Talks and research stays

(Scheduled) Talks at the following Conferences, Workshops and Seminars (since 2008)

2025

12/2025: 19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), CFE-CMStatistics 2025, London, UK (invited speaker)

12/2025: The CFM-Imperial Workshop on Market Microstructure, UBS, London, UK (invited speaker)

08/2025: Isaac Newton Institute Seminar Series, Cambridge, UK (invited speaker) 

04/2025: The First Imperial-Keio Joint Workshop on Applied Mathematics and Engineering, Imperial College London, UK (invited speaker)

03/2025: Statistics seminar, University of Copenhagen, Copenhagen, UK (invited speaker)

03/2025: Statistics Seminar, King's College London, London, UK (invited speaker)

2024

08/2024: Bernoulli-IMS 11th World Congress in Probability and Statistics, Bochum, Germany

05/2024: Ole E. Barndorff-Nielsen Memorial Conference, Aarhus, Denmark (plenary speaker)

02/2024: Virtual Time Series Seminar, Online, (invited speaker)

01/2024: Stochastic Analysis Seminar, Imperial College London, (invited speaker)

2023

10/2023: Statistics Seminar, University of Bern, Switzerland (invited speaker)

10/2023: First NeST Annual Meeting, York, UK (invited speaker)

06/2023: 13th International Conference on Extreme Value Analysis (EVA), Bocconi University, Milan, Italy (invited speaker)

02/2023: Luxembourg Workshop in Stochastic Analysis, Luxembourg (invited speaker)

2021

10/2021: Statistics Seminar, University College London, UK (online) (invited speaker)

06/2021: 10th General AMaMeF Conference, University of Padova, Italy (online) (invited speaker)

05/2021: Seminar, EPFL, Lausanne, Switzerland (online) (invited speaker)

05/2021: Colloquium, SFB 1294 Data Assimilation, University of Potsdam, Germany (online) (invited speaker)

2020

09/2020: New Results on Time Series and their Statistical Applications, CIRM-Luminy (online), France (invited speaker) 

08/2020: Bernoulli-IMS One World Symposium 2020 (online) (invited speaker)

03/2020: Statistics Seminar, University of Cardiff, UK (invited speaker)

2019

09/2019: Fourth conference on Ambit Fields and Related Topics, Sandbjerg, Denmark (invited speaker)

Jan-May 2019: Four-month stay at the Isaac Newton Institute for Mathematical Sciences, Programme: Mathematics of Energy Systems

2018

09/2018: 2018 Workshop on Finance, Insurance, Probability and Statistics (FIPS 2018), King's College London, UK (invited speaker)

2017

10/2017: Mathematical Finance and Stochastic Analysis Seminar, University of York, UK (invited speaker)

08/2017: Conference on Ambit Fields and Related Topics, Aarhus University, Denmark (invited speaker)

07/2017: Second Conference on the Mathematics of Energy Markets, Wolfgang Pauli Institute, Vienna, Austria (invited intensive course lecturer)

06/2017: Conference on "Forecasting and Risk Management for Renewable Energy", University Paris Diderot, France (invited speaker)

03/2017: Econometrics Seminar, Tinbergen Institute Amsterdam, Netherlands (invited speaker)

02/2017: Probability, Stochastic modelling and Financial Mathematics Seminar, University of Leeds, UK (invited speaker)

02/2017: Statistics Seminar, University College Dublin, Ireland (invited speaker)

01/2017: Statistics Seminar, University of Kent, Canterbury, UK (invited speaker)

2016

11/2016: SIAM Conference on Financial Mathematics and Engineering, Austin, Texas, USA (invited minitutorial speaker)

09/2016: Vienna Congress on Mathematical Finance, Vienna, Austria (plenary speaker)

08/2016: Conference on Ambit Fields and Related Topics, Aarhus University, Denmark (invited speaker)

07/2016: 9th World Congress of the Bachelier Finance Society, New York, USA

07/2016: Conference on the Mathematics of Energy Markets, Wolfgang Pauli Institute, Vienna, Austria (plenary speaker)

