12:00
|
Registration
(until 13:00)
(Z.1.09)
|
13:00
|
Opening
(until 13:30)
(HS 4)
|
13:30
|
Session A1 Stochastics
-
Kristof Wiedermann
(TU Wien)
Mohamed Elfatih Hady
(BTU Cottbus-Senftenberg)
Kathrin Spendier
(Universität Klagenfurt)
(until 15:00)
(HS 3)
|
13:30
|
An SMP-Based Algorithm for Solving the Constrained Utility Maximization Problem via Deep Learning
(HS 3)
|
14:00
|
Deep neural network discretization of the Wong-Zakai approximation of stochastic differential equations
(HS 3)
|
14:30
|
Stochastic Optimal Control of Occupational Pension Funds Under Dynamic Risk Constraints
(HS 3)
|
13:30
|
Session B1 Statistics
-
David Strieder
(Technical University of Munich)
Lea Riebschläger
(University of Trier)
Nils Sturma
(Technical University of Munich)
(until 15:00)
(HS 4)
|
13:30
|
Half-Trek Criterion for Identifiability of Latent Variable Models
(HS 4)
|
14:00
|
Confidence in Causal Discovery with Linear Causal Models
(HS 4)
|
14:30
|
Construction of Admissible Decision Procedures in Statistical Classification
(HS 4)
|
15:00
|
--- Coffee Break ---
|
15:30
|
Presentation d-fine
(until 16:30)
(HS 4)
|
16:30
|
--- Coffee Break ---
|
17:00
|
Session A2 Stochastics
-
Lorenz Riess
(University of Vienna)
Stefan Schrott
(University of Vienna)
(until 18:00)
(HS 3)
|
17:00
|
Clustering financial institutions based on Wasserstein distance
(HS 3)
|
17:30
|
The Wasserstein space of stochastic processes
(HS 3)
|
17:00
|
Session B2 Statistics
-
Jan Rabe
(Universität Hamburg)
Felix Benning
(Universität Mannheim)
Maximilian Steffen
(until 18:30)
(HS 4)
|
17:00
|
PAC-Bayes training for neural networks: sparsity and uncertainty quantification
(HS 4)
|
17:30
|
Using Statistics to Determine the Learning Rate for Gradient Descent
(HS 4)
|
18:00
|
A Central Limit Theorem for Centered Purely Random Forests using U-Statistic Theory
(HS 4)
|
18:30
|
Get-Together
(until 20:30)
(Z.1.09)
|