# Talks

- Signature methods in stochastic portfolio theory, October 2022,

IFAM seminar, Liverpool, England (online).

- Measure-valued processes for energy markets, October 2022,

Recent developments in stochastics with applications in mathematical Physics and finance, Hammamet, Tunesia.

- Signatures methods in finance, September 2022,

PhD course, Padova, Italy.

- Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models, September 2022,

Third Symposium on Machine Learning and Dynamical Systems, Toronto, Canada.

- Signature methods in stochastic portfolio theory, September 2022,

Stochastic Control and Quantitative Finance, Jerusalem, Israel.

- Signature methods in stochastic portfolio theory, September 2022,

10th Austrian stochastic days, Vienna, Austria.

- Signature methods in stochastic portfolio theory, September 2022,

BIRS Workshop: New interfaces of Stochastic Analysis and Rough Paths (online).

- Signature based models in finance: relation to affine and polynomial processes, calibration and inclusion of jumps, September 2022,

25th International Symposium on Mathematical Theory of Networks and Systems, Bayreuth, Germany.

- Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models, August 2022,

Stochastic & Rough Analysis, Berlin, Germany.

- Signature methods in stochastic portfolio theory, July 2022,

Financial Mathematics Session at the AMS-EMS-SMF International Meeting, Grenoble, France.

- Signature methods in stochastic portfolio theory, June 2022,

Mini symposium LMU, München, Germany.

- Optimal bailout strategies and the drift-controlled supercooled Stefan problem, May 2022,

IMSI Workshop on Machine Learning and Mean-Field Games Chicago, USA(online).

- Optimal bailout strategies and the drift-controlled supercooled Stefan problem, May 2022,

Quantact Seminar, Montréal, Canada (Online).

- Universal portfolios and model-free portfolio optimization, May 2022,

Algorithmic Trading Group Seminar.

- Measure-valued processes for energy markets, May 2022,

On the Interplay between Finance and Insurance Mathematics, Lisbon, Portugal.

- Optimal bailout strategies and the drift-controlled supercooled Stefan problem, April 2022,

Spring Colloquium on Probability and Finance dedicated to Wolfgang Runggaldier on the occasion of his 80th birthday, Padova, Italy.

- Measure-valued processes for energy markets, April 2022,

XXIII Quantitative Finance Workshop, Rome, Italy.

- Optimal bailout strategies and the drift-controlled supercooled Stefan problem, April 2022,

Columbia Mathematical Finance Seminar, New York, USA (online).

- Measure-valued processes for energy markets, March 2022,

BIRS Workshop: Stochastic Mass Transports (online).

- Randomized signature for approximation of dynamic processes, March 2022,

DNA Seminar - Norwegian University of Science and Technology (online).

- Optimal bailout strategies and the drift-controlled supercooled Stefan problem, March 2022,

Manchester Probability Seminar, Manchester, England (online).

- Optimal bailout strategies and the drift-controlled supercooled Stefan problem, March 2022,

13th International Workshop on Stochastic Models and Control, Travemünde.

- Rough covariance modeling - theory and empirics, February 2022,

Cournot seminar: “ From Microscopic Models to Rough Macroscopic Models”.

- Signature SDEs as affine and polynomial processes, January 2022,

Winter Seminar on Mathematical Finance, Netherlands (online).

- Optimal bailout strategies and the drift-controlled supercooled Stefan problem, December 2021,

Mathematical Finance Seminar ETH Zurich, Switzerland.

- Signature SDEs as affine and polynomial processes, October 2021,

First Florence-Paris Workshop on Mathematical Finance, Florence, Italy.

- Signature SDEs as affine and polynomial processes, September 2021,

Next Generation Models of Financial Data, Burghausen, Germany.

- From neural SDEs and signature methods to affine and polynomial processes and back, August 2021,

Lecture at 2nd International Summer School on Financial Mathematics, Moscow, Russia (online).

- From signature methods in finance to affine and polynomial processes and back, August 2021,

6th Berlin workshop for young researchers, Berlin, Germany (online).

- From neural SDEs and signature methods to affine and polynomial processes and back, July 2021,

Lecture at Introduction to Decision Making and Uncertainty, Chicago, USA (online).

- From signature methods in finance to affine and polynomial processes and back, July 2021,

Bernoulli-IMS 10th World Congress in Probability and Statistics, Seoul, South Korea (online).

- Deep calibration via signature based models, June 2021,

Summer school on Distributed Control: Decentralization and Incentives, Luminy, France (online).

