Events

Workshop - Neural dynamical systems for time-series data

23.04.2025 - 25.04.2025

We are excited to announce an upcoming workshop focusing on Neural Dynamical Systems and Time-Series Data. This event will explore cutting-edge topics, including neural and controlled differential equations, reservoir computing, signature and signature-kernel methods, and more. The workshop emphasizes applications in modeling and optimization across diverse fields such as finance, biology, and medicine.

Jointly organized by QUARIMAFI (University of Vienna's QUARIMAFI group) and the Wolfgang Pauli Institute (WPI), this workshop provides a platform for researchers to share innovative ideas and establish new collaborations. To encourage in-depth discussions, a dedicated time for interaction will be scheduled on each day of the event. In addition to keynote presentations, PhD students and early-career researchers are invited to contribute talks showcasing their recent work.

The workshop will consist of three full days of keynote talks, contributed presentations, two mini-courses and structured discussions. The two mini-courses will be integrated into the main workshop schedule and are directed to Phd- and advanced Master students and roughly correspond to 1ECTS. A background in probability theory, applied stochastic processes, and statistics is recommended. An online participation will not be possible.

Link to website of workshop: https://ndstd25.univie.ac.at/

Organiser:
QUARIMAFI (Quantitative Risk Management and Mathematical Finance)
Location:
Wolfgang Pauli Institute; University of Vienna