20/9/2021 to 22/9/2021

Kickoff Meeting


Next Generation Models of Financial Data

Science and Study Center Raitenhaslach

Organised with support of the TUM-ICL Mathematical Sciences Hub


A three-day meeting of talks, activities and project work



The Kickoff Meeting is an endeavour to resume in-person acitivites of academic work. Priority will be given to facilitate collaborative work to new create connections as well as strengthen old ones. Acknowledging the realities of the present (and perhaps near future), the event is designed as a hybrid event with stimulating in-person talks accompanied by online talks and discussions and ample opportunities for in-depth working.


Tentative Schedule

Day 1

Monday, September 20th





[12:00-13:30] Arrivals and lunchbreak __________________________________________

[13:30-14:00] Welcome


[14:00-16:00] Presentations


[16:00-] Roundtable Discussions and Project Work


[18:30-] Dinner

Day 2

Tuesday, September 21st



[10:00-12:00] Presentations



[12:00-13:30] Lunchbreak


[13:30-16:00] Roundtable Discussions
and Project Work


[16:00-18:30] Social Programme

and Free Evening


Free Evening, Dinner Indivudally

Day 3

Wednesday, September 22nd



[10:00-12:00] Presentations



[12:00-12:30] Conclusions and Closing Remarks
_________________________________________


[12:00-13:30] Lunchbreak (optional) and departures


Navigation

Participants in person / online

Johannes Muhle-Karbe (ICL)

Mikko Pakkanen (ICL, online)

Cris Salvi (ICL & ATI)

Aitor Muguruza (ICL)

Owen Futter (ICL)

Rudi Zagst (TUM)

Mathias Scherer (TUM)

Felix Krahmer (TUM, online)

Blanka Horvath (TUM)

Aleksey Min (TUM)

Hanna Veselovska (TUM)

Chong Liu (TUM)

Marco Rauscher (TUM)

Yannick Limmer (TUM)

Alexandre Antonov (Dankse Bank)

Christian Bayer (Weierstrass Institute)

Sam Cohen (Oxford & ATI , online)

Christa Cuchiero (University of Vienna)

Jim Gatheral (Baruch College New York)

Alessandro Gnoatto (University of Verona)

Martino Grasselli (University of Padua and DVRC Paris)

Zacharia Issa (KCL)

Maud Lemericer (Warwick & ATI)

Chamberlain Mwah (Yields.io)

Josef Teichmann (ETH Zurich)

Victor Wang (Oxford, online)



Organisation & Schedules

Links and access codes to the talks and discussions will be distributed by email to registered participants.

To obtain an access code please contact the organisers here.

Schedules will be announced here.

Safety Measures (3G Rule/VaReTe):


The facilities and the hotel follow the 3G/VaReTe rule. Admission upon proof of

  • Geimpft (Vaccination)

  • Genesen (Recovered)

  • Getestet (Tested negative, with a Quick test)


Alle Gäste und Beteiligten Ihrer Tagung müssen uns (und auch im Hotel) einen entsprechenden Nachweis vorzeigen.

Wer keinen Impf- oder Genesenennachweis vorweisen kann, benötigt einen schriftlichen, tagesaktuellen, negativen Test.

_______________________________

Shuttle service times between Hotel and Conference Center


Monday, 11:40

From Hotel to Academy Center (5)

Monday 20:00

From Academy Center to Hotel (20)


Tuesday 9:40

From Hotel to Academy Center (15)

Tuesday 16:15

From Academy Center to Hotel (15)


Wedbesday 9:40

From Hotel to Academy Center (15)

______________________________

Internet access


For Zoom links for the individual days can be found here. The passcode(s) for entry will be sent upon request. Please contact Blanka.Horvath@tum.de with any queries.


Hybrid On-site / Online discussions

For Zoom links of the individual discussions please refer to the schedule here.

The passcode(s) for entry will be sent upon request: Blanka.Horvath@tum.de

Working through coffee breaks Blackboards are available upon request, the available study rooms can be booked for individual discussions.

_________________________________

Travel arrangements

For travel reimbursement guidelines and forms please refer to the email sent by Ms Bettina Haas.



Speakers and

Discussants inlcude

For the full list of speakers and participants see here.

Mikko Pakkanen

ICL (online)

Marco Rauscher

TUM

Aitor Muguruza

ICL

Matthias Scherer

TUM

Alexandre Antonov

Dankse Bank

Christian Bayer

Weierstrass Institute

Christa Cuchiero

Vienna University

Cris Salvi

ICL and ATI

Alessandro Gnoatto

Univeristy of Verona

Chamberlain Mwah

Yields.io

Sam Cohen

Oxford Universiry (online)

Aleksey Min

TUM

Zacharia Issa

KCL

Chong Liu

TUM

Maud Lemercier

Warwick and ATI

Hanna Veselovska

TUM

Martino Grasselli

University of Padua and DVRC Paris

Victor Wang

Oxford University (online)

Felix Krahmer

TUM (Online)

Josef Teichmann

ETH Zurich

Johannes Muhle-Karbe

ICL

Rudi Zagst

TUM

Jim Gatheral

Baruch College, New York

The Venue

Science and Study Center Raitenhaslach


About the TUM Science & Study Center: After extensive restoration work, the Technical University of Munich established its Science & Study Center in the prelate's wing of the former Cistercian monastery Raitenhaslach.

The new location in Raitenhaslach links TUM to the roots of academia – after all, natural sciences in Bavaria emerged from the monastery communities in the 18th century. Far away from everyday university life, Raitenhaslach now fosters intellectual recreation and creative, academic interaction.

For more information see here and here.


Raitenhaslach 11

84489 Burghausen

Phone: +49.89.289.25283

Fax: +49.89.289.23399

raitenhaslach(at)tum.de

Accomodation

Webstite


Address: Ludwigsberg 4, 84489 Burghausen, Germany

Tel:+49 8677 91640-0

Contact