- Signature based models in finance: relation to affine and polynomial processes, calibration and inclusion of jumps, May 2021,

Online conference beyond the boundaries: new directions in financial and actuarial mathematics, Leeds, England (online).

- From signature methods in finance to affine and polynomial processes and back, April 2021,

Virtual Princeton-Rutgers Financial Math Seminar, New Jersey , USA (online).

- From signature methods in finance to affine and polynomial processes and back, February 2021,

UCLA - Financial and Actuarial Mathematics Seminar, Los Angeles, USA.

- Universality of affine and polynomial processes, Febuary 2021,

Cumulants in Stochastic Analysis, Berlin, Germany (online).

- Universality of affine and polynomial processes, February 2021,

North British Probability Seminar, University of Edinburgh, Scotland (online).

- Universality of affine and polynomial processes, February 2021,

Berlin Probability Colloquium, Berlin, Germany (online).

- From signature methods in finance to affine and polynomial processes and back, January 2021,

WU Wien - Institute for Statistics and Mathematics Vienna, Austria (online).

- Universality of affine and polynomial processes, December 2020,

Workshop on Representations of Jump Diffusions, Berlin-Vienna (online).

- Universality of affine and polynomial processes, November 2020,

Vienna Probability Seminar, Vienna, Austria (online).

- Universality of affine and polynomial processes, October 2020,

Workshop on new Challenges in the Interplay between Finance and Insurance, Oberwolfach, Germany (online).

- Deep neural networks, generic universal interpolation and controlled differential equations, October 2020,
Oxford Stochastic Analysis and Mathematical Finance Seminar, Oxford, England (online).

- Universality of affine and polynomial processes, September 2020,

Bachelier-One-World-Seminar (online)

- Universality of affine and polynomial processes, September 2020

Conference on High-Dimensional Stochastics, Vienna, Austria (online).

- Measure valued processes for energy markets, August 2020,

Spatus-Workshop, Oslo, Norway (online).

- A neural network approach to calibration of local stochastic volatility models, May 2020,

Workshop on Market generators, London, England (online).

- Neural network approaches to infinite dimensional calibration and prediction problems, April 2020,

Seminar at UCSB, Santa Barbara, USA (online).

- Consistent minimal market models for the growth optimal portfolio, March 2020,

Bachelier Seminar, Paris, France.

- Deep neural networks, generic universal interpolation and controlled differential equations, January 2020,

Advances in Financial Mathematics, Paris, France.

- Neural network approaches to infinite dimensional calibration and prediction problems, December 2019,

QMF, Sydney, Australia.

- Consistent minimal market models for the growth optimal portfolio, December 2019,

Workshop in honour of Eckhard Platen, Sydney, Australia.

- Deep neural networks, generic universal interpolation and controlled differential equations, November 2019,
Seminar talk, Oslo, Norway.

- Machine Learning in Finance, November 2019,

Talk at the insurance company Uniqa, Vienna.

- Rough covariance modeling - theory and empirics, November 2019,

Frontiers in Quantitative Finance, Copenhagen, Denmark.

- Deep neural networks, generic universal interpolation and controlled differential equations, September 2019,

Vienna Congress on Mathematical Finance, Vienna, Austria.

- Rough covariance modeling - theory and empirics, September 2019,

ÖMG Conference, Dornbirn, Austria.

- Learning multi-curve interest rate models, July 2019,

Recent advances in interest rate modelling, Valencia, Italy.

- Existence and stability for stochastic Volterra equations with jumps, July 2019,

Stochastic processes and their applications, Chicago, USA.

- A neural network approach to calibration of local stochastic volatility models, July 2019,

Fifth Workshop on Dynamical Systems and Brain-Inspired Information Processing, Konstanz, Germany.

- A neural network approach to calibration of local stochastic volatility models, June 2019,

9th General AMaMeF Conference, Paris, France.

- Rough covariance modeling - theory and empirics, June 2019,

SIAM Conference on Financial Mathematics and Engineering

- Rough covariance modeling - theory and empirics, June 2019,

ICASQF, Manizales, Columbia.

- Universal portfolios and model-free portfolio optimization, June 2019,

SIAM Conference on Financial Mathematics and Engineering

- Infinite dimensional polynomial processes, May 2019,

Kolloquium Wahrscheinlichkeitstheorie, Berlin, Germany.

- Rough covariance modeling - theory and empirics, March 2019,

Research seminar in financial and insurance Mathematics, Zürich, Switzerland.

- Rough covariance modeling - theory and empirics, January 2019,

Bachelier Colloquium, Metabief, France.