06/2016: Finance and Stochastics Seminar, University of Sussex, UK (invited speaker)

05/2016: Seminar on the Mathematics of Planet Earth, University of Reading, UK (invited speaker)

03/2016: Workshop on Extreme Value Analysis and Time Series, Karlsruhe, Germany (invited speaker)

01/2016: Statistics Seminar, University College London, UK (invited speaker)

2015

12/2015: 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015), Senate House, University of London, UK

09/2015: 10th Energy Finance Conference on "Energy Finance - Challenges and Opportunities", Cass Business School, London, UK

02/2015: 12th Workshop on Stochastic Models, Statistics and their Applications, Wroclaw, Poland  (invited speaker)

2014

11/ 2014: Imperial Workshop on Quantitative Finance, Imperial College London, UK  (invited speaker)

11/2014: Finance Seminar, University of St. Gallen, Switzerland  (invited speaker)

11/2014: Probability Seminar, University of Warwick, UK  (invited speaker)

10/2014: 2nd CFM-Imperial Workshop on Quantitative Finance, Imperial College London, UK

09/2014:  Conference on Stochastics of Environmental and Financial Economics, Center of Advanced Studies, Oslo, Norway (plenary speaker)

08/2014:  CREATES workshop, CREATES, Aarhus University, Denmark (invited speaker)

07/2014:  Workshop on Computational Methods for Jump Processes, University of Warwick, UK (plenary speaker)

07/2014:  Analysis and Stochastics Seminar, Technische Universitaet Dresden, Dresden, Germany (invited speaker)

06/2014: 8th World Congress of the Bachelier Finance Society, Brussels, Belgium

04/2014:  Workshop on Random Fields in Energy and Weather Finance, Wolfgang Pauli Institute, Vienna, Austria (invited speaker)

03/2014: 11th German Probability and Statistics Days, University of Ulm, Ulm, Germany

2013

12/2013: 7th CSDA International Conference on Computational and Financial Econometrics (CFE 2013), London, UK

12/2013: Energy and finance seminar, University of Duisburg-Essen, Essen, Germany (invited speaker)

11/2013: Conference on Recent Developments in the Statistics of High Frequency Data, Toulouse, France (invited speaker)

10/2013: Conference on Applicable Semiparametrics, Humboldt-Universität zu Berlin, Berlin, Germany (invited speaker)

09/2013: Conference on Innovations in Stochastic Analysis and Mathematical Finance, The Norwegian School of Economics, Bergen, Norway (invited speaker)

08/2013: Workshop on Electricity, Energy and Commodities Risk Management, Fields Institute for Research in Mathematical Sciences, Toronto, Canada (invited speaker)

06/2013: Conference on Measuring and Modeling Financial Risk with High Frequency Data, European University Institute, Florence, Italy (invited speaker)

04/2013: Conference on Econometrics, Energy and Finance, CASS Business School, London, UK (invited speaker)

03/2013: AHOI workshop on Ambit Stochastics and Applications, Imperial College London, London, UK (invited speaker)

03/2013: Seminar at the Laboratory of Probabilities and Random models (Universities Paris 6-7), Paris, France (invited speaker)

 2012

11/2012: Third International Conference on High-Frequency Data Analysis in Financial Markets, Hiroshima University of Economics, Hiroshima, Japan (invited speaker)

11/2012: AHOI workshop on ambit stochastics, Ebeltoft, Denmark (invited speaker)

11/2012: WiMa Congress, University of Ulm, Ulm, Germany (invited speaker)

09/2012: Imperial-UCL Statistics Symposium, London, UK (invited speaker)

08/2012: CREATES conference, Sandbjerg, Denmark (invited speaker)

05/2012: Croatian Quants Day, University of Zagreb, Croatia (invited speaker)

05/2012: Probability Seminar, University of Zagreb, Croatia (invited speaker)

04/2012: AHOI kick-off meeting, Aarhus, Denmark (invited speaker)

04/2012: Econometrics Seminar, GREQAM, Marseille, France (invited speaker)

