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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 [show 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 | |
|
Abstract: Cascading risks in financial loss events, where small initial losses trigger progressively larger and more damaging events, challenge the assumptions of static models: They fail to capture important features within the underlying periods, such as liquidity risk. We model loss events by counting processes, with jumps assigned to specific 'loss types'. These assignments are made using predictable (!) thinning probability processes informed by recent histories and inter-jump times. By appropriately scaling inter-jump periods, the problem is transformed into a Markov process. This enables parameterised modelling and consistent estimation through cross-entropy minimisation.[hide abstract] | |
| Tamari Kldiashvili (Uni, advisor L. Trussardi): Bifurcation analysis of a cross-diffusion system for gang territoriality [show abstract] |