- Rough covariance modeling - theory and empirics, December 2018,

Quantative methods in Finance, Sydney, Australia.

- Rough affine covariance models, November 2018,

London Mathematical Finance Seminar, London, UK.

- Calibration of financial models with neural networks, Oktober 2018,

DEM Workshop in Financial Mathematics, Verona, Italy.

- Infinite dimensional polynomial processes, Oktober 2018,

Mathematical Finance Workshop, Storrs, USA.

- Infinite dimensional polynomial processes, September 2018,

Innovative research in Mathematical Finance, Luminy, France.

- Infinite dimensional polynomial processes, August 2018,

Advanced Methods in Mathematical Finance, Angers, France.

- Infinite dimensional polynomial processes, June 2018,

Probability Seminar, Amsterdam, Netherlands.

- Infinite dimensional polynomial processes, June 2018,

9th International Workshop on Applied Probability, Budapest, Hungary.

- Infinite dimensional polynomial processes, June 2018,

Closing conference “stochastic modelling”, Verona, Italy.

- Markovian representations of stochastic Volterra equations, May 2018,

Mini-Workshop on high-dimensional BSDEs and PDEs, Essen, Germany.

- Markovian representations of stochastic Volterra equations, May 2018,

Stochastic analysis and its applications, Oaxaca, Mexico.

- Calibration of financial models using neural networks, April 2018,

NUS-USPC Machine Learning and Fintech Conference, Singapore.

- Rough volatility modeling from an affine point of view, February 2018,

Actuarial and Financial Mathematics Conference, Brussels, Belgium.

- High and infinite dimensional finance in the light of affine and polynomial processes, January 2018,

Probability and Computational Finance Seminar, Carnegie Mellon University, Pittsburgh, USA.

- Markovian representations of stochastic Volterra equations, January 2018,

Workshop on Quantitative Finance, Rom, Italy.

- Markovian representations of stochastic Volterra equations, January 2018,

Bachelier Colloquium 2018, Metabief, France.

- (Probability) measure valued polynomial diffusions, December 2017,

De Finetti Risk Seminar, Milan, Italy.

- Markovian representations of stochastic Volterra equations, December 2017,

Stochastic Analysis and Modeling Conference, Verona, Italy.

- Markovian representations of stochastic Volterra equations, December 2017,

Bachelier Seminar, Paris, France.

- (Probability) measure valued polynomial diffusions, December 2017,

Mathematical Finance Workshop Paris Diderot, Paris, France.

- Rough volatility from an affine point of view, November 2017,

Advances in Stochastic Analysis for Risk Modeling, Luminy, France.

- Universal portfolios and model-free portfolio optimization, September 2017,

ETH Risk Day 2017, Zurich, Switzerland.

- Non-linear (PI)DEs and affine processes, July 2017,

BSDEs, SPDEs and their applications, Edinburgh, UK.

- Probability measure valued polynomial diffusions, June 2017,

Mathematical Finance Seminar Pisa, Pisa, Italy.

- Probability measure valued polynomial diffusions, June 2017,

8 AmaMef Conference, Amsterdam, Netherlands.

- Probability measure valued polynomial diffusions, June 2017,

Thera Stochastics - A mathematics conference in Honor of Ioannis Karatzas, Santorini, Greece.

- Polynomial processes in stochastic portfolio theory, May 2017,

School and workshop on dynamical models in finance, Lausanne, Switzerland.

- Probability measure valued polynomial diffusions, April 2017,

Freiburg-Vienna-Zurich Semiar, Zurich, Switzerland.

- Modelfree portfolio optimization in the long run, March 2017,

Mathematical Finance Seminar Oxford, Oxford, UK.

- Modelfree portfolio optimization in the long run, February 2017,

Oberwolfach - Meeting, Oberwolfach, Germany.

- Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,

Workshop on Quantitative Finance, Milan, Italy.

- Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,

Mathematical Finance Seminar Munich, Munich, Germany.

- Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,

Bachelier Colloquium 2017, Metabief, France.

- Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,

Advances in Financial Mathematics, Paris, France.

- Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,

Stochastic analysis and its applications XIII, Prague, Czech Republic.

- Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, December 2016,

QMF Conference 2016, Sydney, Australia.

- Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, December 2016,

Finance and Stochastics Seminars, London, UK.

- Cover's portfolio in stochastic portfolio theory, September 2016,

Workshop on Stochastic Processes and Financial and Insurance Mathematics II, Ritsumeikan, Japan.

