Introduction
Welcome to the websites of the seminar Stochastic Modelling in Economics and Finance. There, we study up-to-date problems in the field as well as new theoretical results and methodological approaches. An additional focus is given to presentations and discussions of partial results of participants' dissertations. Although the seminar is primarily projected to doctoral students, everyone, e.g. master students in the area of mathematical statistics, econometrics and optimization, is welcome to take part. You can find schedule of classes in the current academic term below. The seminars are held in KPMS Praktikum on Mondays 15:40 - 17:10.
WINTER TERM 2026/2027
In this semester, we study selected chapters from Statistical Optimal Transport by Chewi et al.
- 05.10.2026
- Zuzana Prášková, Miloš Kopa: Introductory session
- 12.10.2026
- Giorgos Kotsompolis: Mind The (Output) Gap: Responsible AI for Financial Stability in European Banking
- 19.10.2026
- Martin Hrba: Chapter 1
- 26.10.2026
- Jan Janoušek: Chapter 2
- 02.11.2026
- Erik Kočandrle: Chapter 3
- 09.11.2026
- Daniel Khol: Chapter 4
- During 16.11.2026 - 30.11.2026
- Aneta Kostárová: Chapter 5
- 07.12.2026
- Masood Tadi: Chapter 6