invited talks
04.-07.11.2007 INFOMS Annual Meeting, Seattle, USA
08.03.2011 Seminar, Ca' Foscari University, Venice, I (organized by Marco LiCalzi)
01.-03.08.2012 Annual Conference of the German Classification Society, Hildesheim, Germany (semiplenary speaker)
20.02.2013 Seminar, Copenhagen University, Copenhagen, DK
17.04.2013 Seminar, Imperial College, London, UK (organized by Daniel Kuhn)
22.05.2013 Brown-Bag Seminar, Vienna Graduate School of Finance (VGSF), Vienna, A (organized by Alois Geyer)
14.01.2014 Copenhagen Finance IT Region, Copenhagen, DK
18.05.2015 Research Seminar, Department of Banking and Finance, University of Innsbruck, A (organized by Klaus Schredelseker)
18.06.2015 2nd IMA Conference on Mathematics in Finance, Manchester, UK (plenary talk)
19.08.2015 WU Gutmann Center Symposium 2015: Retirement and Asset Management, Vienna, A (organized by Alois Geyer)
19.06.2018 Finance Research Seminar TUM, Technical University Munich, Germany (organized by Christoph Kaserer)
20.-21.08.2018 VSFX Vienna Symposium on Foreign Exchange Markets, Vienna, Austria (organized by Josef Zechner)
19.-20.08.2019 VSFX Vienna Symposium on Foreign Exchange Markets, Vienna, Austria (organized by Josef Zechner)
08.03.2022 Finance Research Seminar, University of Liechtenstein, Vaduz, Liechtenstein
22.-23.08.2022 VSFX Vienna Symposium on Foreign Exchange Markets, Vienna, Austria (organized by Josef Zechner)
28.05.2024 Brown Bag Finance Seminar, WU-Wien, Vienna, Austria
13.09.2024 Emerging Risks in Economics and Finance, University of Florence, Italy (keynote)
talks (selected)
10.-12.05.2007 Euro Working Group on Financial Modeling, Rotterdam, Netherland
26.-27.07.2007 Computational Methods in Finance Conference, Waterloo, Canada
26.-28.08.2007 International Conference on Stochastic Programming, Vienna, Austria
04.-06.06.2008 Numerical Methods for Finance, Dublin, Ireland
10.-11.10.2008 DGF 15th Annual Meeting of the German Finance Association, Münster, Germany
01.-03.05.2009 6th International Conference on Computational Management Science, Geneve, Switzerland
01.-05.08.2009 AAA American Accounting Association 2009 Annual Meeting, New York, USA
28.-29.01.2010 XI Workshop on Quantitative Finance, Palermo, Italy
28.-30.07.2010 7th International Conference on Computational Management Science, Vienna, Austria
31.-02.09.2011 International Conference on Operations Research, Zürich, Switzerland
18.-20.04.2012 9th International Conference on Computational Management Science, London, UK (session organizer)
08.-12.07.2013 XIII International Conference on Stochastic Programming, Bergamo, I (member of scientific committee)
08.-12.09.2013 Accounting and Audit Convergence 2013, Cluj Napoca, Romania
27.-28.09.2013 20th Annual Meeting of the German Finance Association (DGF), Wuppertal, Germany
09.-11.04.2014 APMOD International Conference on Applied Mathematical Optimization and Modelling, Warwick, UK (member of scientific committee)
29.-31.05.2014 CMS 11th International Conference on Computational Management Science, Lisbon, Portugal (member of scientific committee)
04.-06.12.2014 Euro Working Group for Commodities and Financial Modelling, Milan, Italy
01.-04.09.2015 International Conference of Operations Research, Vienna, Austria (session organizer)
08.-10.06.2016 APMOD International Conference on Applied Mathematical Optimization and Modelling, Brno, Czech Republic (member of scientific committee)
31.03.2017 Annual Conference of the Swiss Society for Financial Market Research, Zurich, Switzerland
30.-01.06.2017 CMS Conference on Computational Management Science, Bergamo, Italy (member of scientific committee)
13.09.2017 ADEIMF Convegno Estivo, Roma, Italy
14.-16.09.2017 AMASES Annual Meeting, Cagliari, Italy
22.-25.10.2017 INFORMS Annual Meeting, Houston, USA (invited session organized by Victor DeMiguel)
23.-24.04.2018 Frontiers of Factor Investing, Lancaster University, UK
29.-31.05.2018 CMS Conference on Computational Management Science, Trondheim, Norway
27.-30.06.2018 European Financial Management Association, 2018 Annual Meetings, Milan, Italy
13.-15.09.2018 AMASES Annual Meeting, Naples, Italy
18.-20.12.2021 International Conference Computational and Financial Econometrics, London, United Kingdom
15.-16.09.2022 Frontiers of Factor Investing, Lancaster University, UK
14.-16.03.2023 16th Jackson Hole Finance Group Conference. Jackson Hole, USA
31.03.2023 SGF Conference 2023, Zurich, CH
28-29.09. 2023 DGF 2023 Annual Meeting, Hohenheim, D
upcoming talks