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BEGIN:VEVENT
UID:6a14aede3af09
DTSTART;TZID=America/Toronto:20241112T090000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20241112T100000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/mactsc-inf
 o-session
SUMMARY:Master of Actuarial Science (MActSc) Info Session
CLASS:PUBLIC
DESCRIPTION:Join us on November 12th\, 2024\, to learn more about how our p
 rogram\ncan help you become a successful actuary. \n\nAM session registra
 tion (9:00am EST)\n[https://www.ticketfi.com/event/5941/master-of-actuaria
 l-science-info-session-am]\n\nPM session registration (2:30pm EST\n[https:
 //www.ticketfi.com/event/5940/master-of-actuarial-science-info-session-pm]
 )
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede3bf2e
DTSTART;TZID=America/Toronto:20241112T143000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20241112T153000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/mactsc-inf
 o-session
SUMMARY:Master of Actuarial Science (MActSc) Info Session
CLASS:PUBLIC
DESCRIPTION:Join us on November 12th\, 2024\, to learn more about how our p
 rogram\ncan help you become a successful actuary. \n\nAM session registra
 tion (9:00am EST)\n[https://www.ticketfi.com/event/5941/master-of-actuaria
 l-science-info-session-am]\n\nPM session registration (2:30pm EST\n[https:
 //www.ticketfi.com/event/5940/master-of-actuarial-science-info-session-pm]
 )
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede3c66e
DTSTART;TZID=America/Toronto:20211210T120000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20211210T120000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/department
 -seminar-xiaowu-dai
SUMMARY:Department seminar by Xiaowu Dai
CLASS:PUBLIC
DESCRIPTION:PLEASE NOTE: This seminar will be given online.\n\nDepartment 
 seminar\n\nXIAOWU DAI\n_University of California\, Berkeley_\n\nLink to jo
 in seminar: Hosted on Zoom\n[https://uwaterloo.zoom.us/j/92939135090?pwd=
 YXExTXJEaytjWnNZNjFMU09nWUoxQT09]\n\nSTATISTICAL LEARNING AND MATCHING MAR
 KETS
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede3d005
DTSTART;TZID=America/Toronto:20211206T110000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20211206T110000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/department
 -seminar-lisa-gao
SUMMARY:Department seminar by Lisa Gao
CLASS:PUBLIC
DESCRIPTION:PLEASE NOTE: This seminar will be given online.\n\nDepartment 
 seminar\n\nLISA GAO\n_University of Wisconsin-Madison_\n\nLink to join sem
 inar: Hosted on Zoom\n[https://uwaterloo.zoom.us/j/98549900832?pwd=Q2RZWF
 VJT08rWVZuM3V1L01FTGR2Zz09]\n\nA MARKED SPATIAL POINT PROCESS FOR INSURANC
 E CLAIMS MANAGEMENT
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede3db0b
DTSTART;TZID=America/Toronto:20231027T080000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20231028T170000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/student-co
 nference
LOCATION:Canada
SUMMARY:Waterloo Student Conference in Statistics\, Actuarial Science and\n
 Finance
CLASS:PUBLIC
DESCRIPTION:Waterloo Student Conference in Statistics\, Actuarial Science a
 nd\nFinance
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede3e601
DTSTART;TZID=America/Toronto:20190425T160000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20190425T160000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-damir-filipovic-epfl-and
LOCATION:STC - Science Teaching Complex 200 University Ave West Room: 0020 
 Waterloo ON N2L 3G1 Canada
SUMMARY:David Sprott Distinguished Lecture by Damir Filipovic\, EPFL and Sw
 iss\nFinance Institute Senior Chair
CLASS:PUBLIC
DESCRIPTION:A MACHINE LEARNING APPROACH TO PORTFOLIO RISK MANAGEMENT\n\n---
 ----------------------\n\nRisk measurement\, valuation and hedging form an
  integral task in\nportfolio risk management for insurance companies and o
 ther financial\ninstitutions. Portfolio risk arises because the values of
  constituent\nassets and liabilities change over time in response to chan
 ges in the\nunderlying risk factors. The quantification of this risk requ
 ires\nmodeling the dynamic portfolio value process. This boils down to\nco
 mpute conditional expectations of future cash flows over long time\nhoriz
 ons\, e.g.\, up to 40 years and beyond\, which is computationally\nchalle
 nging. \n\nThis lecture presents a framework for dynamic portfolio risk\n
 management in discrete time building on machine learning theory. We\nlear
 n the replicating martingale of the portfolio from a finite\nsample of it
 s terminal cumulative cash flow. The learned replicating\nmartingale is i
 n closed form thanks to a suitable choice of the\nreproducing kernel Hilb
 ert space. We develop an asymptotic theory and\nprove\nconvergence and a c
 entral limit theorem. We also derive finite sample\nerror bounds and conc
 entration inequalities. As application we\ncompute the value at risk and 
 expected shortfall of the one-year loss\nof some stylized portfolios.