03/2012: 10th German Probability and Statistics Days, Mainz, Germany

01/2012: Stochastic Analysis Seminar, University of Oxford, UK (invited speaker)

 2011

11/2011: Statistics Seminar, University of Cambridge, Cambridge, UK  (invited speaker)

10/2011: Risk and Stochastics Seminar, London School of Economics, London, UK (invited speaker)

10/2011: Statistics Seminar, Imperial College London, UK (invited speaker)

09/2011: International Workshop on Ambit Stochastics: Theoretical Developments and Applications to Energy, Turbulence and Finance, Sandbjerg, Denmark (invited speaker)

08/2011: 58th World Statistics Congress (ISI2011), Dublin, Ireland (invited speaker)

07/2011: Energy Finance Conference, Wolfgang Pauli Institute, Vienna, Austria (invited speaker)

06/2011: SITE – CREATES Summer 2011 Workshop: Measuring and Modeling Risk with High-Frequency Data, Stanford Institute for Theoretical Economics, Stanford, USA (invited speaker)

03/2011: Seminar at the Technical University of Munich, Germany (invited speaker)

2010

12/2010: 4th CSDA International Conference on Computational and Financial Econometrics (CFE’10), London, UK.

10/2010: Thiele Center – CREATES Conference in Honour of Ole E. Barndorff-Nielsen, Aarhus, Denmark (invited speaker)

10/2010: Energy Finance Conference, Essen, Germany.

09/2010: Workshop on Advanced Mathematical Methods for Finance (A.Ma.Me.F.), Berlin, Germany (invited speaker)

07/2010: Economic Risk Seminar, Humboldt-Universität zu Berlin, Germany (invited speaker)

07/2010: Symposium on high frequency data in empirical finance, University of Dortmund, Germany (invited speaker)

06/2010: Conference on high frequency data modeling, Stevens Institute of Technology, Hoboken, NJ, USA (invited speaker)

03/2010: 9th German Open Conference on Probability and Statistics, (Stochastiktage), Leipzig, Germany.

02/2010: Seminar in applied mathematics and statistics, University of Copenhagen, Denmark (invited speaker)

01/2010: Workshop on ambit processes, non–semimartingales and applications, Sandbjerg, Denmark (invited speaker)

 2009

12/2009: 20th (EC)^2 conference, Aarhus University, Denmark.

08/2009: 24rd Annual Congress of the European Economic Association, 64rd European Meeting of the Econometric Society, Barcelona Graduate School of Economics, Barcelona, Spain.

06/2009: CREATES–Stevanovich Center Conference: Financial Econometrics and Statistics: Current Themes and New Directions, Skagen, Denmark.

03/2009: Humboldt–Copenhagen Conference 2009: Recent developments in Financial Econometrics, Humboldt University, Berlin, Germany.

2008

11/2008: Recent Advances in High Frequency Financial Econometrics, Financial Markets Group, London School of Economics and Political Science, UK.

10/2008: International Conference on High–Frequency Data Analysis in Financial Markets, Hitotsubashi University, Tokyo, Japan (invited speaker)

10/2008: International conference on price, liquidity, and credit risk, University of Konstanz, Germany.

08/2008: 23rd Annual Congress of the European Economic Association, 63rd European Meeting of the Econometric Society, Università Commerciale Luigi Bocconi, Milan, Italy.

08/2008: Symposium on Volatility, Aarhus, Denmark.

07/2008: Fifth World Congress of the Bachelier Finance Society, Imperial College London, UK.

06/2008: SITE – CREATES Summer 2008 Workshop: Econometric Analysis of High-Frequency Data and the Impact of Economics News, Stanford Institute for Theoretical Economics, Stanford, USA (invited speaker)

03/2008: 8th German Open Conference on Probability and Statistics, (Stochastiktage), Aachen, Germany.

02/2008: STICERD Seminar, London School of Economics, London, UK (invited speaker)

01/2008: Symposium on Stochastics in Turbulence and Finance, Sandbjerg, Denmark.