- Polynomial processes in stochastic portfolio theory, July 2016,

9th Bachelier World Congress, New York, US.

- Aspects of stochastic portfolio theory and polynomial processes, June 2016,

At the Frontiers of Quantitative Finance, Edinburgh, UK.

- Affine multiple yield curve models, June 2016,

Bar-Ilan Conference on Financial Mathematics, Tel Aviv, Israel.

- (Measure-valued) polynomial processes in stochastic portfolio theory, May 2016,

Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, Oaxaca, Mexiko.

- Polynomial processes in stochastic portfolio theory, May 2016,

Thiele Seminar, Aarhus, Danemark.

- Polynomial processes in stochastic portfolio theory, April 2016,

ISOR Colloquium, Vienna, Austria.

- Polynomial processes in stochastic portfolio theory, March 2016,

Seminar MathFiProNum, Paris, France.

- Polynomial processes in stochastic portfolio theory, February 2016,

Joint Risk \& Stochastics and Financial Mathematics Seminar, LSE, London, UK.

- Affine multiple yield curve models February 2016,

Frontiers in Stochastic Modelling for Finance, Padua, Italy.

- Polynomial processes in stochastic portfolio theory, January 2016,

XVII Workshop on Quantitative Finance, Pisa, Italy.

- Polynomial processes in stochastic portfolio theory, Januar, 2016,

Bachelier Colloquium 2016, Metabief, France.

- Aspects of relative arbitrage with long only portfolios and polynomial models in stochastic portfolio theory, December 2015,

Meeting on stochastic portfolio theory, Princeton, USA.

- New perspective on the fundamental theorem of asset pricing for large financial markets, December 2015,

Mathematical Finance Seminar, Columbia University, New York.

- Stochastic portfolio theory and polynomial processes, October 2015,

Workshop: Junior Female Researcher in Probability, Berlin, Germany.

- Polynomial processes in stochastic portfolio theory, September 2015,

ETH-ITS Workshop, Zürich, Switzerland.

- Affine multiple yield curve models, September 2015,

7th AMeMef, Lausanne, Switzerland.

- A new perspective on the fundamental theorem of asset pricing for large financial
markets, August 2015,

ICIAM, Peking, China.

- Polynomial processes and their applications in stochastic portfolio theory, July 2015,

Summer School in Stochastic Finance , Athens, Greece.

- A new perspective on the fundamental theorem of asset pricing for large financial
markets, May 2015,

Conference on Advanced Modelling in Mathematical Finance , Kiel, Germany.

- A general HJM framework for multiple yield curve modeling, April 2015,

Financial and Insurance Mathematics Seminar at ETHZ, Zürich, Switzerland.

- A new perspective on the fundamental theorem of asset pricing for large financial
markets, January 2015,

XVI Workshop on Quantitative Finance, Parma, Italy.

- A new perspective on the fundamental theorem of asset pricing for large financial
markets, January 2015

Bachelier Colloquium 2015, Metabief, France.

- A convergence result for the Emery topology and
a variant of the proof of the Fundamental Theorem of
Asset Pricing, September 2014,

Stochastics of Environmental and Financial Economics , Oslo, Norway.

- A convergence result for the Emery topology and
a variant of the proof of the Fundamental Theorem of
Asset Pricing, July 2014,

Seminar Talk, EPFL Lausanne, Switzerland.

- An HJM approach for multiple yield curves, June 2014,

Bachelier Finance Society 8th World Congress , Brussels, Belgium.

- A convergence result for the Emery topology and a
variant of the proof of the Fundamental Theorem of
Asset Pricing, May 2014,

Workshop on Mathematical Finance: Arbitrage and Portfolio Optimization , Banff, Canada.

- A convergence result for the Emery topology and
insights in the proof of the Fundamental Theorem of
Asset Pricing, March 2014

The London Mathematical Finance Seminar Series , London, England.

- An HJM approach for multiple yield curves, January 2014,

XV Workshop on Quantitative Finance, Florence, Italy.

- An HJM approach for multiple yield curves, January 2014,

Bachelier Colloquium 2014, Metabief, France.

- An HJM approach for multiple yield curves, December 2013,

Seminar Talk, Universite Paris Diderot (Paris 7), Paris, France.

- An HJM approach for multiple yield curves, November 2013,

Seminar Talk, Dublin City University, Dublin, Ireland.

- An HJM approach for multiple yield curves, November 2013,

Kolloquium Versicherungs- und Finanzmathematik, Hannover, Hannover, Germany.