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede3f1b7
DTSTART;TZID=America/Toronto:20181017T160000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20181017T160000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-speaker-dr-emery-brown
LOCATION:EIT - Centre for Environmental and Information Technology 200 Univ
 ersity Avenue West Room 1015 Waterloo ON N2L 3G1 Canada
SUMMARY:David Sprott Distinguished Lecture Speaker: Dr. Emery Brown\;\nAffi
 liation: Institute for Medical Engineering & Science
CLASS:PUBLIC
DESCRIPTION:UNCOVERING THE MECHANISMS OF GENERAL ANESTHESIA: WHERE NEUROSCI
 ENCE\nMEETS STATISTICS\n\n-------------------------\n\nGeneral anesthesia 
 is a drug-induced\, reversible condition involving\nunconsciousness\, amne
 sia (loss of memory)\, analgesia (loss of pain\nsensation)\, akinesia (imm
 obility)\, and hemodynamic stability. I will\ndescribe a primary mechanism
  through which anesthetics create these\naltered states of arousal. Our st
 udies have allowed us to give a\ndetailed characterization of the neurophy
 siology of loss and recovery\nof consciousness​\, in the case of propofo
 l\, and we have demonstrated\n​​ that the state of general anesthesia 
 can be rapidly reversed by\nactivating specific brain circuits. The succes
 s of our research has\ndepended critically on tight coupling of experiment
 s\, ​statistical\nsignal processing​​ and mathematical modeling.
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede3fd4d
DTSTART;TZID=America/Toronto:20180625T160000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20180625T160000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-dr-pauline-barrieu-london
LOCATION:STC - Science Teaching Complex 200 University Ave West STC 0060 Wa
 terloo ON N2L 3G1 Canada
SUMMARY:David Sprott Distinguished Lecture by Dr. Pauline Barrieu\, London\
 nSchool of Economics and Political Science
CLASS:PUBLIC
DESCRIPTION:ASSESSING FINANCIAL MODEL RISK\n\n-------------------------\n\n
 Model risk has a huge impact on any financial or insurance risk\nmeasureme
 nt procedure and its quantification is therefore a crucial\nstep. In this 
 talk\, we introduce three quantitative measures of model\nrisk when choosi
 ng a particular reference model within a given class:\nthe absolute measur
 e of model risk\, the relative measure of model risk\nand the local measur
 e of model risk. Each of the measures has a\nspecific purpose and so allow
 s for flexibility. We illustrate the\nvarious notions by studying some rel
 evant examples\, so as to emphasize\nthe practicability and tractability o
 f our approach.
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede40b7c
DTSTART;TZID=America/Toronto:20160512T160000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20160512T160000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-martin-wainwright
SUMMARY:David Sprott Distinguished Lecture by Martin Wainwright\, Universit
 y of\nCalifornia\, Berkeley
CLASS:PUBLIC
DESCRIPTION:SOME NEW PHENOMENA IN HIGH-DIMENSIONAL STATISTICS AND OPTIMIZAT
 ION
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede413f3
DTSTART;TZID=America/Toronto:20150924T160000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20150924T160000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-raymond-j-carroll-texas
LOCATION:MC - Mathematics & Computer Building 200 University Avenue West 40
 21 Waterloo ON N2L 3G1 Canada
SUMMARY:David Sprott distinguished lecture by Raymond J. Carroll\, Texas A&
 M\nUniversity
CLASS:PUBLIC
DESCRIPTION:CONSTRAINED MAXIMUM LIKELIHOOD ESTIMATION FOR MODEL CALIBRATION
  USING\nSUMMARY-LEVEL INFORMATION FROM EXTERNAL BIG DATA SOURCES.\n\nInfor
 mation from various public and private data sources of extremely\nlarge sa
 mple
DTSTAMP:20260525T201942Z
END:VEVENT
BEGIN:VEVENT
UID:6a14aede41faa
DTSTART;TZID=America/Toronto:20131126T160000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20131126T160000
URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/watrisq-se
 minar-steven-kou-national-university-singapore
LOCATION:DC - William G. Davis Computer Research Centre 200 University Aven
 ue West 1304 Waterloo ON N2L 3G1 Canada
SUMMARY:WatRISQ seminar by Steven Kou\, National University of Singapore
CLASS:PUBLIC
DESCRIPTION:ROBUST MEASUREMENT OF ECONOMIC TAIL RISK\n\nWe prove that the o
 nly tail risk measure that satisfies a set of\neconomic axioms proposed by
  Schmeidler (1989\, Econometrica) and a\nstatistical requirement called el
 icitability (i.e. there exists an\nobjective function such that a reasonab
 le estimator must be a solution\nof minimizing the expected objective func
 tion) is the median\nshortfall\, which is the median of the tail loss dist
 ribution and is\nalso the VaR at a high confidence level.
DTSTAMP:20260525T201942Z
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