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| Winter Term 2024/25, Doctoral School Events | |
| 2024-12-20 | Doctoral School Seminar (10:30–12:30, TU Graz, Seminarraum 2 Geometrie, Kopernikusgasse 24/IV, 8010 Graz) |
| Sergio Fernandez de soto (TU, advisor C. Ceballos): New combinatorial possibilities to describe quotients of positroids [show abstract] | |
| Alexander Zahrer (Uni, advisor M. Kalck): On homotopy-coherent Mathematics [show abstract] | |
| Dominik Schmid (TU, advisor M. Kang): Building spanning graphs in the semirandom tree process [show abstract] | |
| 2025-01-24 | Doctoral Day (9–5, Univ. Graz, Resowi, HS 15.04) |
| (9:00 Welcome) | |
| Florian Russold (TU, advisor M Kerber): Graphcode: Learning from multiparameter persistent homology using graph neural networks [show abstract] | |
| Francesco Mantegazza (Uni, advisor G. Haase): A PBDW Framework for Cardiac Mechanics [show abstract] | |
| Mohammadreza Kariman (MedUni, advisor Augustin/Plank): Computational Modelling of the Impact of Anatomical Changes on ECGs in Left Ventricular Hypertrophy [show abstract] | |
| (10:15—10:45 coffee break) | |
| Jan Jendrysiak (TU, advisor M Kerber): Decomposing Multiparameter Persistence Modules [show abstract] | |
| Erion Morina (Uni, advisor M. Holler): On uniqueness in structured model learning [show abstract] | |
| Eduard Stefanescu (TU, advisor C. Aistleitner): The dispersion of dilated lacunary sequences, with applications in multiplicative Diophantine approximation [show abstract] | |
| (12:00—13:30 lunch break) | |
| Balint Rago (Uni, advisor A. Geroldinger): On the arithmetic of orders in Dedekind domains [show abstract] | |
| Thomas Schrotter (Uni, advisor G. Haase): A Real-Time Eikonal-Based Cardiac Electrophysiology Solver [show abstract] | |
| Lea Enzi (TU, advisor S Thonhauser): A stochastic differential game approach to optimal reinsurance | |
|
Abstract: In this talk, we consider competitive dynamics between two insurance companies. We model their interactions as a stochastic differential game, where each company seeks to maximize its own profit while considering the actions of its competitor. The model allows both companies to adjust their risk management strategies by purchasing reinsurance to transfer some of their risk. We characterize the upper and lower value of the game as unique viscosity solutions to associated Bellman-Isaacs equations, and provide some numerical illustrations.[hide abstract] | |
| (14:45—15:15 coffee break) | |
| Joachim Orthaber (TU, advisor O. Aichholzer): A universal planar graph for trees [show abstract] | |
| Manuel Hasenbichler (TU, advisor S Thonhauser): A classification approach to multivariate counting processes modelling [show abstract] | |
| Tamari Kldiashvili (Uni, advisor L. Trussardi): Bifurcation analysis of a cross-diffusion system for gang territoriality [show abstract] |