Workshop and Conference Organisation

I was co-organiser of the following workshops and conferences:

• WPI-Conference: Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets, 11-14 September 2023, Wolfgang Pauli Institute, Vienna

• DYNSTOCH Conference 2023, 27-29 March 2023, Imperial College London

• Conference on Adaptive and High-Dimensional Spatio-Temporal Methods for Forecasting, 26-30 September 2022, CIRM-Luminy, France 

• Conference on High-dimensional Stochastics, Wolfgang Pauli Institute, 7-9 September 2020 (virtual meeting)

• Four-month research programme on the Mathematics of Energy Systems at the Isaac Newton Institute for Mathematical Sciences, Cambridge, Jan-May 2019

• Second Conference on Energy Finance, Wolfgang Pauli Institute, Vienna, 4-6.07.2017

• Pre-conference intensive course on "Ambit stochastics with applications to commodity markets", Wolfgang Pauli Institute, Vienna, 3 July 2017

• Conference on Energy Finance, Wolfgang Pauli Institute, Vienna, 5-7.07.2016

• International Workshop on Spatio-Temporal Statistics, Imperial College London, 18-20 April 2016

• Aarhus Conference on Probability, Statistics and their Applications, Aarhus University, Denmark, 15-19.06.2015

• AHOI workshop on Tempo-spatial stochastic processes and stochastic volatility, Imperial College London, 23-24 February 2015.

• Mini-Workshop on "Random Fields in Weather and Energy Finance" at the Wolfgang Pauli Institute in Vienna, Austria, 7-8.04.2014

• Section chair of the Section "Finance, Insurance, Risk: Statistics" at the 11th German Probability and Statistics Days, Ulm, Germany, 4-7.03.2014

• AHOI workshop on "Ambit Stochastics and Applications", Imperial College London, 25-27 March 2013.

• Financial Engineering for Energy and Commodity Risk Management and Hedging of Commodity Derivatives, Wolfgang Pauli Institute, Vienna, Austria, 16-19.09.2012. 

• Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance", Wolfgang Pauli Institute, Vienna, Austria, 22-23.06.2012.

• International Workshop on "Ambit Stochastics: Theoretical Developments and Applications to Energy, Turbulence and Finance", Sandbjerg, Denmark, 11-14.09.2011

• CREATES Symposium on "Market Microstructure", Aarhus, Denmark, 15-17.03.2010

• Workshop on "Ambit Processes, Non-Semimartingales and Applications", Sandbjerg, Denmark, 24-28.01.2010