- On the continuity of conditional distributions with applications to stratified Monte Carlo
Oxford–ETH Workshop 2026, ETH Zurich, 10 September 2026. - On the continuity of conditional distributions with applications to stratified Monte Carlo
From Analysis to Mathematical Finance and Insurance: A Conference in Honour of Freddy Delbaen’s 80th Birthday, ETH Zurich, [7/8/9] September 2026. - Neural importance sampling and stratification for Monte Carlo option pricing
Bachelier Finance Society World Congress 2026, Bologna, Italy, 29 June 2026. - On the continuity of conditional distributions with applications to stratified Monte Carlo
3rd ETH-HK-Imperial Joint Workshop on Quantitative Finance, ETH Zurich, 22–25 June 2026. - The Implied Longevity Surface: Deep calibration of stochastic mortality models
Scandinavian Actuarial Conference 2026, Stockholm University, Stockholm, Sweden, 16 June 2026. - Deep generative modelling of extreme natural catastrophes
AI in Risk Assessment and Mitigation, ICMS, Bayes Centre, Edinburgh, 4 March 2026. - Solving stochastic climate-economy models: a deep least-squares Monte Carlo approach
Quantitative Sustainable Economics and Finance Seminar, CREST, Palaiseau, France, 19 February 2026. - Deep generative modelling of extreme natural catastrophes
1st ASTIN Bulletin Conference, ETH Zurich, 14–16 January 2026. - Algorithmic strategies in continuous-time hedging and stochastic integration
Talks in Financial and Insurance Mathematics, ETH Zurich, 11 December 2025. - Deep generative modelling of extreme natural catastrophes
Climate Change and Insurance 2025, Edinburgh, United Kingdom, 10 September 2025. - Algorithmic strategies in continuous-time hedging and stochastic integration
Stochastics & Computational Finance 2025, ISEG, Lisbon, Portugal, 4 September 2025. - Algorithmic strategies in continuous-time hedging and stochastic integration
Vienna Congress on Mathematical Finance 2025, Vienna, Austria, 9 July 2025. - Algorithmic strategies in continuous-time hedging and stochastic integration
12th General AMaMeF Conference, Verona, Italy, 25 June 2025. - Importance sampling for option pricing with feedforward neural networks
16th Actuarial and Financial Mathematics Conference, Brussels, Belgium, 4 February 2025. - Deep learning in quantitative finance: insights from stochastic analysis
PhD Research Seminar (Brown Bag Seminar), WU Vienna, 11 October 2024. - Reinsurance with neural networks
European Actuarial Journal Conference 2024, Lisbon, Portugal, 10 September 2024. - Generating stochastic temperature scenarios for actuarial climate stress testing: a deep least-squares Monte Carlo approach
Climate Change and Insurance 2024, Vienna, Austria, 4 September 2024. - Reinsurance with neural networks
Scandinavian Actuarial Conference 2024, Copenhagen, Denmark, 16 August 2024. - Solving recursive stochastic climate-economy models using a deep least-squares Monte Carlo method
Advances in Risk Modelling and Applications to Finance and Climate Risk, WU Vienna, 3 July 2024. - Life cycle insurance and life annuity loads
Research School of Finance, Actuarial Studies and Statistics Seminar, Australian National University, Canberra, 7 September 2023. - Life cycle insurance and life annuity loads
Insurance: Mathematics and Economics (IME) 2023, Edinburgh, United Kingdom, 4–7 July 2023. - Importance sampling for option pricing with feedforward neural networks
Faculty Seminar, Hitotsubashi University, Tokyo, Japan, 10 April 2023. - Deep hedging and portfolio optimization in financial markets with a large trader
Faculty Seminar, Hitotsubashi University, Tokyo, Japan, 10 April 2023. - Deep hedging in continuous time
Vienna Seminar in Mathematical Finance and Probability, online, 27 May 2021. - Deep portfolio optimization in financial markets with a large trader
Vienna Seminar in Mathematical Finance and Probability, University of Vienna, 15 October 2020. - Approximations in weighted Hölder spaces
ViZuS 2019, TU Wien, 27 November 2019.
