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Stochastics Workshop

Stochastics Workshop

Workshop on stochastic approaches in engineering and financial mathematics, March 21, 2016, University of Hanover

Location: University of Hanover, Appelstr. 9A, 30167 Hannover

Venue: MZ 2 (010)

Date: March 21, 2016

Time: 8:30-16:30 hrs

Agenda

Time Lecturer / Title

8:30 Introduction

8:30 Michael Beer, University of Hanover:
Imprecise Probabilities in Engineering

9:00 Matteo Broggi, University of Hannover:
Computational tools for engineering simulation with imprecise probabilities

9:30 Liam Comerford, University of Hannover:
Stochastic process Power spectrum estimation subject to incomplete data

10:00 Coffee break (Institut für Bauinformatik, Raum 116)

10:30 Ioannis Mitseas, University of Hannover:
Nonlinear Stochastic Structural Dynamics

11:00 Andrè Chassein, University of Kaiserslautern:
An Introduction to Robust Optimization

11:30 Marco Natale, University of Kaiserslautern:
Online Optimization - Why it costs not to know the future

12:00 Lunch in the canteen

13:30 Thanasi Pantelous, University of Liverpool:
Reliability and Risk-cost optimization for preventive maintenance of green power system

14:00 Marcel Prokopczuk, University of Hanover:
MCMC estimation of stochastic volatility models

14:30 Coffee break (Institut für Bauinformatik, Raum 116)

15:00 Stefan Weber, University of Hanover:
Monetary risk measures

15:30 Hans-Jörg von Mettenheim, University of Hanover:
Modeling complex dynamical systems with Historically Consistent Neural Networks

16:00-16:30 discussion

17:00 research meeting with snacks and drinks (Institut für Bauinformatk, Raum 116)