International Symposium on Forecasting 2014 has chosen the theme Economic Forecasting: Past, Present and Future. Our choice of a conference theme aims to encourage at least some of the potential speakers to pick up ideas stimulated by the topic. We look forward to receiving abstracts and...

Recently, the economies of many countries have experienced severe shocks and crises. Substantial challenges to the stability of economic structures occurred. Modeling time-varying economic processes has become a topic of great interest. Forecasting in this context poses great challenges to both...

The aim of the workshop is to bring together researchers interested in applying nonlinear methods to problems in economics, operations research and management science. Topics of interest are optimal control theory and dynamic programming, dynamic games, heterogeneous agent models and learning,...

This workshop may be considered as the 4th in a series of workshops dedicated to Lévy processes and their applications in Mathematical Finance. Recent years have witnessed great interest in financial models based on Lévy processes as possible alternatives to the traditional Black-Scholes model...