- An HJM approach for multiple yield curves, October 2013,

Workshop on Stochastic Processes and Statistics in Finance, Okinawa, Japan.

- An HJM approach for multiple yield curves, September 2013,

PRisMa-Workshop Vienna, Vienna, Austria.

- An HJM approach for multiple yield curves, September 2013,

OEMG DMV Congress 2013, Innsbruck, Austria.

- Fourier transform methods for pathwise covariance estimation and calibration of stochastic volatility
models, September 2013,

Seminar Talk, TU Chemnitz, Chemnitz, Germany.

- Fourier transform methods for pathwise covariance estimation and calibration of stochastic volatility
models, July 2013,

Seminar Talk, LMU Munich, Munich, Germany.

- Fourier transform methods for pathwise covariance estimation in the presence of jumps, June 2013,

Advanced Finance and Stochastics, Moscow, Russia.

- Fourier transform methods for pathwise covariance estimation and calibration of affine models, June 2013,

Conference on Frontiers in Financial Mathematics, Dublin, Ireland.

- Affine processes and their applications in mathematical finance;

Fourier transform methods for pathwise covariance estimation in the presence of jumps, May 2013,

Workshop on Financial Mathematics, Beirut, Lebanon.

- Fourier transform methods for pathwise covariance estimation in the presence of jump, March 2013,

Financial and Insurance Mathematics Seminar at ETHZ, Zürich, Switzerland.

- Fourier transform methods for pathwise covariance estimation in the presence of jumps, November 2012,

Finance and Stochastics Seminar at Imperial College, London, United Kingdom.

- Fourier transform methods for pathwise covariance estimation in the presence of jumps, October 2012,

4th Berlin Workshop on Mathematical Finance for Young Researchers, Berlin, Germany. - Calibration of multivariate affine stochastic volatility models, June 2012,

BFS 7th world congress, Sydney, Australia.

- Matrix valued affine SDEs and their applications to multivariate stochastic volatility modeling, Mai 2012,

Conference on OCDNGND, Vienna, Austria.

- Multivariate affine stochastic volatility models - theoretical aspects and calibration, Mai 2012,

Seminar Talk, LMU Munich, Munich, Germany.

- Multivariate affine stochastic volatility models - theoretical aspects and calibration, Mai 2012,

Seminar Talk, University of Kiel, Kiel, Germany.

- Calibration of multivariate affine stochastic volatility models, April 2012,

Mathematical and statistical methods for actuarial sciences and finance, Venice, Italy.

- Multivariate affine stochastic covariance models, November 2011,

Workshop on Interest Rates and Credit Risk, Chemnitz, Germany.

- Multivariate affine stochastic volatility models, June 2011,

DYNSTOCH Conference 2011, Heidelberg, Germany.

- Affine processes and applications to multivariate stochastic volatility modeling, May 2011,

Seminar zur Stochastik der Finanzmaerkte TU Berlin, Berlin, Germany.

- Affine processes on symmetric cones, September 2010,

Conference on Stochastic Processes and their Applications, Osaka, Japan.

- Affine processes on non-canonical state spaces, July 2010,

Conference on Analysis, Stochastics and Applications, Vienna, Austria.

- Affine processes on positive semidefinite matrices, June 2010,

6th World Congress of the Bachelier Finance Society, Toronto, Canada.

- Affine processes on positive semidefinite matrices, April 2010,

Workshop on Random Matrices, Zürich, Switzerland.

- Polynomial processes - Implementation in Premia, March 2010,

Meeting for the Premia release 12 software, Paris, France. - Affine processes on positive semidefinite matrices, February 2010,

International Workshop on Mathematical Finance, Tokyo, Japan. - Affine processes on positive semidefinite matrices, December 2009,

Probability seminar ETHZ, ETH Zürich, Switzerland. - Affine processes on positive semidefinite matrices, September 2009

One day workshop on portfolio risk management,TU Wien, Austria. - Affine processes on positive semidefinite matrices, September 2009,

OEMG + DMV Kongress, Graz, Austria. - Polynomial processes and applications to option pricing, May 2009,

Instanbul Workshop on Mathematical Finance, Istanbul, Turkey. - Polynomial processes and applications to option pricing, April 2009,

Seminar Talk, TU München , München, Germany. - A class of analytically tractable processes, December 2008,

Special Semester on Stochastics with Emphasis on Finance , Linz, Austria. - A class of analytically tractable processes with applications to option pricing, July 2008

5th World Congress of the Bachelier Finance Society, London, United Kingdom.