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 2025/2026
In this semester, we study articles focusing on game theory, insurance mathematics, optimisation and time series.
- 29.09.2025
- Zuzana Prášková, Miloš Kopa: Introductory session
- 13.10.2025
- Lukáš Račko: Approximating Nash Equilibria in Normal-Form Games via Stochastic Optimization by I. Gemp, L. Marris and G. Piliouras
- 20.10.2025
- Petr Vejmělka: LASSO Regularization within the LocalGLMnet Architecture by R. Richman and M. V. Wüthrich
- 27.10.2025
- Jan Janoušek: Feed-forward neural networks - part of AI Tools for Actuaries by M. V. Wüthrich et al.
- 03.11.2025
- Martin Hrba: A Multi-task network approach for calculating discrimination-free insurance prices by M. Lindholm, R. Richman, A. Tsanakas and M. V. Wüthrich
- 10.11.2025
- Masood Tadi: Reinforcement learning - part of AI Tools for Actuaries by M. V. Wüthrich et al.
- 24.11.2025
- Aneta Kostárová: Count Time Series: A Methodological Review by R. A. Davis et al.
- 01.12.2025
- Ondřej Komora: Problem-based scenario generation by decomposing output distributions by B. S. Natum, J. Fairbrother and S. W. Wallace
- 08.12.2025
- Erik Kočandrle: Solving Two-Stage Programs with Endogenous Uncertainty via Random Variable Transformation by M. Bazotte, M. Carvalho and T. Vidal
- 15.12.2025
- Monika Matoušková: Predictive stochastic programming by Y. Deng and S. Sen
- 05.01.2026
- Monika Kal'átová: A Survey of Contextual Optimization Methods for Decision-Making under Uncertainty by U. Sadana et al.